Basel III and ILAS workshops 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.
Workshops and 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.
Basel III Regulatory Framework
Topics typically covered are listed below. Their inclusion and depth of coverage will depend on the needs of the target audience:
- Background to evolution of Basel Capital Accords
- Definition of Capital & Capital Buffers
- Capital Leverage Ratio
- Liquidity Coverage Ratio
- Net Stable Funding Ratio
- Summary of Basel III issues and way forward
FSA Liquidity Adequacy Standards (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 ILAS 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
ILAA Review Workshop
The aim of the workshop is to provide sound practical guidance that will assist attendees in developing their Individual Liquidity Adequacy Assessment (ILAA) to meet ILAS regulatory standards. On completion, it is expected that attendees will be confident in moving forward with their plans for further development and ongoing maintenance of their ILAA.
Topics typically covered are listed below. Their inclusion and depth of coverage will depend on the needs of the target audience:
- Understanding supervisory review (SLRP) from the regulator’s perspective
- Control environment and assessment of systems & controls
- Risk analysis against the FSA’s prescribed risk drivers
- Assessment of current and projected liquidity positions
- ILAS prescribed & own stress scenarios / testing
- Reaching an overall liquidity adequacy assessment