Asia Risk workshop: Basel III - Liquidity rules, capital, new regulations

Asia Risk is delighted to present Basel III: Liquidity rules, capital, new regulations, a two-day post-congress workshop designed to provide attendees with guidance on how to effectively manage capital and liquidity under Basel III.

Basel III: Liquidity rules, capital, new regulations
7-8 September 2015
Singapore

REGISTER NOW and join leading finance, risk, treasury, compliance and operations practitioners, who will help you to execute effective OTC reporting and clearing practices and tackle collateral management challenges.

Key topics of the two-day workshops include:

  • The level of core capital required under Basel III
  • The SIFI frameworks and capital surcharges for SIFI banks
  • 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
  • The role of Contingent Convertible Capital Instruments (CoCos) in banks' liability and regulatory capital management
  • 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 FTP in Basel III in terms of capital allocation and pricing of counterparty risks
  • The different treatments of FTP between wholesale and retail banks
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