Capital Requirements: CRD IV to CRD V and Basel IV

Day one will be led by Patricia White, an independent consultant and author, mentor and tutor for ALMA’s certificate in Bank ALM Qualification. The day will start with an in-depth presentation covering the capital requirements of CRD IV and the use of the capital buffers. Further sessions will include topics such as; liquidity coverage ratio and how to meet the requirements and liquidity stress testing. Day one will finish with a session on IRRBB and a discussion on Basel IV requirements.
Day two will provide participants with a comprehensive look at operational risk capital modelling under CRD IV and counterparty credit risk. The second half of the day will provide understanding of stress testing capital and insight in to what FRTB looks like under CRD IV.

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