Who is this for?
This course is designed for Finance and Risk Managers, staff in UK based investment firms and those who are responsible for or involved in the preparation of a firm’s ICAAP, ILAA, COREP reporting, and recovery plans.
- The CRD IV Framework and its application by the FCA to investment firms
- The three pillars of the CRD IV framework
- The CRD IV view of prudential risks, capital adequacy and capital buffers
- Pillar 1 - capital resources and capital requirements
- Pillar 2 & the ICAAP – preparing an ICAAP, key components including stress testing, evaluating the results, FCA expectations
- The gone concern concept – wind down plans, recovery and resolution
- Liquidity risk management – the FCA’s approach, ILAAs and contingency funding plans
- Monitoring and reporting capital adequacy – COREP and internal reporting
The course will include a case study and will discuss key points to watch in COREP reports and FSA reports including, depending on the audience, liquidity forms FSA047/048.
After attending this course, you will be able to:
- Apply the CRD IV approach to your firm’s business and risk management
- Manage your firm’s ICAAP process
- Review or prepare COREP and FCA returns
- Apply the FCA’s approach to your firm’s liquidity risk management
- Understand the objectives of recovery plans and wind down plans
- Monitor and report capital adequacy to the Board