The New EU Capital Requirements Regulations (CRR2): what changes from CRR1

MNK Risk Consulting > News > CalendarEvents > The New EU Capital Requirements Regulations (CRR2): what changes from CRR1

Details

This seminar will cover: • Basel III reforms, the revised Capital Requirements Regulation (CRR2), implementation timeframe • Capital composition, quality and level of capital, deduction of intangible assets from capital, prudential treatment of software assets, capital loss absorption at the point of non-viability • Revised Market risk framework, a wider focus on risk regarding the nature, scale and complexity of the various models used by banks, reporting requirements, implementation of capital elements at a later point • Outline of New Approaches for Counterparty Credit Risk; Original Exposure method, Standardised Approach and Simplified Standardised Approach • New Leverage Ratio, requirement to maintain a leverage ratio of at least 3% at all times, calculation of the leverage ratio, overall exposure measure • Large exposures framework, interbank exposures, reporting obligations, removal of use of Internal Model Method and imposition of the use of Standardised Approach for Counterparty Credit Risk for estimating counterparty credit risk for exposures arising from over the counter derivative transactions • Liquidity requirements, a simplified and less granular version of the Net Stable Funding Ratio for small and non-complex institutions, depending on the size of assets, trading book and derivative positions, available stable funding and required stable funding, offsetting derivatives by high quality liquid assets, the Liquidity Coverage Ratio Presented by Dr. Andrey Afanasiev

Book Now

https://mnkriskconsulting.com/wp-content/uploads/2020/12/DECEMBER-2020-CPD-Training-Courses-by-MNK-RISK-CONSULTING-LTD.pdf

When & Where

December 17, 2020 (8:30 am) – December 17, 2020 (3:30 pm)

2, Promachon Eleftherias Street, Limassol 4103

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