Getting a clear perspective on Basel 2 / ILAS and keeping up to date with latest developments can be a daunting task, particularly for small firms that cannot afford a dedicated project team.
Basel 2 and ILAS briefings provide a thorough overview of the legislation and the opportunity to discuss its implications. Briefings can also be provided on site and tailored to the specific needs of the organisation and the intended audience - board members, managers, key staff and those responsible for its implementation.
Briefings are designed to meet the needs of small firms. While giving an appreciation of the more advanced approaches to implementation, the main focus is on the practical issues facing small banks and investment firms.
Capital Adequacy (Basel 2)
Topics typically covered are listed below. Their inclusion and depth of coverage will depend on the needs of the target audience:
- Background to capital adequacy & evolution of Basel Capital Accord
- Principles of Pillar 1 minimum capital calculations
- Credit Risk - Standardised & other approaches
- Credit Risk Mitigation - Simple & Comprehensive Approach
- Operational Risk - Basic Indicator & other approaches
- Pillar 2 - Bank’s own assessment & supervisory review
- CEBS Guidelines on internal governance
- ICAAP - Principles & methodology
- SREP - Supervisory Review Process
- Pillar 3 - Market discipline & disclosure principles
- Summary of Basel 2 issues & way forward
Liquidity Adequacy (ILAS)
Topics typically covered are listed below. Their inclusion and depth of coverage will depend on the needs of the target audience:
- Background to liquidity adequacy – BCBS & CEBS work
- Overview of the liquidity adequacy framework
- Expressing liquidity risk tolerance and the link with stress testing
- Managing liquidity risk and supporting the firm’s risk appetite
- Approaches to undertaking ILAA stress testing
- Sources of liquidity risk and stress test assumptions
- Formulating a Contingency Funding Plan