About the Course
This course aims to offer attendees an in-depth understanding of the challenges, calculations and practical applications of the ratio.
The first day of the course will assess the regulatory reforms impacting capital risk management, and it will also provide a detailed framework to achieve compliance, followed by the Leverage Ratio calculation methodology, reporting, and disclosures requirements. The second day will start with a case study which will analyse the interplay of the LCR, NSFR and LR, followed by a session on CCP-clearing requirements under LR policy.
The course will finish with a panel discussion on the future capital policy developments impacting the banking industry such as the introduction of the Supplementary Leverage Ratio
– An overview of the capital ratios proposed under Basel III
– Knowledge of how to implement the Leverage Ratio and achieve compliance by understanding it’s definition, objectives, frequency of calculation and business implications
– Understanding of the ratio’s impacts in CCP-clearing and the treament of Securities
– Financing Transactions (SFTs), Cash Variation Margin (CVM) and client-cleared derivatives transactions
– Ability to calculate and report the Leverage Ratio by understanding its numerator and denominator components
– In depth comprehension of the key industry impacts of the Leverage Ratio and the significant inter-relation of LCR, NSFR and Leverage Ratio