Revised Capital requirements for Counterparty Credit Risk
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€120.00


Revised Capital requirements for Counterparty Credit Risk
Objective:
The aim of the seminar is to provide
participants with an outline of the CIF’s requirements for capital requirements
particularly for counterparty credit risk (called – CCR) in accordance with the
Capital requirements regulation (called – CRR) and its upcoming changes (called
– CRR II). The seminar gives a detailed overview of owns funds requirements
for Counterparty credit risk (CCR). Giving emphases on revised Standardised
approach (CCR-SA) which is presented in CRR II, the seminar includes several
examples of capital requirements calculation in accordance with the revised
CCR-SA. The overview of such methods as Simplified standardised approach
(CCR-SSA) and revised Original exposure methods (CCR-OEM) in accordance with
the CRR II are also presented in the seminar. In addition to CCR own funds
requirements the 2nd section of the seminar includes the overview of
revised reporting and disclosure requirements.
Participants’ Profile
This seminar is addressed
to the Risk Officers, specialists responsible for capital requirements
calculation, Internal and External Auditors as well as the Members of the Board
of Investment Firms.
Course Summary:
Delivery Method: Online Pre-Recorded Video
Length: 5 hours (5 CPD Credits)
Lecturer: Ilze Petersone
Tags: Revised Capital requirements for Counterparty Credit Risk (CRR II)