Q&A

Speaker Q&A

Speaker Q&A

How can banks stay competitive with large capital requirements?

  1. Adopting a holistic approach to the implementation of the regulatory requirements can reduce implementation cost
  2. Leveraging as much as possible on the existing IT-infrastructure, between calculations and input data.
  3. Making sure that the implementation occurs in a timely manner, to ensure no additional costs occur due to supervisory findings.

Please describe your session on counterparty credit risk.

  1. Counterparty credit risk lies at the intersection of market and credit risk. Nowadays CCR is a big part of the pricing, accounting, risk mitigation, and reporting landscape of financial institutions. The measurement, assessment and reporting of CCR, as well as its underpinning with regulatory capital has received an increased attention since the Great Financial Crisis, when it started getting articulated in greater depth from a regulatory requirements’ perspective. The session on counterparty credit risk covers the transition of regulatory requirements from the current regulatory context to CRR II, CRD V and the finalisation of Basel III and hints at the implementation challenges which are stemming from this transition.
Irina Ursachi

Independent consultant

How can banks stay competitive with large capital requirements?

  1. Adopting a holistic approach to the implementation of the regulatory requirements can reduce implementation cost
  2. Leveraging as much as possible on the existing IT-infrastructure, between calculations and input data.
  3. Making sure that the implementation occurs in a timely manner, to ensure no additional costs occur due to supervisory findings.

What are the key takeaways that attendees will learn from your session?

  1. Counterparty credit risk lies at the intersection of market and credit risk. Nowadays CCR is a big part of the pricing, accounting, risk mitigation, and reporting landscape of financial institutions. The measurement, assessment and reporting of CCR, as well as its underpinning with regulatory capital has received an increased attention since the Great Financial Crisis, when it started getting articulated in greater depth from a regulatory requirements’ perspective. The session on counterparty credit risk covers the transition of regulatory requirements from the current regulatory context to CRR II, CRD V and the finalisation of Basel III and hints at the implementation challenges which are stemming from this transition.