Page 8 - MONECO Financial Training Catalogue
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THE BASEL CONSOLIDATED FRAMEWORK
        DATES: June 29 – July 1, 2020 • PRICE: € 1,755 • LOCATION: Prague, NH Hotel Prague


        How you will benefi t:              The BCBS (Basel Committee of Banking Supervisors) establishes and promotes global
                                           standards for the regulation and supervision of banks. Since 1974 the BCBS has published
        •  An understanding of the         dozens of documents setting out standards, minimum capital requirements, principles
          Basel framework and              and guidance on best practice which are now embedded in bank regulatory regimes
          standards                        around the world. Perhaps most notable of these documents are the minimum capital
                                           requirements for banks which have evolved through Basel I , Basel II and the recently
        •  Gain familiarity with the       completed Basel III, published in 2017.
          BIS web site in this area        In April 2019 BCBS launched a new section on the BIS web site which provided a very

        •  Gain a deeper                   useful consolidation of current standards together with a timeline that allows enquirers to
                                           view future scheduled regulations.
          understanding on the
          topics:                          This course provides a high-level overview of the consolidated framework, making use of
                                           the BCBS web site to dive deeper into some of the standards as required by participants.
          – Calculating RWAs               The course will also look at progress in implementing current standards in different
                                           jurisdictions across the world with particular focus on European implementation.
          – FRTB                           The course has three main objectives:
                                               To provide a comprehensive overview of the Basel Framework and progress in
          –  Counterparty Credit               implementation.
            Risk                               Provide a deeper and more detailed look at some of the newer standards introduced
          – LCR and NSFR                       in Basel III, for example LCR and NSFR, margin requirements for non-centrally
                                               cleared trades, IRRBB  and a look at forthcoming standards, for example FRTB –
          – IRRBB                              the new market risk framework scheduled for 2022.
                                               Allow participants to explore the new section of the BIS web site by answering their
          – Leverage ratio                     own questions and suggestions for exploration put to them by the trainer
          –  Margin requirements           Who should attend?
            for non-centrally              Analysts, Vice Presidents, Directors, Senior Managers in:
                                                                        Audit
                                               Treasury Functions
            cleared trades                     Capital Management     Risk Analytics
                                               Regulatory Compliance    Market Risk Management
                                               Governance


          MONDAY, JUNE 29

                         Introduction            Historical Background
                                                 Basel I, Basel II and Basel III
                                                 Need for Consolidation
                                                              The Standards
                        Scope of application of the   •  Banks covered
                        Basel Framework          •  Determining global systemically
                                                   important banks (G-SIBs)
                                                 •  D-SIBs
              00
            09 –12 15    Defi nition of Capital   •  Tier 1, Tier 2, regulatory adjustments
                                                   and prudential valuation
                         Risk based capital      •  Risk weighted assets
                                                 •  The output fl oor for RWA based
                                                   capital requirements
                                                 •  Banking Book/Trading book       Deep dive on BB/TB
                                                   boundary including deep dive into
                                                   FRTB revisions
                                                 •  Capital Buffers
              15
            12 –13 15   Lunch
                         Capital requirements for   •  Standardised approach
                         credit risk             •  IRB
                                                 •  Counterparty credit risk
              15
            13 –17 00                             –  SA-CCR                        Deep dive into revised framework
                                                   –  IMM                           and exposures to CCPs
                                                   –  CVA Capital
                                                   –  Exposures to CCPs

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