Basel III and CRD IV workshops provide a thorough overview of the legislation and the opportunity to discuss its implications. The focus is on the practical issues facing smaller banks and investment firms and gives attendees an appreciation of approaches taken by similar organisations operating in their sector.

Recovery Plan Workshop

This workshop will provide an opportunity for attendees to gain feedback on their Recovery Plan. Topics typically covered are listed below. Their inclusion and depth of coverage will depend on the needs of the target audience:

  • Formulating recovery options and actions, including disposal options, and assessing impacts on profit, capital and liquidity
  • Considering impacts on staff, any recovery or resolution issues and the communication plan
  • Integration with the risk management framework, including early warning signals, activation indicators and interaction with stress testing / reverse stress testing feedback
  • Resolution information for an accompanying Resolution Pack, such as economic functions, support functions and interdependencies
  • Assessing the credibility of the plan, impact of loss of economic functions and feasibility of resolution over a weekend
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ILAAP Review Workshop

The aim of the workshop is to provide sound practical guidance that will assist attendees in developing their ILAAP to meet regulatory standards. On completion, it is expected that attendees will be confident in moving forward with their plans for further development of their own ILAAP.

Topics typically covered are listed below, depending on interaction with attendees:

  • Articulating liquidity risk appetite / using appropriate risk measurements
  • Risk monitoring using early warning signals and traffic lights summaries
  • Analysing and measuring risks against the PRA’s prescribed risk drivers
  • Assessing liquidity and funding for current and projected liquidity positions based on business plans
  • Constructing stress test models for sensitivity analyses, scenario analyses and reverse stress testing
  • Buffer sizing and reaching an assessment of overall liquidity requirements
  • Understanding liquidity supervisory review (L-SREP) from the regulator’s perspective
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ICAAP Review Workshop

The interactive nature of the workshop will give attendees the opportunity to review their own ICAAP and discuss the stage they have reached with their risk assessments and stress testing techniques, as well as raise issues and concerns. The aim is to assist attendees in developing their ICAAP to meet evolving regulatory expectations as well as those from the Board:

Topics covered include:

  • Articulating risk appetite / using appropriate risk measurements
  • Analysing and measuring risks against the bank’s risk appetite
  • Constructing appropriate sensitivity analysis models to quantify key risks such as concentration risk, interest rate risk, currency valuation risk
  • Reverse stress testing to determine vulnerabilities in the business model
  • Overall assessment of capital adequacy for current and projected financial positions
  • Sizing of PRA Buffer from stress testing of the business and capital plan
  • Integrating the ICAAP with the risk management framework and its adoption & use
  • Understanding supervisory review (SREP) and key feedback messages from regulators
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