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RISK & CAPITAL MANAGEMENT UNDER BASEL III & IFRS 9

Theme: Risk Management
Type: Seminar
Status: Realized
Date: 24/10/2017 to 27/10/2017
Main Content: DAY ONE:
• Overview and dynamics of Capital Management
• Capital Allocation Models
• Functioning of Capital Management
• Case study
DAY TWO:
• Liquidity Risk & Management
• Measuring Bank Liquidity
• Dynamics of Liquidity Management
• Case study
DAY THREE:
• Interest Rate Risk- Overview & Measurement
• Measuring Risk Techniques
• Interest Rate & Credit Management Techniques
• Case study
DAY FOUR:
• From Basel II to Basel III
• Basel III Liquidity Kit
• IFRS 9: Overview & Concepts
• Dynamics & Modus Operandi of IFRS 9
• Case study.
Objectives: • Understand the traditional as well as the ever changing landscape of Risk & Capital Management
• Understand the goals of the capital adequacy system
• Comprehend the changes to capital rules under Basel III
• Learn the new elements of Basel III & their effect on the different dimensions of risk management
• Understand the capital adjustments and the new rules of risk weightings
• Provide the participants with a thorough knowledge on the Basel III liquidity package and the repercussions of the new liquidity ratios
• Learn about effective liquidity management and regulations
• Comprehend the key elements and concepts of IFRS 9 framework and their implications on changes to capital rules under Basel III
• Understand the impact of IFRS 9 on credit risk
• Learn how IFRS 9 requirements (expected to replace IAS 39 in January 2018) represent a significant change to how banks and financial service companies report their financial data; especially for customer default and expected losses
• Provide the participants with an understanding of how expected credit losses models are impacted by macroeconomic scenarios and the new impairment rules of IFRS9
• Analyze a value-at-risk approach to asset/liability management for effective risk control
• Gain a strong understanding of the IFRS 9 Impairment rule and the forward-looking provisioning methodology; based on expected losses and its subsequent impact on business decisions and risk management functioning
• Acquire knowledge of new accounting rules and credit risk practices under Basel III & IFRS 9 and their subsequent impact on financial reporting & thereby portfolio allocation decisions as well as risk management techniques
• Evaluate the classification & measurement techniques of financial assets & instruments under IFRS 9
• Understand effective regulatory risk management practices.
Partitcipant Profile: Senior Bank Management Members, ALCO Managers, Chief Risk Officers, Treasury Executives, Risk Managers, Chief Finance Officers, Finance Directors, Comptrollers, Portfolio Managers, Securities Analysts, MIS and Operations Executives, Budgeting & Planning Executives.
Duration: Four-day training activity.
Fees: 1200$ (+10% VAT)
 
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