Webinar’s Overview

The updated CRR Regulation adopts in EU the central element of the Basel Committee’s response to the global financial crisis, which addresses shortcomings of the pre-crisis regulatory framework and provides a regulatory foundation for a resilient banking system that supports the real economy. The updated CCR Regulation sets up a comprehensive and detailed system of capital requirements (CRR requirements are presented in more than 700 pages), and as a result, a training is needed for its proper implementation.

Webinar’s Goals

• To understand the exposure of derivatives;
•  To understand the various regulatory approaches in accordance to the CRR requirements;
•  To recognize the regulatory approach to capital allocation for particular risks;
• To be able to categorise derivative trades into appropriate netting sets/ asset classes/ hedging sets;
•  To be able to quantify the counterparty risk parameters;
•  To calculate the exposure and the capital requirements against derivatives;
• To articulate credit and counterparty risk;
• To comprehend the risk differences between over the counter derivative trades and exchange traded trades, and the importance of the clearing process.