Park Lane Hong Kong
Park Lane Hong Kong, 310 Gloucester Road, Causeway Bay, Hong Kong

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Event Date Wed Nov 28 HKT - Thu Nov 29 HKT (about 3 years ago)
In your timezone (EST): Wed Nov 28 12:00am - Thu Nov 29 12:00am
Location Park Lane Hong Kong
310 Gloucester Road, Causeway Bay, Hong Kong
Region APAC

This two-day course provides an overview of the loss-absorbing capacity requirements for authorised institutions. Participations will be provided with practical experience and examples in calculating LCR, NSFR and understand the interaction with interest rate risk in the banking book (IRRBB) requirements.

Course highlights:
• Understanding minimum Loss- absorbing capacity (LAC) and its impact on the balance sheet
• Strategies in measuring risk and accessing capital adequacy internally under IRRBB
• Evolution of Basel capital standards from Basel I to Basel IV
• Basel IV impact on large exposure
• Case study on the interplay of LCR, NSFR, RWA and LR


2018 Speakers:

Arnau Lopez
Former Global Head of IRRBB Change Delivery, HSBC

Kishore Ramakrishnan
Partner, Temple Grange Partners

Puay Tin Teo
Executive Director CIB Structural Initiatives, Standard Chartered Bank

Sponsors & Partners

2018 Sponsors:

• CFA Institute
• Risk.Net