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KPMG
Banking

Capital requirements relating to counterparty risk under the Capital Requirements Regulation (CRR 2)

Would you like to get a basic overview of this topic? Are you interested in its calculation details, reporting obligations, or just some of the problematic aspects? There will be room for all these questions during our training course. We'll help you understand the rather complex calculation of counterparty risk capital requirements under the CRR 2 regulatory framework.

No dates available. If you are interested in attending the training, please fill the form.

I am interested in attending the training
Course fee: 5 200,- CZK ex. VAT

We’ll introduce the related reporting obligations and provide expert insight on how to address selected issues.

Who are the intended participants?

  • Credit institutions' risk management and regulatory reporting personnel.
  • Those interested in capital adequacy issues, whether long-time professionals or newcomers to the field.

Programme

  • Counterparty risk concept.
  • Introduction of new counterparty risk calculation methods under CRR 2.
  • Main differences compared to the original calculation methods under CRR.
  • Introduction of a new set of C 34 reports; changes to the reporting of counterparty risk in the C 07 report of COREP reporting framework; completion of the counterparty risk section in the C 47 report relating to the leverage ratio.
  • Pitfalls of selected steps of counterparty risk calculations and their resolutions.
  • Completion of selected problematic fields in regulatory reports.

Benefits

During the course, you will:

  • Get an overview of all new calculation methods.
  • Deepen your knowledge of individual calculation procedures.
  • Get tips on how to deal with some problems and what to watch out for.

 

All courses offered by the KPMG Business Institute are part of the system of continuing professional education for ACCA members who may continue to collect CPD points by completing the courses.

Za účast na našich školeních vždy obdržíte určitý počet CPD bodů (např. jeden den školení = 7 CPD bodů).

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