BASEL III and BASEL IV Implementation, ALM and ICAAP and ILAAP Best Practice Process
Basel III implementation is upon us and banks now need to work towards balance sheet optimisation in order to satisfy the sometimes competing demands of the regulator, the customer and the shareholder, and to preserve shareholder value efficiency.
This workshop guides participants through the key areas of capital, liquidity, leverage, RWA changes and interest rate risk in the banking book to ensure that they are able to implement best-practice in their bank, and to optimise the “3-dimensional” optimisation problem of meeting the requirements of all stakeholders.
Attending This Workshop Will Enable You to
- Ensure best-practice ICAAP and ILAAP processes
- Implement an integrated liabilities strategy that will optimise the liability structure while enabling efficient compliance with NSFR and LCR
- Manage the balance sheet efficiently to account for new capital regulations such as Leverage Ratio
- Ensure interest rate risk in the banking book is managed efficiently to minimise the regulatory capital charge
- Incorporate latest RWA changes into origination strategy to maintain effective balance sheet management
- Adopt an effective ALCO operating framework and governance mechanism that delivers an efficiently managed balance sheet