« Deep Dive on Basel IV »
Understanding the changes and their implications
Дата семинара: 20 марта 2019 года (среда), с 10:00 до 17:00
(длительность семинара 8 ак. часов)
Язык обучения: английский
Место проведения семинара: Рига, улица Мейстару 10/12, 301 аудитория.
Описание семинара : This one-day intensive seminar will give you a deep understanding of the Basel IV changes, mainly related to the calculation of credit risk RWAs. The main changes on market risk and operational risk capital requirements are also covered.
Although the Basel IV framework is not due until January 2022, this seminar is relevant for the following reasons:
· Early implementation of certain elements of the new framework (eg, real estate financing) may be early adopted by the supervisory authorities
· New data (eg, LTVs at origination of mortgage assets) required for the calculation of RWAs on assets outstanding in 2022 would need to be recorded at origination
· Capital planning and stress testing spawning beyond 2021 would need to incorporate the new framework
· Implementation planning is likely to start notably before implementation. This seminar will aid in calculating the impact analysis
· Pricing on long-term assets, such as mortgages, that will be outstanding at the date of application would need to incorporate their capital usage
· Equity analysts are likely to start incorporating the Basel IV impact in their capital assessments
Преподаватель семинара: Juan Ramirez is a senior professional at Deloitte in London, advising banks on Basel III/IV and IFRS 9 issues. Juan is involved in the entire spectrum of capital ratios: measurement, ICAAP, stress testing, capital allocation, capital planning and capital optimisation.
With an MBA from University of Chicago, Mr. Ramirez moved to London to work at JPMorgan and later Lehman Brothers, Barclays Capital, Banco Santander and BNP Paribas. He has devoted more than 20 years to market risk in front office positions.
Mr. Ramirez is the author of “Handbook of Basel III Capital”, “Accounting for Derivatives”, and “Handbook of Corporate Derivatives and Equity Capital Markets.
Стоимость: € 250,00 + PVN