Webinar - Frankfurt School of Finance & Management
You have an understanding of the regulations governing the determination of capital requirements for credit risks, market price risks and operational risks and are able to process the required reporting forms and review their content. In addition, you will be able to apply the regulations on credit risk mitigation, securitizations and transitional provisions appropriately.
Fundamentals of the solvency requirements of the Capital Requirements Regulation (CRR III)
Regulatory own funds requirements for credit risk
Standardized and IRB approach
Credit risk mitigation
Overview of securization framework
Counterparty credit risk (new standardized approach)
Banking and trading book
Capital requirements for market price risks using a standardized approach
Capital requirements for operational risks
Determination of leverage ratio
Overview and completion if of COREP reporting forms
Dauer/zeitlicher Ablauf:
4 Tage
Lehrgangsverlauf/Methoden:
Interactive lecture, practical exercises, case studies
Zielgruppe:
Professionals, who work in the field of reporting, risk management, credit and bank management and experts who are in charge of internal auditing and financial accounting.
Seminarkennung:
EE-O3Z4-S2
Anbieterinformationen
Frankfurt School of Finance & Management
Frau Friederike Vogel Adickesallee 32-34
60322 Frankfurt am Main
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