course-premium

Basel III: New Regulatory Requirements

5.0
2 reviews
  • Dr William Allen was incredible in taking through the ideas, particularly the expository bits with the artfulness and accuracy of a surgeon really. This was one of the best learning encounters I have had and thanks particularly to Dr. William.
    |
  • I enjoyed the Basel III: New Regulatory Requirements class. Dr. Allen is an amazing tutor and succeeded in achieving a great balance of knowledge of regulations with practical experience. I highly recommend this course to others.
    |

Short course

In Singapore (Singapore), London, New York (USA) and another venue.

£ 2001-3000

Gain a deep understanding of the best practices for regulatory capital management!

  • Duration

    2 Days

  • Start date

    Different dates available

A two-day course covering the challenges and opportunities arising from the new regulatory changes from Basel III as well as other major European, U.S. and other country regulatory pronouncements, and their implications for management of bank financial institutions.

The programme covers best practices for regulatory capital management in key areas such as: Credit and Market Risk Weighted Capital, Operational Risk Capital, Liquidity Risk, Counterparty Risks, Concentration Risks, Risk Aggregation / Capital Allocation and Stress Testing.

Groups are kept small and the course is devoted to practical workshops and case studies. If you still have any more questions, please ask for more information through emagister.co.uk and an assessor will get in touch with you!

Facilities

Location

Start date

London
See map
34 Curlew Street, se12nd

Start date

Different dates availableEnrolment now open
New York (USA)
See map

Start date

Different dates availableEnrolment now open
Singapore (Singapore)
See map
The Finexis Building

Start date

Different dates availableEnrolment now open
Sydney (Australia)
See map

Start date

Different dates availableEnrolment now open

About this course

Senior executive, operations and financial officers
Bank Business Unit managers
Asset-Liability Management members
Treasury professionals
Derivatives professionals
Risk managers, risk controllers and auditors
Capital markets professionals
Strategic planning professionals
Consultants, accountants, and other advisors to banks

Basic understanding of the current regulatory environment, familiarity with treasury and capital markets operations.

Questions & Answers

Add your question

Our advisors and other users will be able to reply to you

Who would you like to address this question to?

Fill in your details to get a reply

We will only publish your name and question

Reviews

5.0
  • Dr William Allen was incredible in taking through the ideas, particularly the expository bits with the artfulness and accuracy of a surgeon really. This was one of the best learning encounters I have had and thanks particularly to Dr. William.
    |
  • I enjoyed the Basel III: New Regulatory Requirements class. Dr. Allen is an amazing tutor and succeeded in achieving a great balance of knowledge of regulations with practical experience. I highly recommend this course to others.
    |
100%
4.4
fantastic

Course rating

Recommended

Centre rating

Anonymous

5.0
05/09/2016
What I would highlight: Dr William Allen was incredible in taking through the ideas, particularly the expository bits with the artfulness and accuracy of a surgeon really. This was one of the best learning encounters I have had and thanks particularly to Dr. William.
What could be improved: N/A.
Would you recommend this course?: Yes

Anonymous

5.0
07/07/2016
What I would highlight: I enjoyed the Basel III: New Regulatory Requirements class. Dr. Allen is an amazing tutor and succeeded in achieving a great balance of knowledge of regulations with practical experience. I highly recommend this course to others.
What could be improved: N/A.
Would you recommend this course?: Yes
*All reviews collected by Emagister & iAgora have been verified

This centre's achievements

2016

All courses are up to date

The average rating is higher than 3.7

More than 50 reviews in the last 12 months

This centre has featured on Emagister for 15 years

Subjects

  • Risk
  • IT risk
  • Credit
  • Market
  • Banking
  • Financial
  • Capital Management
  • Market Risk
  • Financial Training
  • Operational Risk
  • Testing
  • Controversies
  • Economic Capital
  • Liquidity Risk
  • Hypothecation
  • Collateralization
  • Risk Management
  • Investment Banking
  • EBAI
  • CAAPs
  • Regulatory<br/>

Teachers and trainers (1)

William Allen

William Allen

Teacher

William Allen has over 35 years working in banking and finance. He is a senior consultant and speaker in the areas of executive bank management, ALM, treasury, risk management, capital markets, derivatives, and portfolio management. Mr Allen previously worked with JP Morgan in treasury, capital markets, risk management, securities and derivatives activities. Before consulting he worked as a portfolio manager and chief investment officer of a university endowment.

Course programme

Day One

Key Areas, Overview and Timing
- Banking evolution and need for Basel III
- Comparison of basic four Basel III documents
- CRD IV, EBA, U.K. and other enabling sources
- Dodd Frank and Volcker rules from U.S.
- Central Banks / Pillar II Supervision / ICAAPs / Stress Testing
- Basel III problems leading to uncertainties and potential new changes

Investment Banking versus Narrow Banking
- Proprietary Trading and Market Making
- Securitization
- Investments in and Sponsorship of Hedge Funds and Private Equity Funds
- Mergers & Acquisitions
- Business Diversification / Concentration Limits

Enhanced Micro Prudential Standards
- Quality of Capital / Capital Ratios
- Components / exclusions from capital
- Credit, Market, and Operational Risk based Capital Requirements
- Capital as loss absorption
- Enhancing Risk Coverage (Appropriate Sizing Risk weighted Assets)
- Standardized versus Internal Model Refinements
- Capital Conservation and Cyclical Buffers
- Systemically Important Financial Institutions
- Leverage Ratios: controversies of inclusion / exclusion of specific items
- New emphasis on Liquidity Ratios
- Resolution Plan and Risk Exposure Reporting
- Risk Governance and ALM
- Impacts on ROE and ROA
- Business unit management responses

Current Key Focus of Banks – Best Practices
Strategic ALM as Basel III Imperative
- Strategic ALM as capital management
- Economic and regulatory capital
- Basel identification of ALM failures
- Initial changes from market activities and trading
- Planning and pricing for liquidity
- Compliant transfer pricing of liquidity
- Market risk factor delineation
- Correlation and comprehensive risk measures
- Evolved VaR and tail risk metrics
- Stressed VaR approaches
- Likelihood of required Expected Shortfall metrics
- Credit risk and risk weightings changes
- Internal models approaches
- Portfolio Credit Risk Management
- Tools for managing regulatory credit risk capital
- Securitization challenges and regulatory changes

Day Two

OTC Derivatives
- Capital Requirements
- Counterparty Risks and rules
- Credit and Debit Valuation Adjustments
- Margining and collateralization
- Collateral hypothecation
- Bilateral and Central Clearing
- New capital on Central Clearing Parties
- New rules for initial and variation margining bilateral OTC

Liquidity Risk
- Liquidity Risk Principles
- Liquidity Risk Framework
- Liquidity Sources and Costs
- Measurement of Liquidity Risk
- Optimal Management of Liquidity
- Key Liquidity Ratios and Reports
- Detailed analysis of LCR ratio template
- Detailed analysis of NSFR ratio template
- Liquidity Contingency Plan

Risk Aggregation / Capital Allocation
- Calculation of Regulatory and Economic Capital
- Integration of Risk Types
- Risk adjusted Performance Measurement
- Risk Bearing Capability
- New capital issues relative to risk appetite
- Equity linked capital issues
- Structured capital instruments
- Mandatories and Contingent Convertibles
- Planning, Budgeting, and Performance Evaluation
- Capital Adequacy and Risk Profile

Latest Issues and Controversies
- Incentive compensation rules
- Transactions taxes
- Disturbing divergences in market and credit risk models
- Different implementations in different countries
- What does the regulator expect from Banks?
- What can banks expect from regulators?
- Setting the stage for Basel IV?

Basel III: New Regulatory Requirements

£ 2001-3000