Key Details

Duration: 1 Day

Delivery method: In-house

Overview

This course introduces the CRD IV’s approach to identifying, measuring, managing and reporting risks and capital adequacy against the PRA’s expectations. It will provide participants with a framework for applying CRD IV to their firm’s business model and risks, a road map for the ICAAP and ILAAP processes and an...

This course introduces the CRD IV’s approach to identifying, measuring, managing and reporting risks and capital adequacy against the PRA’s expectations. It will provide participants with a framework for applying CRD IV to their firm’s business model and risks, a road map for the ICAAP and ILAAP processes and an understanding of key COREP returns and PRA forms. It also introduces the PRA’s approach to recovery and resolution planning.

Who is this for?

This course is designed for Finance and Risk staff and others in UK based banks and building societies who are responsible for or involved in COREP reporting, the preparation of a firm’s ICAAP or ILAAP and who may be involved in recovery and resolution planning.

  • The CRD IV Framework and its application by the PRA to deposit takers
  • The CRD IV building blocks – the three pillars
  • The CRD IV view of prudential risks capital adequacy
  • Pillar 1 - capital resources, credit risk requirements and other capital requirements
  • Pillar 2 - the ICAAP process, stress testing, evaluating the results
  • Applying Pillar 1 and Pillar 2 to liquidity risk – liquidity measurement, ILAAPs
  • The gone concern concept – recovery and resolution planning
  • Monitoring and reporting capital and liquidity – COREP, PRA and internal reporting

The course will include worked examples and will discuss key points to watch.

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 &/or ILAAP process
  • Review and prepare COREP reports
  • Understand the PRA’s approach to recovery and resolution planning
  • Monitor and report capital adequacy internally and to the Board