ASEAN Risk workshop: Basel III - Regulatory Capital and Liquidity Management
Asia Risk is delighted to present Basel III: Regulatory Capital and Liquidity Management, a one-day training workshop designed to provide attendees with guidance on how to effectively manage capital and liquidity under Basel III.
Basel III: Regulatory Capital and Liquidity Management
May 13, 2015
The Majestic Hotel, Kuala Lumpur, Malaysia
REGISTER NOW and join us for this workshop to learn how to manage regulatory capital under Basel III, recognise the impact of risk weighted asset calculation and liquidity ratios on bank's exposures, and strategies in balance sheet optimisation.
Basel III: Capital Adequacy and Liquidity Management Programme
View the latest programme for the Basel III: Capital Adequacy and Liquidity Management workshop which includes the latest agenda, full list of expert speakers, and much more.
Basel III has taken effect in over two years. As the observation period ended in December 2014, BCBS member jurisdictions begun introduction of the Liquidity Capital Ratio (LCR) in January 2015.
While the outcome of the LCR, which requires financial institutions to keep enough high-quality assets to counterbalance net cash outflow for 30 days is far reaching to banking business and its system, the regulatory expectation on capital requirements is set to intensify leading to Basel's full implementation by 1 January 2019.
Hence, one of the greatest challenges at the moment is keeping up with the overall BCBS timetable, strengthening of the Basel requirements and transitional arrangements.
Course highlights include:
- Compliance challenges and risks associated with regulatory fragmentation in the ASEAN region
- Classification and measuring of bank capital: core equity tier 1, other tier 1 and tier 2/3
- Calculation guidelines and methodologies for Liquidity Coverage Ratio and Net Stable Funding Ratio
- Impact of leverage ratio on bank's risk weighted assets, products, profitability and balance sheets
- Optimisation of capital ratio and calculation of liquidity buffer
- Developing and implementing a Fund Transfer Pricing mechanism for internal funding optimsation
- Sensitivity and scenario analysis on external shock, subprime crisis and other stress events
- Market risk: Value at Risk (VaR), Stressed VaR, Expected Shortfall and back testing VAR
- And much more...View the latest programme now
The course will be of benefit to financial institutions and will help you to implement existing capital and liquidity standards, and bringing your firm in line with Basel III.