Agenda
Agenda
Managing Regulatory Risk - Agenda
14:00 – 15:00
Overview of regulatory risk
14:00 - 15:00
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The importance of managing regulatory risk
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Managing your regulatory risk cycle
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Regulatory changes and updates
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COVID-19
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Brexit
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Compliance risk vs. regulatory risk
15:00 – 15:15
Break
00:00 - 00:01
15:15 – 16:15
Funding, liquidity, and treasury management
12:00 - 12:01
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Basel principles for the management and supervision of liquidity risk
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Solvency II
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Regulatory capital and the 3 pillars
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Regulatory capital management for counterparty and credit risk
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Fund transfer pricing and the regulatory cost/benefit attribution
14:00 – 15:00
Measuring and managing market risk
12:00 - 12:01
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Analysis and quantification of market risk
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The use of value-at-risk (VaR)
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Methods for estimating
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Advantages vs. limitations
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Sensitivity risk measures vs. scenario risk measures
15:00 – 15:15
Break
00:00 - 00:01
15:15 – 16:15
Regulatory reporting and trading for market risk
13:00 - 13:01
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Understanding the FRTB standardised approach
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Reporting capital requirements
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Calculating the capital charge for curvature risk
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Mitigating implementation challenges
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The FRTB CVA approach
14:00 – 15:00
Impact on model governance
13:00 - 13:01
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Understanding regulatory models
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Mitigating model validation issues
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Adapting frameworks to become more agile
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Understanding limitations of a model to avoid misuse
15:00 – 15:15
Break
00:00 - 00:01
15:15 – 16:15
The IRB credit approach
13:00 - 13:01
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Minimum requirements to use IRB approach
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Corporate governance and oversight
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Compliance with IRB repair
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Calculation of capital charges
14:00 – 15:00
Managing data and regulatory requirements
13:00 - 13:01
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Understanding data regulations and mitigating the risk
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Using risk management technology
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Educating staff to avoid human error
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Impact on business continuity/cybersecurity
15:00 – 15:15
Break
00:00 - 00:01
15:15 – 16:15
ESG data and regulations
13:00 - 13:01
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Understanding what qualifies as an ESG factor
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ESG disclosures
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The effect of ESG data on decision making
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Alternative ESG data