Preparation of COREP and FINREP regulatory reports (CRR 3 / CRD VI)

• Do you need to quickly and efficiently train new regulatory reporting department staff?
• Do you not want to burden your internal specialists with training preparation?
• Do you need a comprehensive and detailed overview of how to create individual COREP and FINREP regulatory reports?
• Do you want to improve your knowledge of the CRR capital adequacy calculation?
• Do you want to gain an understanding of the procedures of partial calculations, such as risk-weighted assets (RWA), credit valuation adjustment (CVA), liquidity (LCR), leverage (LR), and other calculations from practical examples?
• Do you want to understand the differences between individual calculation methods, become aware of the most common mistakes, and learn about the impact of the latest methodological changes?

Send your methodologists to our workshop.

Who are the intended participants?

• Bank employees in regulatory reporting, finance, and risk management departments.

Programme

1. session – FINREP and asset encumbrance (7.10.2025, 9am – 12pm)

• Preparation of financial statements (F 01 – F 02) – balance sheet, income statement, off-balance sheet
• Preparation of the key parts of financial statements F 03 – F 47
• Creation of the bridge of the chart of accounts
• Preparation of the F 18 and F 19 statements for non-performing exposures and forbearance
• Preparation of the F 32 – F 36 statements for encumbered assets

2. session – Prudential consolidation and regulatory capital (9.10.2025, 9am – 12pm)

• Demonstration of prudential consolidation
• Regulatory capital preparation (C 01)
• Prudential filters and deductible items, additional valuation adjustment (AVA)

 3. session – Capital requirements (14. 10. 2025, 9am – 16pm)

• Practical demonstration of the complete calculation procedure of capital adequacy
• Calculation of risk-weighted assets under the STA method (C 07)
• Calculation of the capital requirement for credit valuation adjustment (CVA, C 25)
• Calculation of the capital requirement for operational risk (BIA, STA, C 16 – C 17)
• Presentation of the C 90 and C 90.5 statements
• Calculation of the capital requirement for currency, interest rate and equity risks using the standardised method (C 18 – C 24)
• Counterparty credit risk exposures (basic overview of methods and description of new C 34 statements)
• Preparation of the statement of losses on exposures secured by real estate (C 15)

4. session – Leverage, liquidity (16.10.2025, 9am – 12pm)

• Preparation of the leverage statement (C 47)
• Preparation of the C 72 – C 77 critical parts of the statement (LCR liquidity)
• Presentation of the statement for the NSFR (C 80 – C 84)

Benefits

During our training course, you will:

• become familiar with the main procedures of the calculation of capital adequacy and other statements that are part of COREP and FINREP regulatory reporting under the EBA Reporting Framework 4.0 methodology and the changes introduced in CRR 3
• get an overview of reporting best practices and common mistakes
• be able to discuss the impacts and methodical uncertainties with experts who have been and are involved in the implementation of CRR / CRD IV in financial institutions on the Czech market.