Preparation of COREP and FINREP reports under 2020 methodology

Workshop: Capital adequacy, liquidity, leverage, encumbered assets, non-performing exposures, forbearance exposures, prudential consolidation, et al.

The training course is intended for those who:

  • Wish to quickly and effectively train new employees in regulatory reporting.
  • Do not want to use their internal specialists to prepare this kind of training but prefer to send their methodologists to our workshop.
  • Need to gain complex and simultaneously detailed knowledge of how to prepare COREP and FINREP reports.
  • Intend to improve their knowledge of calculating capital adequacy under CRR.
  • Wish to clarify individual calculation procedures such as risk-weighted assets (RWA), credit valuation adjustment (CVA), liquidity coverage ratio (LCR), leverage ratio (LR) while using practical examples.
  • Want to understand the differences between individual calculation methods and acquaint themselves with the most frequent mistakes while learning about the most recent changes in methodology.

Who are the intended participants?

  • Staff responsible for a bank’s regulatory reporting, finance and risk management.

Programme

  • Preparation of financial statements (FIS10-30) – balance sheet, income statement, off-balance sheet accounts.
  • Preparation of key parts of the FIS40 and FIS50 reports.
  • Creation of a chart of accounts bridge.
  • Preparation of FIS90 report for non-performing exposures and forborne exposures.
  • Preparation of reports for encumbered assets AES10, AES20, AES30.
  • Preparation of critical parts of LISIFE11 report (liquidity coverage ratio, LCR).
  • Example of complete capital adequacy calculation procedure.
  • Preparation of regulatory capital (COSIFE10).
  • Prudential filters and deductions, additional valuation adjustment (AVA).
  • Calculation of risk-weighted assets based on the STA method (COSIFE30).
  • Calculation of capital requirement relating to credit valuation adjustment (CVA).
  • Calculation of capital requirement relating to operating risk (BIA, STA, COSIFE40).
  • Calculation of capital requirement relating to currency, interest rate and equity risk using a standardised method (COSIFE50).
  • Calculation of exposure to other party credit risk (arm’s length method).
  • Preparation of loss statement involving exposures secured by real estate (COSIFE60).
  • Preparation of leverage ratio report (LRSIFE11)
  • Demonstration of prudential consolidation.
  • Most frequent calculation errors.

Benefits

After completing the course, you will be able to:

  • Understand the main procedures when calculating capital adequacy and preparing other reports that are part of COREP and FINREP pursuant to the 2020 EBA methodology.
  • Gain the knowledge of best practices and most frequent errors relating to regulatory reporting.
  • During the course you will be able to discuss impacts and methodological uncertainties with specialists who have been involved in the implementation of CRR/CRD IV in financial institutions in the CR.

Register for two or more training sessions from the INTEREST programme for financial institutions and get a discount.

  • Two sessions: 5% discount on the price of both sessions
  • Three sessions: 10% discount on the price of all sessions
  • Four or more sessions: 15% discount on the price of all sessions
Dates

Preparation of COREP and FINREP reports under 2020 methodology

10. 12. 2019 - 11. 12. 2019 (2 dny) 09:00–16:00
KPMG Česká republika, Pobřežní 1a, Praha 8
Course fee: 25 000,- CZK ex. VAT
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For attending this training course, you are eligible to gain 14 of CPD points.

The fee includes training materials, morning and afternoon refreshments and lunch. The training will be conducted in Czech.