Capital Management under Basel III and CRDIV 2014

Topics

• Internal Model Method (IMM) vs. standardised approaches
• Overview of capital regulations under Basel III and CRDIV
• Capital management in the central clearing process
• Initial margin requirements under central clearing
• Collateral liquidity assessments

Who should Attend

Attendees involved in:

• Economic capital
• Capital management
• Market risk
• Counterparty risk (front and middle office)
• Fixed income
• Traded credit risk
• Foreign exchange
• Equities
• Quantitative analysis
• Commodities
• Derivatives valuation
• Collateral management
• Internal audit
• Model review / validation