Basel III & New Advances In Regulation 2016

Topics

• An overview of Basel II & III
• Impact of Basel III on market, credit and operational risks
• Loss distribution approach (LDA)
• Implementation of Expected Shortfall (ES) calculation
• Stress testing methodologies under Basel III
• Operational Risk VaR (OpVaR)
• The ICAAP Process
• Impact on capital and liquidity

Who should Attend

• Risk and Compliance Officers
• Managers and Professionals involved in Basel III (decision making and implementation)
• IT Professionals
• Auditors
• Legal Counsels
• Analysts
• Central bank staff and supervisors
• Board members with risk responsibilities
• Rating Agency Analysts