Risk ASEAN workshop: Basel III, 17-18 May, Bangkok
Asia Risk is delighted to present Basel III: Risk, Capital, Liquidity, a two-day training workshop designed to provide attendees with guidance on how to effectively manage capital and liquidity under Basel III.
Basel III: Risk, Capital, Liquidity
17-18 May 2016
Two-day intensive workshop on Basel III
Join us for this two-day intensive workshop to learn how the evolving capital and liquidity rules affect banks' asset and liability management, as well as practical considerations and solutions in managing the upcoming Basel III challenges.
In-depth analysis of capital and liquidity rules
Basel III has taken effect in over three years, with full implementation of BCBS member jurisdictions by 1 January 2019. Despite sailing through the Liquidity Coverage Ratio (LCR) in 2015, banks in the ASEAN region are now charged with the task to implement capital and liquidity rules under Basel III, where changes to regulatory capital methodologies will have significant impact on balance sheet management and wider business strategies.
Key highlights of the two-day intensive workshop:
- Understanding the correlation between banks' market making model in the past two years and the rise of asset and liability (ALM) mismatch, and how it affects the management of Net Stable Funding Ratio (NSFR)
- The level of core capital required under Basel III
- Calculations and disclosure of Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), Liquidity Maintenance Ratio (LMR) and Capital conservation buffer
- Scenario analysis on calculating Countercyclical Capital Buffers (CCB)
- Implementing RWA optimisation and capital efficiency strategies
- Calculating regulatory capital for market and credit risk
- Differences between standardised approach and internal rating based approaches
- Credit Valuation Adjustment (CVA), Debt Valuation Adjustment (DVA) and Funding Valuation Adjustment (FVA)
- The role of Fund Transfer Pricing (FTP) in Basel III in terms of capital allocation and pricing of counterparty risks
- The different treatments of FTP between wholesale and retail banks
- Developing a sustainable funding strategy for the implementation of NSFR
- And much more...View the Programme here