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.

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Large Exposures & SA-CCR 

18-19 March 2019

Sydney

 

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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
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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
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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
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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