Large Exposures & SA-CCR
A two-day training course to understand the implications of adopting Large Exposures in Hong Kong and the challenges in meeting SA-CCR requirements.
Two-day intensive training course:
- Understanding the implications of adopting Large Exposures in Sydney
- Identification of groups of connected counterparties under Large Exposures
- Addressing data challenges and operational burden in meeting SA-CCR requirements
- Calculating EAD based on the new SA-CCR
- Understanding the interaction of SA-CCR and other regulations
Learning outcomes
- Learn the implications of the new Large Exposures framework on your business activities
- Learn the importance of more granular data analysis to better position netting treatment
- Understand the challenges of replacing Supervisory Approach for Counterparty Credit Risk (“SA-CCR”) from Exposure Method (“CEM”)
- Learn the treatment for specific exposure types
- Understand the impacts of SA-CCR on capital requirements, and identify options for mitigating its impacts
Who should attend
This technical workshop has been designed for a wide audience in the banking, rating agencies, service providers, and will be of value for staff in the following functions:
- Risk/Risk Control
- Credit/Liquidity/Market Risk
- Compliance and Governance
- Asset-Liability Management
- Balance Sheet Management
- Operations
- Finance, Capital Management and Planning, Financial Control, MIS
- Audit
- Business Unit Management
- Treasury
- Strategic Planning
- Legal and IT Support
- Basel III Reporting
Course highlights
- Understanding the implications of adopting Large Exposures in Sydney
- Identification of groups of connected counterparties under Large Exposures
- Addressing data challenges and operational burden in meeting SA-CCR requirements
- Calculating EAD based on the new SA-CCR
- Understanding the interaction of SA-CCR and other regulations