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Event Details
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  •   Course  

  • This event has been completed
    Capital Management under Basel III and CRDIV
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  • March 20, 2014 - March 21, 2014
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  • The Kingsley Hotel
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  •   London, United Kingdom
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  • Introduction  
  • This course will specifically cover topics in counterparty risk including Basel III / CRDIV Capital Requirements, the Internal Model Method (IMM), Collateralised Monte Carlo, Central Clearing and Capital Management in the new regulatory landscape.

    Course Highlights:

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

    Learning Outcomes:

    Understanding the capital requirements under BIII / CRD4 for cleared and non-cleared OTC transactions
    Quantify the capital benefit of an IMM framework vs. the infrastructure costs
    Learn how to make your IMM framework function in the most complex cases (collareralized MC, extended MPR, full simulation of initial margin)
    Understand the business impact of new regulation (e.g. the BIS proposal for a unified Non-IMM and the BCBS-IOSCO initiative for IM for uncleared OTC's
    Improve your capital management under central clearing
    Discover which trades can and should be cleared 
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  •   Useful Links  
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  • Reference link 1 
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  •  About Organiser
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  • Incisive Media 
  • E: alex.xavier@incisivemedia.com
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