Description

In partnership with Drive Innovation Insights The identification of the next key deadlines for the application of leverage ratios, liquidity and reporting is at the heart of this training which is essential for mastering the key concepts of credit risk management. To optimize your credit risk analysis and calculation techniques, you must also integrate the numerous regulations in force, CRD Directives “Capital Requirement Directive, IRB “Internal Rating Based, new standard BCBS 239, BRR Directive “Bank Recovery and Resolution Directive. .. This summary training will allow you to comply with regulators' requirements and optimize your credit risk analysis and calculation techniques.

Who is this training for ?

For whom ?

Manager and collaborator of banking and financial companies and anyone wishing to know and master the fundamentals of Credit Risk, Basel II, Basel III prudential regulations, BCBS 239 standard and its challenges.

Prerequisites

Training objectives

Integrate the latest Basel III requirements in terms of prudential ratios

Understand credit risk transfer tools and techniques

Master the new credit risk analysis techniques imposed by the IFRS 9 standard

Take stock of the Basel III reform timetable and the key points of the BCBS 239 standard

Training program

• The framework and foundations of credit risk management Definition of credit risk and interactions with other risks. Define a credit event: deterioration in credit quality; default of borrowers or counterparties; bankruptcy of the dice
  • - Identify the components of credit risk: probability of default and loss in the event of default.
  • - Supervision and control of the authorities: ECB, EBA, ESMA and ACPR.
• Reminder of Basel II/III prudential obligations: standard approaches, simple or complex IRBA.
  • - Calculate default probabilities and LGDs in the event of default.
  • - VaR methodologies in relation to capital requirements.
  • - The Capital Directive .
• The latest developments in the Basel III prudential framework
  • - Minimum capital requirements.
  • - The Banking Union and Single Supervision Mechanism.
  • - Liquidity ratios.
  • - The solvency ratios and leverage.
  • - The BCBS standard in brief.
  • - Impacts of the BRR directive.
  • - The FSB (TLAC) and European (MREL).
• 23934The calculation of Pillar 1 capital requirements The conservation cushion.
  • - Risk coverage.
  • - CVA-credit value adjustment.
  • - Regulatory capital.
  • - The nature of the counterparty and commitment.
  • - Concentration, securitization and residual risks.
• Developments in the AQR and TRIM prudential framework: supervision exercises by the ECB. BCBS 362 and RTS 36. Business model and profitability issues for banks. Provisioning for credit risk
  • - French accounting standards and IFRS.
  • - The calculation of provisions.