The Basel Consolidated Framework
Dates: December 9 - 11, 2019
Price: EUR 1,755
Location: Prague, NH Hotel Prague
Lecturer: Gary Dunn
How you will benefit:
An understanding of the Basel framework and standards
Gain familiarity with the BIS web site in this area
Gain a deeper understanding on the topics:
Counterparty Credit Risk
LCR and NSFR
Margin requirements for non-centrally cleared trades
The BCBS (Basel Committee of Banking Supervisors) establishes and promotes global standards for the regulation and supervision of banks. Since 1974 the BCBS has published dozens of documents setting out standards, minimum capital requirements, principles and guidance on best practice which are now embedded in bank regulatory regimes around the world. Perhaps most notable of these documents are the minimum capital requirements for banks which have evolved through Basel I , Basel II and the recently completed Basel III, published in 2017.
In April 2019 BCBS launched a new section on the BIS web site which provided a very useful consolidation of current standards together with a timeline that allows enquirers to view future scheduled regulations.
This course provides a high-level overview of the consolidated framework, making use of the BCBS web site to dive deeper into some of the standards as required by participants. The course will also look at progress in implementing current standards in different jurisdictions across the world with particular focus on European implementation.
The course has three main objectives:
To provide a comprehensive overview of the Basel Framework and progress in implementation.
Provide a deeper and more detailed look at some of the newer standards introduced in Basel III, for example LCR and NSFR, margin requirements for non-centrally cleared trades, IRRBB and a look at forthcoming standards, for example FRTB - the new market risk framework scheduled for 2022.
Allow participants to explore the new section of the BIS web site by answering their own questions and suggestions for exploration put to them by the trainer.