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
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