A two-day course covering the challenges and opportunities arising from the new regulatory changes from Basel III as well as other major European, U.S., and other country regulatory pronouncements, and their implications for management of bank financial institutions.

The programme covers best practices for regulatory capital management in key areas such as: Credit and Market Risk Weighted Capital, Operational Risk Capital, Liquidity Risk, Counterparty Risks, Concentration Risks, Risk Aggregation / Capital Allocation and Stress Testing.

Groups are kept small and the course is devoted to practical workshops and case studies


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