Basel III final rules: Liquidity and capital implementation

This two-day course provides an overview of the loss-absorbing capacity requirements for authorised institutions. Participations will be provided with practical experience and examples in calculating LCR, NSFR and understand the interaction with interest rate risk in the banking book (IRRBB) requirements.

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Basel III final rules: Liquidity and capital implementation 

28 - 29 Nov 18 | Hong Kong

View the Agenda   Early Bird Pricing

This two-day course provides an overview of the loss-absorbing capacity requirements for authorised institutions. Participations will be provided with practical experience and examples in calculating LCR, NSFR and understand the interaction with interest rate risk in the banking book (IRRBB) requirements.

Course highlights:
  • Understanding minimum Loss- absorbing capacity (LAC) and its impact on the balance sheet 
  • Strategies in measuring risk and accessing capital adequacy internally under IRRBB 
  • Evolution of Basel capital standards from Basel I to Basel IV 
  • Basel IV impact on large exposure 
  • Case study on the interplay of LCR, NSFR, RWA and LR 
Who Should Attend
  • Liquidity Risk Manager
  • Risk Manager
  • Treasurer
  • Basel III Reporting Manager
  • ALM
  • Regulator
  • Compliance Manager
  • Balance Sheet Manager
  • Liquidity Analyst 
  • Capital Risk Manager
  • Capital Advisor
  • Head of Market/Credit Risk

CFA Institute is the global association of investment professionals that sets the standard for professional excellence and credentials. The organization is a champion of ethical behavior in investment markets and a respected source of knowledge in the global financial community. There are more than 154,000 CFA charterholders worldwide in 165+ countries and regions, as well as 151 local member societies.www.cfainstitute.org
 
The CFA Institute Asia-Pacific Research Exchange (ARX) is a research hub bringing together like-minded finance and investment management professionals to share, learn and engage on industry topics and trends specific to the Asia-Pacific region. Learn more at www.arx.cfa

Park Lane Hong Kong

310 Gloucester Road, Causeway Bay, Hong Kong 
Tel: +852 2293 8888

Venue website

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