CPDs Seminars

In an ever-increasing globalised and competitive society, the importance of Continuing Professional Development cannot be overstated. CPDs enables an individual to regularly apply attention to important areas of development and takes appropriate action to reduce any shortfalls in knowledge.

 All seminars meets the requirements setforth by the CySEC for the CPD of certified persons and comprises of 5 academic hours. Will be conducted in English and a Certificate of Attendance will be given.  

31/05/2019

Understanding Capital Adequacy - Pillar 1 & Pillar 3

08:15 am - 15pm

CCCI Headquarters Deligiorgi 3 Nicosia 1066 1rst floor

+ Event Details

31/05/2019

Understanding Capital Adequacy - Pillar 1 & Pillar 3


                           COURSE CONTENT

1.    Minimum Capital Requirments Under Pillar 1

  • EU Capital Requirements Directive & Regulation (CRD, CRR)
  • Minimum Capital Adequacy calculation under CRR Pillar 1
  • Eligible Own Funds, minimum CET1 and Tier 1, maximum Tier 2
  • Own Funds Applicable Deductions
  • Standardised approach for Credit Risk: Asset classes and Risk Weights
  • Acceptable Credit Risk Mitigation Techniques.
  • Standardised approach for Counterparty Credit Risk on OTC derivatives
  • Standardised approach for Market Risk (Non Trading Book & Trading Book)
  • Basic Indicator approach and Standardised approach for Operational Risk

2.  Capital, Buffers, Large Exposures, Other corep       forms, Pillar 3 Disclosure Requiremen

  • Optimisation of your Capital Adequacy: improving your ratios without necessarily injecting new capital
  • Capital management
  • Large Credit Exposures Limits (to third parties, directors, shareholders)
  • Geographical Exposures & Countercyclical Credit Risk capital buffer
  • Capital Conservation buffer & Systemically Important Firm buffer
  • Leverage Ratio requirements
  • Disclosure requirements - Pillar 3
  • Technical Criteria on Transparency and Disclosure under Pillar 3

08:15 am - 15pm

CCCI Headquarters Deligiorgi 3 Nicosia 1066 1rst floor

28/06/2019

Understanding Capital Adequacy - Pillar 2

08:15 am - 15pm

CCCI Headquarters Deligiorgi 3 Nicosia 1066 1rst floor

+ Event Details

28/06/2019

Understanding Capital Adequacy - Pillar 2

                                   COURSE CONTENT

1.  ICAAP & Stress Testing under Pillar 2

  • What is really an Internal Capital Adequacy Assessment Process (ICAAP) under CRR Pillar 2
  • How to effectively implememt ICAAP and add value to your company
  • Stress Testing by type of risk: illustration and examples
  • Market Value-at-Risk: market return data & calculation
  • Credit Value-at-Risk: default probabilities, recovery rates & calculation
  • Credit Value-at-Risk: Greek Government Bonds Case Study

2. ICAAP & Stress Testing under Pillar 2

  • Quantifying Credit Concentration Risk
  • Operational Value-at-Risk: loss severity and frequency data and simulation of operational risk annual loss distribution
  • Quantifying AML risk and regulatory fines as part of an operational risk capital framework
  • Purpose and stages of Supervisory Review and Evaluation Process (SREP) under Pillar 2
  • Negative Balance Protection and Regulatory Capital Implications
  • The Resolution of Credit Institutions and Investment Firms Law of 2016

08:15 am - 15pm

CCCI Headquarters Deligiorgi 3 Nicosia 1066 1rst floor