This unique summit comprises of 3 separately bookable days:
Day 1 (conference):
CRD IV Capital
Practical techniques for implementing CRDIV Capital requirements
19 November 2013
Key case studies including:
• The PRA on Capital Regulation under CRDIV
• Assessing the latest EBA Technical Standards
• Implementing the finalised definition of "Own Funds"
• Impacts of CRDIV on the business
• Counter-cyclical and systemic risk buffers
• Integrating market risk models and CRR
• Optimising business risk processes under CRDIV
• Validating EAD and EPE models
Day 2 (conference):
CRD IV Liquidity
Practical techniques for implementing CRDIV Liquidity requirements
20 November 2013
Key case studies including:
• ECB on Liquidity under CRDIV
• Overcoming Challenges of Calculating LCR Metrics
• Joint Management of LCR and NSFR Parameters
• Treasury Operational Models for Basel III
• Integrating CRDIV Liquidity Requirements with FTP
• Liquidity Scenario Testing and Development
• The Impacts of LCR on the Business
• Assessing the EBA Technical Standards for Liquidity
Day 3 (workshop):
Liquidity Risk Management
under CRD IV
21 November 2013
Led by:
Peter Buerger, Partner, RISK & MORE
Comments