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Basel III (CRR, CRR2, CRR3, CRD IV, CRD V, CRDVI) : the basics
Objectifs
Programme
- Acquiring the basics of the Basel III framework.
- Understanding the stakes of Basel III regulatory issues: CRR, CRD 4, CRR2, CRDV, CRR3, CRDVI and delegated acts.
- Identifying the changes introduced by the Basel III Capital Requirements Regulation (CRR) and Capital Requirements Directive (CRD4).
- Explaining the main mechanisms, underlying concepts and issues.
- Acquiring the basics of the Basel III framework.
- Understanding the stakes of Basel III regulatory issues: CRR, CRD 4, CRR2, CRDV, CRR3, CRDVI and delegated acts.
- Identifying the changes introduced by the Basel III Capital Requirements Regulation (CRR) and Capital Requirements Directive (CRD4).
- Explaining the main mechanisms, underlying concepts and issues.
1INTRODUCTION: BACKGROUND, IMPLEMENTATION, PROSPECTS
1From Basel I to Basel III.
Regulation and supervision frameworks at international, European, national levels.
Architecture of regulatory texts at the international, European and national levels.
Definition of banking risks and internal control system.
From Basel I to Basel III.
Regulation and supervision frameworks at international, European, national levels.
Architecture of regulatory texts at the international, European and national levels.
Definition of banking risks and internal control system.
2PILLAR 1: THE RATIOS INCLUDING CRR3 UPDATES (FINALIZATION ON BASEL III)
2Context.
The solvency ratios (incl Regulatory Developments on Basel III: Finalization of Basel III (CRR3 and CRDVI)).
The Liquidity Coverage ratio (LCR).
The Net Stable Funding Ratio (NSFR).
The Leverage Ratio.
Large exposures.
TLAC and MREL ratios.
Implementation schedule.
Context.
The solvency ratios (incl Regulatory Developments on Basel III: Finalization of Basel III (CRR3 and CRDVI)).
The Liquidity Coverage ratio (LCR).
The Net Stable Funding Ratio (NSFR).
The Leverage Ratio.
Large exposures.
TLAC and MREL ratios.
Implementation schedule.
3PILLAR 2 AND PILLAR 3
3SREP (Supervisory Review and Evaluation Process).
RAF (Risk Appetite Framework).
ICAAP (Internal Capital Adequacy Assessment Process).
ILAAP (Internal Liquidity Adequacy Assessment Process).
Stress tests.
Pillar 3 general principles.
SREP (Supervisory Review and Evaluation Process).
RAF (Risk Appetite Framework).
ICAAP (Internal Capital Adequacy Assessment Process).
ILAAP (Internal Liquidity Adequacy Assessment Process).
Stress tests.
Pillar 3 general principles.
Pillar 3 general principles.4ESG RISK
4Context for encouraging sustainable investment.
Definition of ESG risk.
- Environmental risk:
- Physical risk.
- Transition risk.
- Risk of litigation and reputational.
- Social risk.
- Governance risk.
Domino effect of amplification of ESG risk on other risks: credit risk, market risk, liquidity risk, operational risk, business risk, strategic risk, concentration risk, reputational risk).
The challenges of transparency around ESG risk communication.
Context for encouraging sustainable investment.
Definition of ESG risk.
- Environmental risk:
- Physical risk.
- Transition risk.
- Risk of litigation and reputational.
- Social risk.
- Governance risk.
- Physical risk.
- Transition risk.
- Risk of litigation and reputational.
- Physical risk.
- Transition risk.
- Risk of litigation and reputational.
Domino effect of amplification of ESG risk on other risks: credit risk, market risk, liquidity risk, operational risk, business risk, strategic risk, concentration risk, reputational risk).
The challenges of transparency around ESG risk communication.
5SUMMARY AND CONCLUSION
5Summary of the day.
Evaluation of training.
Summary of the day.
Evaluation of training.
Evaluation of training.Public visé
- Anyone wishing to master the fundamental aspects of Basel III and the impact of the prudential system on the general economy of the banks.
- Accountants and finance professionals.
- Financial controllers and ALM managers.
- Risk managers.
Prérequis
- Knowledge of the bank’s activities.
Méthodes pédagogiques
- PowerPoint documentation:
It has been adapted to be used in distance:- More examples.
- More illustrations.
- Alternate illustrations and practical exercises, exercises under Excel.
- QCU, True/False, questions/answers to verify, review and confirm what has been achieved.
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