CySEC Circulars C026 and C027, EU Regulation 2016/1702 and other regulatory developments on risk related matters What are the key risks an Investment Firm, a Fund or a Payment Institution are exposed to? Can these risks be managed effectively and how? Capital requirements EU directive and regulation (CRD, CRR) Capital adequacy calculation under CRR Pillar 1 Capital management and optimisation What is really an internal capital adequacy assessment process (ICAAP) under CRR Pillar 2? How to effectively implement ICAAP and add value to your company? Stress Testing: illustration and examples Purpose and stages of Supervisory Review and Evaluation Process (SREP) Using operational risk management best practices from the banking sector to manage and measure CIF AML risk. How can you build a loss model for quantifying your exposure to AML risk? Instructor: Dr. Marios Kyriacou
MiFID II and Other CySEC Regulatory Developments Client Due Diligence (CDD) Ö Know-your-client (KYC) Client Acceptance Policy (CAP) Appropriateness Assessment & Suitability test Guidelines for investment firms on the Compliance Function EMIR & FATCA & CRS reporting obligations Instructor: Mr. Constantinos Demetriou
What is the EU 4th AML directive? What you need to know and how to prepare? Risk based AML approach AML risk assessment: how to implement? Developing a risk based and dynamic customer categorisation procedure Instructor: Mr. Constantinos Demetriou Instructor: Mr. Constantinos Papanastasiou
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
Coming changes to the regulatory framework Who are the main stakeholders in an AIF set up? AIFM and AIF operating conditions and organisational requirements AIFM and AIF reporting obligations & disclosure to investors AIF structures: legal status, internally vs externally managed, multiple investment compartments / umbrella structures, master-feeder structures AIF with Limited Number of Persons (licensing, set-up, benefits and restrictions compared to AIFs) How CIFs can extend their portfolio management services to AIFs Instructor: Mr. Constantinos Papanastasiou
MiFID II and Other CySEC Regulatory Developments Client Due Diligence (CDD) Know-your-client (KYC) Client Acceptance Policy (CAP) Appropriateness Assessment & Suitability test Guidelines for investment firms on the Compliance Function EMIR & FATCA & CRS reporting obligations Instructor: Mr. Constantinos Demetriou Instructor: Mr. Constantinos Demetriou
Derivatives Counterparty Credit Risk (New EU Regulation)
12/16/2020-8:30
12/16/2020-15:30
2, Promachon Eleftherias Street, Limassol 4103
Introduction – what is the credit exposure from a derivative trade?Scope of new regulationCCR in detail:· Netting Sets vs Hedging Sets· Exposure at Default and Risk Weighted Assets· Replacement Cost calculation· Potential Future Exposure calculation process· Allocation of Transactions to Hedging Sets· Add-Ons and Market Risk Adjustments for each asset class· Margin Agreements covering Multiple Netting SetsRequirements for Exposures to Central Counterparties· Qualifying Central Counterparties· Types of Exposures to Qualifying Central Counterparties· Clearing Member Exposures to Clients· Exposures as a client of clearing members· Requirements for Risk Management Related to QCCPsReview and Audit RequirementsNumerical Illustrations and ExamplesPresented by Dr. Marios Kyriacou
The New EU Capital Requirements Regulations (CRR2): what changes from CRR1
12/17/2020-8:30
12/17/2020-15:30
2, Promachon Eleftherias Street, Limassol 4103
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 RatioPresented by Dr. Andrey Afanasiev
This seminar will cover:• Introduction to Python Language• Understanding data types, variables, operators, operations, functions and control structures• Trade Data Fundamentals: MT4/MT5 reports & statements, contracts, exposure, profit & loss, scalping and prices.• Market Price charts and technical analysis• Introduction to Pandas (Python library) for structured data analysis • Introduction to Matplotlib for data visualization• Trade data analysis project with Pandas• Questions and AnswersPresented by Mr. Omar El Foudeh
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