Agenda
Agenda
Large Exposures & SA-CCR
Implementation challenges and best practices
Monday 18 March 2019, Sydney
08:30 |
Registration |
|
09:00 |
Large Exposures Framework from a regulator’s perspective
|
|
10:30 |
Morning coffee break |
|
11:00 |
Measurement of large exposures
|
|
12:30 |
Lunch |
|
13:30 |
Exposure value determination
|
|
15:00 |
Afternoon coffee break |
|
15:30 |
Treatment of large exposures
|
|
17:00 |
End of day 1 |
Implementation challenges and best practices
Tuesday 19 March 2019, Sydney
08:30 |
Registration |
|
09:00 |
Standardised Approach for Counterparty Credit Risk (SA-CCR)
|
|
10:30 |
Morning coffee break |
|
11:00 |
Data challenges and requirements
|
|
12:30 |
Lunch |
|
13:30 |
SA-CCR calculation challenges
|
|
15:00 |
Afternoon coffee break |
|
15:30 |
SA-CCR and other regulatory requirements
|
|
17:00 |
End of training course |