APPLIED RISK REQUIREMENTS & RISK MANAGEMENT: UNDERSTANDING CAPITAL ADEQUACY
Capital requirements EU directive and regulation (CRD, CRR) Capital adequacy calculation under CRR Pillar 1 Optimisation of your Capital Adequacy: improving your ratios without necessarily injecting new capital Standardised approaches for Market Risk & Credit Risk Basic indicator approach and standardised approach for Operational Risk Capital management Eligible regulatory capital structure: CET1, Tier 1, Tier 2 Countercyclical Credit Risk capital buffer for 2017 Instructor: Dr. Marios Kyriacou