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Avantage Reply organises a one-day training course on "Large Exposures Requirements under the CRD IV Package, including EBA Reporting".
The purpose of the course is to review the regulatory capital and risk management requirements under the ‘CRD IV Package’ pertaining to Large Exposures and Credit Risk Concentration, including EBA reporting.The course will also cover the forthcoming changes set out in the Basel Committee’s standard released in April 2014.
I. Introduction to the Global and European Regulatory Landscape [0.25 hour]II. Introduction – Why do Large Exposures Matter? [0.25 hour]III. Overview of the Large Exposures (“LE”) Regime III.1. Overview of the LE Rules [0.25 hour] III.2. Identification of a Group of Connected Clients [1 hour] - Control - Material economic interdependency - Industry Practices III.3. Exposure Measurement [1 hour] - Overall requirement - Exclusions - Exemptions - Credit risk mitigation - Industry Practices III.4. Monitoring of Compliance with the ‘25% Limit’ [0.25 hour] III.5. Regulatory Reporting and Notification of LE Breaches [0.5 hour] III.6. Credit concentration risk requirements [0.5 hour]IV. Exposures through schemes [1 hour]V. EBA reporting requirements [1 hour]VI. Forthcoming Changes based on Basel Committee Standards [1 hour]