Capital Requirements: CRD IV to CRD V and Basel IV, London
Learn about the requirements for capital planning, operational risk capital modelling and counterparty credit risk under the CRD IV regulation and what CRD V means for FRTB and stress testing.
This training course is designed to help financial institutions get to grips with capital requirements while taking a look at what the future might look like with CRD V and Basel IV. The course will consider and may be updated when the CRD V expectations are finalised later this year.
Who Should Attend?
Relevant departments may include but are not limited to:
- Liquidity risk
- Market risk
- Capital planning
- Operational risk
- Counterparty credit risk
- Stress testing
What Will You Learn?
- Different capital buffers and how each one is applied and calculated
- How banks can stay competitive with large capital requirements
- The market and operational implications of full CRD IV implementation
- What Basel IV will look like in the future
- How CRD IV affects counterparty credit risk
- How to stress test capital and the relationship of capital adequacy in crisis scenarios
This training course will provide attendees with an in-depth understanding of the intricacies of IRRBB management, focusing on the different metrics involved and examining best practice approaches to modelling interest rate risk.