SEMINAR SCHEDULE 2024
The professional financial management seminar schedule offered by Aspect Advisory Academy is the perfect opportunity for professionals like you who want to make a successful career in the financial industry. With its comprehensive curriculum, expert trainers, and hands-on training, the range of seminar topics offers you the option to pick and choose themes that will equip you with the knowledge and skills you need to succeed in the financial industry.
JAN 2024
17 JAN
SA - CCR
09:00 – 17:00 CET
Counterparty credit risk of derivatives is an integral component of the RWA framework. However, the counterparty credit risk profile of derivatives is complex: it changes every day…
17
JAN
TECHNICAL SEMINAR
SA - CCR
Counterparty credit risk of derivatives is an integral component of the RWA framework. However, the counterparty credit risk profile of derivatives is complex: it changes every day…
19 JAN
INTEREST RATE RISK IN THE BANKING BOOK (IRRBB)
09:00 – 17:00 CET
Interest rate cash flows in the banking book are one of the major profit, but also one of the major risk drivers of banks. Despite its importance, it hasn’t been included in Pillar I capital requirements so far…
19
JAN
TECHNICAL SEMINAR
INTEREST RATE RISK IN THE BANKING BOOK (IRRBB)
Interest rate cash flows in the banking book are one of the major profit, but also one of the major risk drivers of banks. Despite its importance, it hasn’t been included in Pillar I capital requirements so far…
19 JAN
ESG RISKS AND DISCLOSURE
09:00 – 17:00 CET
Environmental, Social, and Governance (ESG) factors have become integral to investment decision-making processes, transforming the landscape of responsible investing…
19
JAN
TECHNICAL SEMINAR
ESG RISKS AND DISCLOSURE
Environmental, Social, and Governance (ESG) factors have become integral to investment decision-making processes, transforming the landscape of responsible investing…
26 JAN
POST-CRISES REGULATION
09:00 – 17:00 CET
Risk models are an integral part of risk management. However, risk models have also played a major (notorious) role in the financial crisis…
26
JAN
TECHNICAL SEMINAR
POST-CRISES REGULATION
Risk models are an integral part of risk management. However, risk models have also played a major (notorious) role in the financial crisis…
30, 31 JAN
ILAAP – FUNDAMENTAL & ADVANCED
09:00 – 17:00 CET
The seminar comprehensively addresses the main building blocks of ILAAP, their best practice implementation, and how to robustify typical weak points…
30, 31
JAN
TECHNICAL SEMINAR
ILAAP – FUNDAMENTAL & ADVANCED
The seminar comprehensively addresses the main building blocks of ILAAP, their best practice implementation, and how to robustify typical weak points…
FEB 2024
01, 02 FEB
BANK CONTROLLING
09:00 – 17:00 CET
Banks are competing for the most attractive risk-return trade-off. Thus, like in other industries, return controlling is important. In contrast to other industries, risk controlling is at least as important as return controlling…
01, 02
FEB
EXECUTIVE EDUCATION | TECHNICAL SEMINAR
BANK CONTROLLING
Banks are competing for the most attractive risk-return trade-off. Thus, like in other industries, return controlling is important. In contrast to other industries, risk controlling is at least as important as return controlling…
06, 07 FEB
CREDIT SCORECARDS, RATING MODELS, AND EARLY WARNING SYSTEMS
09:00 – 17:00 CET
Internal rating- and early warning models increase the efficiency of the internal risk management by reducing the required amount of capital and increasing the forward-looking character of the risk environment…
06, 07
FEB
TECHNICAL SEMINAR
CREDIT SCORECARDS, RATING MODELS, AND EARLY WARNING SYSTEMS
Internal rating- and early warning models increase the efficiency of the internal risk management by reducing the required amount of capital and increasing the forward-looking character of the risk environment…
07 FEB
OVERALL BANK MANAGEMENT I: CURRENT STATUS AND FUTURE CHALLENGES
09:00 – 17:00 CET
You will gain an overview of the key components of overall bank management as an integrated risk and income management system, taking new regulatory requirements into account…
07
FEB
EXECUTIVE EDUCATION | TECHNICAL SEMINAR
OVERALL BANK MANAGEMENT I: CURRENT STATUS AND FUTURE CHALLENGES
You will gain an overview of the key components of overall bank management as an integrated risk and income management system, taking new regulatory requirements into account…
08, 09 FEB
OPERATIONAL RISK MANAGEMENT
09:00 – 17:00 CET
Being the last P&L – risk that feeds into the regulatory capital ratios, requirements, methods and processes have been refined during the last years. This seminar details the components of an effective framework…
08, 09
FEB
TECHNICAL SEMINAR
OPERATIONAL RISK MANAGEMENT
Being the last P&L – risk that feeds into the regulatory capital ratios, requirements, methods and processes have been refined during the last years. This seminar details the components of an effective framework…
15, 16 FEB
LIQUIDITY RISK MANAGEMENT UNDER CRR
09:00 – 17:00 CET
Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) impose additional restrictions on buffer- and funding strategies. The LCR is conceptually complex, volatile across time and expensive to fulfil…
15, 16
FEB
TECHNICAL SEMINAR
LIQUIDITY RISK MANAGEMENT UNDER CRR
Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) impose additional restrictions on buffer- and funding strategies. The LCR is conceptually complex, volatile across time and expensive to fulfil…
22 FEB
PILLAR 1: STANDARDISED APPROACH FOR CREDIT RISK (CRSA)
09:00 – 17:00 CET
80% of the Total RWA are typically Credit Risk RWA. The Standardised Approach for Credit Risk is therefore the most prominent and influential building block of the Pillar 1 RWA Framework. With CRR III,…
22
FEB
TECHNICAL SEMINAR
PILLAR 1: STANDARDISED APPROACH FOR CREDIT RISK (CRSA)
80% of the Total RWA are typically Credit Risk RWA. The Standardised Approach for Credit Risk is therefore the most prominent and influential building block of the Pillar 1 RWA Framework. With CRR III,…
MAR 2024
01 MAR
IDENTIFYING, MEASURING, AND MANAGING OF CLIMATE RISK IN BANKS
09:00 – 17:00 CET
The impacts of climate change are increasingly being felt across the globe, and the financial sector, including banks, is not immune to its consequences. Recognizing the urgent need to address climate-related risks…
01
MAR
TECHNICAL SEMINAR
IDENTIFYING, MEASURING, AND MANAGING OF CLIMATE RISK IN BANKS
The impacts of climate change are increasingly being felt across the globe, and the financial sector, including banks, is not immune to its consequences. Recognizing the urgent need to address climate-related risks…
07 MAR
HARMONISED ECB ICAAP-/ILAAP GUIDELINES
09:00 – 17:00 CET
ICAAP and ILAAP is the internal treatment of solvency- (ICAAP) and liquidity risks (ILAAP). In 2018, the ECB has published their best practice expectations on how banks should internally deal with risks…
07
MAR
TECHNICAL SEMINAR
HARMONISED ECB ICAAP-/ILAAP GUIDELINES
ICAAP and ILAAP is the internal treatment of solvency- (ICAAP) and liquidity risks (ILAAP). In 2018, the ECB has published their best practice expectations on how banks should internally deal with risks…
08 MAR
TRADING IN FINANCIAL MARKETS: FINANCIAL INSTRUMENTS AND HOW TO USE THEM
09:00 – 17:00 CET
The attendees will get to know the universe of financial instruments from basic instruments like bonds, stocks, currencies, to symmetric and asymmetric derivatives on them…
04-08
MAR
TECHNICAL SEMINAR
TRADING IN FINANCIAL MARKETS: FINANCIAL INSTRUMENTS AND HOW TO USE THEM
The attendees will get to know the universe of financial instruments from basic instruments like bonds, stocks, currencies, to symmetric and asymmetric derivatives on them…
12, 13 MAR
COLLATERAL MANAGEMENT
09:00 – 17:00 CET
The overarching lemma of this workshop is “Collateral is the new capital.” Like capital, collateral aims to minimize losses from potential defaults, only that it is not held by the surviving counterparty…
14 MAR
PILLAR 1: INTERNAL RATING-BASED APPROACH FOR CREDIT RISK (IRBA)
09:00 – 17:00 CET
The Internal Rating-based approach is the main element to make the RWA framework more risk-sensitive and align it to internal practices. Due to heterogenous approval practices across countries,…
14
MAR
TECHNICAL SEMINAR
PILLAR 1: INTERNAL RATING-BASED APPROACH FOR CREDIT RISK (IRBA)
The Internal Rating-based approach is the main element to make the RWA framework more risk-sensitive and align it to internal practices. Due to heterogenous approval practices across countries,…
21 MAR
CRR III
09:00 – 17:00 CET
On 27 October 2021, the European Commission published proposed amendments for CRR/ CRD – the so called CRR III/ CRD VI – package…
21 MAR
TECHNICAL SEMINAR
CRR III
On 27 October 2021, the European Commission published proposed amendments for CRR/ CRD – the so called CRR III/ CRD VI – package…
27, 28 MAR
TECHNICAL SEMINAR
COLLATERAL MANAGEMENT
The overarching lemma of this workshop is “Collateral is the new capital.” Like capital, collateral aims to minimize losses from potential defaults, only that it is not held by the surviving counterparty…
APR 2024
02 APR
PILLAR 1: RISK MITIGATION FRAMEWORK
09:00 – 17:00 CET
The standardised approach for credit risk follows a simple structure when it comes to risk-weighting. However, the recognition of credit risk mitigation techniques…
02 APR
TECHNICAL SEMINAR
PILLAR 1: RISK MITIGATION FRAMEWORK
The standardised approach for credit risk follows a simple structure when it comes to risk-weighting. However, the recognition of credit risk mitigation techniques…
10 APR
BUSINESS RISK MEASUREMENT AND MANAGEMENT
09:00 – 17:00 CET
This seminar deep-dives into a risk that every bank is exposed to, but which often receives (too) little attention: business risk defined as an unexpected drop in business volumes, margins and fees…
10 APR
TECHNICAL SEMINAR
BUSINESS RISK MEASUREMENT AND MANAGEMENT
This seminar deep-dives into a risk that every bank is exposed to, but which often receives (too) little attention: business risk defined as an unexpected drop in business volumes, margins and fees…
12 APR
CONNECTED CLIENT UNDER CRR / BORROWER UNITS UNDER GERMAN BANKING
09:00 – 17:00 CET
Legally independent clients have to be typically considered as one (super) client in the Large Exposure-, and Million Loan regime if there is a control unit…
12 APR
TECHNICAL SEMINAR
CONNECTED CLIENT UNDER CRR / BORROWER UNITS UNDER GERMAN BANKING
Legally independent clients have to be typically considered as one (super) client in the Large Exposure-, and Million Loan regime if there is a control unit…
18 APR
VALIDATION OF RISK MODELS
09:00 – 17:00 CET
Risk models are an integral part of risk management. However, risk models have also played a major (notorious) role in the financial crisis. Regulators awareness has risen with respect to risk models…
18 APR
TECHNICAL SEMINAR
RISK MODEL VALIDATION
Risk models are an integral part of risk management. However, risk models have also played a major (notorious) role in the financial crisis. Regulators awareness has risen with respect to risk models…
23, 24 APR
MARKET RISK UNDER CRR (FRTB-AND NON-FRTB)
09:00 – 17:00 CET
The regulation for market risk has been finalised as of January 2019: banks with an internal model for market risk must implement P&L-attribution tests, monitor non-modellable risk factors,…
23, 24 APR
EXECUTIVE EDUCATION | TECHNICAL SEMINAR
MARKET RISK UNDER CRR (FRTB-AND NON-FRTB)
The regulation for market risk has been finalised as of January 2019: banks with an internal model for market risk must implement P&L-attribution tests, monitor non-modellable risk factors,…
30 APR
OVERALL BANK MANAGEMENT II: PRACTICAL USE OF KEY FIGURES IN THE CONTEXT OF OVERALL BANK MANAGEMENT
09:00 – 17:00 CET
Against the background of the most recent financial crisis and the more stringent regulatory requirements, the banks are developing new key performance indicators with different objectives…
30 APR
EXECUTIVE EDUCATION | TECHNICAL SEMINAR
OVERALL BANK MANAGEMENT II: PRACTICAL USE OF KEY FIGURES IN THE CONTEXT OF OVERALL BANK MANAGEMENT
Against the background of the most recent financial crisis and the more stringent regulatory requirements, the banks are developing new key performance indicators with different objectives…
MAY 2024
03 MAY
THE DIMENSIONS OF LIQUIDITY RISK
09:00 – 17:00 CET
In our seminar you will get an insight into the different dimensions of liquidity risk. We then deal in detail with the regulatory requirements. The focus here is on the European implementation of Basel III…
03 MAY
TECHNICAL SEMINAR
LIQUIDITY RISK MANAGEMENT
In our seminar you will get an insight into the different dimensions of liquidity risk. We then deal in detail with the regulatory requirements. The focus here is on the European implementation of Basel III…
08, 09 MAY
ILAAP – FUNDAMENTAL & ADVANCED
09:00 – 17:00 CET
The seminar comprehensively addresses the main building blocks of ILAAP, their best practice implementation, and how to robustify typical weak points…
08, 09 MAY
TECHNICAL SEMINAR
ILAAP – FUNDAMENTAL & ADVANCED
The seminar comprehensively addresses the main building blocks of ILAAP, their best practice implementation, and how to robustify typical weak points…
14 MAY
HARMONISED ECB ICAAP-/ ILAAP GUIDELINES
09:00 – 17:00 CET
ICAAP and ILAAP is the internal treatment of solvency- (ICAAP) and liquidity risks (ILAAP). In 2018, the ECB has published their best practice expectations on how banks should internally deal with risks…
14 MAY
TECHNICAL SEMINAR
HARMONISED ECB ICAAP-/ILAAP GUIDELINES
ICAAP and ILAAP is the internal treatment of solvency- (ICAAP) and liquidity risks (ILAAP). In 2018, the ECB has published their best practice expectations on how banks should internally deal with risks…
16 MAY
REGULATORY AND INTERNAL RISK MANAGEMENT
09:00 – 17:00 CET
This seminar targets those who are new in the banking industry and would like to get a compact and structured overview of banks’ risk and how they deal with them from a regulatory and an internal point of view…
16 MAY
TECHNICAL SEMINAR
REGULATORY AND INTERNAL RISK MANAGEMENT
This seminar targets those who are new in the banking industry and would like to get a compact and structured overview of banks’ risk and how they deal with them from a regulatory and an internal point of view…
22 MAY
INTEREST RATE RISK IN THE BANKING BOOK (IRRBB)
09:00 – 17:00 CET
Interest rate cash flows in the banking book are one of the major profit, but also one of the major risk drivers of banks. Despite its importance, it hasn’t been included in Pillar I capital requirements so far…
22 MAY
TECHNICAL SEMINAR
INTEREST RATE RISK IN THE BANKING BOOK (IRRBB)
Interest rate cash flows in the banking book are one of the major profit, but also one of the major risk drivers of banks. Despite its importance, it hasn’t been included in Pillar I capital requirements so far…
28 MAY
LARGE EXPOSURE REGIME
09:00 – 17:00 CET
The Large Exposure regime (subsequently abbreviated “LER”) serves as backstop measure to proxy the maximum loss the bank can suffer from the default of a single counterparty…
28 MAY
TECHNICAL SEMINAR
LARGE EXPOSURE REGIME
The Large Exposure regime (subsequently abbreviated “LER”) serves as backstop measure to proxy the maximum loss the bank can suffer from the default of a single counterparty…
31 MAY
STRESS TESTING
09:00 – 17:00 CET
Stress testing has closed the gap to pure statistics-based risk models. Some regulators assign higher importance to stress tests than to analytical models…
31 MAY
TECHNICAL SEMINAR
STRESS TESTING
Stress testing has closed the gap to pure statistics-based risk models. Some regulators assign higher importance to stress tests than to analytical models…
JUN 2024
05 JUN
BUSINESS RISK MEASUREMENT AND MANAGEMENT
09:00 – 17:00 CET
This seminar deep-dives into a risk that every bank is exposed to, but which often receives (too) little attention: business risk defined as an unexpected drop in business volumes, margins and fees…
05 JUN
TECHNICAL SEMINAR
BUSINESS RISK MEASUREMENT AND MANAGEMENT
This seminar deep-dives into a risk that every bank is exposed to, but which often receives (too) little attention: business risk defined as an unexpected drop in business volumes, margins and fees…
06, 07 JUN
COLLATERAL MANAGEMENT
09:00 – 17:00 CET
The overarching lemma of this workshop is “Collateral is the new capital.” Like capital, collateral aims to minimize losses from potential defaults, only that it is not held by the surviving counterparty…
06,07
JUN
TECHNICAL SEMINAR
COLLATERAL MANAGEMENT
The overarching lemma of this workshop is “Collateral is the new capital.” Like capital, collateral aims to minimize losses from potential defaults, only that it is not held by the surviving counterparty…
13 JUN
UNDERSTANDING FX MARKETS AND PRODUCTS
09:00 – 17:00 CET
FX Trading is a challenging concept due to the duality of FX rates and the associated market usances. The seminar discusses the different concepts of FX trading, -products and -strategies…
13 JUN
TECHNICAL SEMINAR
UNDERSTANDING FX MARKETS AND PRODUCTS
FX Trading is a challenging concept due to the duality of FX rates and the associated market usances. The seminar discusses the different concepts of FX trading, -products and -strategies…
19 JUN
LARGE EXPOSURE REGIME
09:00 – 17:00 CET
The Large Exposure regime (subsequently abbreviated “LER”) serves as backstop measure to proxy the maximum loss the bank can suffer from the default of a single counterparty…
19 JUN
TECHNICAL SEMINAR
LARGE EXPOSURE REGIME
The Large Exposure regime (subsequently abbreviated “LER”) serves as backstop measure to proxy the maximum loss the bank can suffer from the default of a single counterparty…
28 JUN
1:1 OF BANKING REGULATION
09:00 – 17:00 CET
The Large Exposure regime (subsequently abbreviated “LER”) serves as backstop measure to proxy the maximum loss the bank can suffer from the default of a single counterparty…
28 JUN
EXECUTIVE EDUCATION | TECHNICAL SEMINAR
1:1 OF BANKING REGULATION
The Large Exposure regime (subsequently abbreviated “LER”) serves as backstop measure to proxy the maximum loss the bank can suffer from the default of a single counterparty…
JUL 2024
11 JUL
POST-CRISES REGULATION
09:00 – 17:00 CET
Risk models are an integral part of risk management. However, risk models have also played a major (notorious) role in the financial crisis…
11
JUL
TECHNICAL SEMINAR
POST-CRISES REGULATION
Risk models are an integral part of risk management. However, risk models have also played a major (notorious) role in the financial crisis…
23 JUL
VALIDATION OF RISK MODELS
09:00 – 17:00 CET
Risk models are an integral part of risk management. However, risk models have also played a major (notorious) role in the financial crisis. Regulators awareness has risen with respect to risk models…
23
JUL
TECHNICAL SEMINAR
RISK MODEL VALIDATION
Risk models are an integral part of risk management. However, risk models have also played a major (notorious) role in the financial crisis. Regulators awareness has risen with respect to risk models…
26 JUL
BANK REGULATORY REPORTING
09:00 – 17:00 CET
In this online seminar, you will receive a comprehensive knowledge update from absolute experts on the most important innovations, current challenges and future challenges relating to reporting…
26
JUL
EXECUTIVE EDUCATION | TECHNICAL SEMINAR
BANK REGULATORY REPORTING
In this online seminar, you will receive a comprehensive knowledge update from absolute experts on the most important innovations, current challenges and future challenges relating to reporting…
AUG 2024
05 AUG
ESG RISKS AND DISCLOSURE
09:00 – 17:00 CET
Environmental, Social, and Governance (ESG) factors have become integral to investment decision-making processes, transforming the landscape of responsible investing…
08 AUG
1:1 OF BANKING REGULATION
09:00 – 17:00 CET
Banking regulation got more and more complex, many people, even regulators have lost overview. This seminar gives structured overview: for regulators/ bankers/ consultants…
19, 20 AUG
OPERATIONAL RISK MANAGEMENT
09:00 – 17:00 CET
Being the last P&L – risk that feeds into the regulatory capital ratios, requirements, methods and processes have been refined during the last years…
22 AUG
CRR III
09:00 – 17:00 CET
On 27 October 2021, the European Commission published proposed amendments for CRR/ CRD – the so called CRR III/ CRD VI – package…
27 AUG
STRESS TESTING
09:00 – 17:00 CET
Stress testing has closed the gap to pure statistics-based risk models. Some regulators assign higher importance to stress tests than to analytical models…
05 AUG
TECHNICAL SEMINAR
ESG RISKS AND DISCLOSURE
Environmental, Social, and Governance (ESG) factors have become integral to investment decision-making processes, transforming the landscape of responsible investing…
08 AUG
EXECUTIVE EDUCATION | TECHNICAL SEMINAR
1:1 OF BANKING REGULATION
Banking regulation got more and more complex, many people, even regulators have lost overview. This seminar gives structured overview: for regulators/ bankers/ consultants…
19, 20 AUG
TECHNICAL SEMINAR
OPERATIONAL RISK MANAGEMENT
Being the last P&L – risk that feeds into the regulatory capital ratios, requirements, methods and processes have been refined during the last years…
22 AUG
TECHNICAL SEMINAR
CRR III
On 27 October 2021, the European Commission published proposed amendments for CRR/ CRD – the so called CRR III/ CRD VI – package…
27 AUG
TECHNICAL SEMINAR
STRESS TESTING
Stress testing has closed the gap to pure statistics-based risk models. Some regulators assign higher importance to stress tests than to analytical models…
SEP 2024
02 SEP
SA-CCR
09:00 – 17:00 CET
Counterparty credit risk of derivatives is an integral component of the RWA framework. However, the counterparty credit risk profile of derivatives is complex: it changes every day…
02-06 SEP
TRADING IN FINANCIAL MARKETS: FINANCIAL INSTRUMENTS AND HOW TO USE THEM
09:00 – 17:00 CET
The attendees will get to know the universe of financial instruments from basic instruments like bonds, stocks, currencies, to symmetric and asymmetric derivatives on them…
12 SEP
COST FACTOR LIQUIDITY RISK
09:00 – 17:00 CET
The pricing of the risk factor of liquidity is becoming increasingly important for institutes – both on the economic and on the regulatory side. Regulatory due to the new requirements of the 4th MaRisk…
17 SEP
UNDERSTANDING FX MARKETS AND PRODUCTS
09:00 – 17:00 CET
FX Trading is a challenging concept due to the duality of FX rates and the associated market usances. The seminar discusses the different concepts of FX trading, -products and -strategies…
19, 20 SEP
CREDIT SCORECARDS, RATING MODELS, AND EARLY WARNING SYSTEMS
09:00 – 17:00 CET
Internal rating- and early warning models increase the efficiency of the internal risk management by reducing the required amount of capital and increasing the forward-looking character of the risk environment…
27 SEP
LIQUIDITY RISK MANAGEMENT
09:00 – 17:00 CET
In our seminar you will get an insight into the different dimensions of liquidity risk. We then deal in detail with the regulatory requirements. The focus here is on the European implementation of Basel III…
02
SEP
TECHNICAL SEMINAR
SA-CCR
Counterparty credit risk of derivatives is an integral component of the RWA framework. However, the counterparty credit risk profile of derivatives is complex: it changes every day…
02-06
SEP
TECHNICAL SEMINAR
TRADING IN FINANCIAL MARKETS: FINANCIAL INSTRUMENTS AND HOW TO USE THEM
The attendees will get to know the universe of financial instruments from basic instruments like bonds, stocks, currencies, to symmetric and asymmetric derivatives on them…
12
SEP
TECHNICAL SEMINAR
COST FACTOR LIQUIDITY RISK
The pricing of the risk factor of liquidity is becoming increasingly important for institutes – both on the economic and on the regulatory side. Regulatory due to the new requirements of the 4th MaRisk…
17
SEP
TECHNICAL SEMINAR
UNDERSTANDING FX MARKETS AND PRODUCTS
FX Trading is a challenging concept due to the duality of FX rates and the associated market usances. The seminar discusses the different concepts of FX trading, -products and -strategies…
19, 20
SEP
TECHNICAL SEMINAR
CREDIT SCORECARDS, RATING MODELS, AND EARLY WARNING SYSTEMS
Internal rating- and early warning models increase the efficiency of the internal risk management by reducing the required amount of capital and increasing the forward-looking character of the risk environment…
27
SEP
TECHNICAL SEMINAR
LIQUIDITY RISK MANAGEMENT
In our seminar you will get an insight into the different dimensions of liquidity risk. We then deal in detail with the regulatory requirements. The focus here is on the European implementation of Basel III…
OCT 2024
03 OCT
PILLAR 1: STANDARDISED APPROACH FOR CREDIT RISK (CRSA)
09:00 – 17:00 CET
80% of the Total RWA are typically Credit Risk RWA. The Standardised Approach for Credit Risk is therefore the most prominent and influential building block of the Pillar 1 RWA Framework. With CRR III,…
04 OCT
IDENTIFYING, MEASURING, AND MANAGING OF CLIMATE RISK IN BANKS
09:00 – 17:00 CET
The impacts of climate change are increasingly being felt across the globe, and the financial sector, including banks, is not immune to its consequences. Recognizing the urgent need to address climate-related risks…
08 OCT
PILLAR 1: INTERNAL RATING-BASED APPROACH FOR CREDIT RISK (IRBA)
09:00 – 17:00 CET
The Internal Rating-based approach is the main element to make the RWA framework more risk-sensitive and align it to internal practices. Due to heterogenous approval practices across countries,…
11 OCT
COST FACTOR LIQUIDITY RISK
09:00 – 17:00 CET
The pricing of the risk factor of liquidity is becoming increasingly important for institutes – both on the economic and on the regulatory side. Regulatory due to the new requirements of the 4th MaRisk…
14 OCT
OVERALL BANK MANAGEMENT I: CURRENT STATUS AND FUTURE CHALLENGES
09:00 – 17:00 CET
You will gain an overview of the key components of overall bank management as an integrated risk and income management system, taking new regulatory requirements into account…
15 OCT
PILLAR 1: RISK MITIGATION FRAMEWORK
09:00 – 17:00 CET
The standardised approach for credit risk follows a simple structure when it comes to risk-weighting. However, the recognition of credit risk mitigation techniques…
22, 23 OCT
MARKET RISK UNDER CRR (FRTB-AND NON-FRTB)
09:00 – 17:00 CET
The regulation for market risk has been finalised as of January 2019: banks with an internal model for market risk must implement P&L-attribution tests, monitor non-modellable risk factors,…
03
OCT
TECHNICAL SEMINAR
PILLAR 1: STANDARDISED APPROACH FOR CREDIT RISK (CRSA)
80% of the Total RWA are typically Credit Risk RWA. The Standardised Approach for Credit Risk is therefore the most prominent and influential building block of the Pillar 1 RWA Framework. With CRR III,…
04
OCT
TECHNICAL SEMINAR
IDENTIFYING, MEASURING, AND MANAGING OF CLIMATE RISK IN BANKS
The impacts of climate change are increasingly being felt across the globe, and the financial sector, including banks, is not immune to its consequences. Recognizing the urgent need to address climate-related risks…
08
OCT
TECHNICAL SEMINAR
PILLAR 1: INTERNAL RATING-BASED APPROACH FOR CREDIT RISK (IRBA)
The Internal Rating-based approach is the main element to make the RWA framework more risk-sensitive and align it to internal practices. Due to heterogenous approval practices across countries,…
11
OCT
TECHNICAL SEMINAR
COST FACTOR LIQUIDITY RISK
The pricing of the risk factor of liquidity is becoming increasingly important for institutes – both on the economic and on the regulatory side. Regulatory due to the new requirements of the 4th MaRisk…
14
OCT
EXECUTIVE EDUCATION | TECHNICAL SEMINAR
OVERALL BANK MANAGEMENT I: CURRENT STATUS AND FUTURE CHALLENGES
You will gain an overview of the key components of overall bank management as an integrated risk and income management system, taking new regulatory requirements into account…
15
OCT
TECHNICAL SEMINAR
PILLAR 1: RISK MITIGATION FRAMEWORK
The standardised approach for credit risk follows a simple structure when it comes to risk-weighting. However, the recognition of credit risk mitigation techniques…
22, 23
OCT
EXECUTIVE EDUCATION | TECHNICAL SEMINAR
MARKET RISK UNDER CRR (FRTB-AND NON-FRTB)
The regulation for market risk has been finalised as of January 2019: banks with an internal model for market risk must implement P&L-attribution tests, monitor non-modellable risk factors,…
NOV 2024
01 NOV
CONNECTED CLIENT UNDER CRR / BORROWER UNITS UNDER GERMAN BANKING
09:00 – 17:00 CET
Legally independent clients have to be typically considered as one (super) client in the Large Exposure-, and Million Loan regime if there is a control unit…
07 NOV
REGULATORY AND INTERNAL RISK MANAGEMENT
09:00 – 17:00 CET
This seminar targets those who are new in the banking industry and would like to get a compact and structured overview of banks’ risk and how they deal with them from a regulatory and an internal point of view…
13, 14 NOV
LIQUIDITY RISK MANAGEMENT UNDER CRR
09:00 – 17:00 CET
Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) impose additional restrictions on buffer- and funding strategies. The LCR is conceptually complex, volatile across time and expensive to fulfil…
20, 21 NOV
BANK CONTROLLING
09:00 – 17:00 CET
Banks are competing for the most attractive risk-return trade-off. Thus, like in other industries, return controlling is important. In contrast to other industries, risk controlling is at least as important as return controlling…
27 NOV
OVERALL BANK MANAGEMENT II: PRACTICAL USE OF KEY FIGURES IN THE CONTEXT OF OVERALL BANK MANAGEMENT
09:00 – 17:00 CET
Against the background of the most recent financial crisis and the more stringent regulatory requirements, the banks are developing new key performance indicators with different objectives…
01
NOV
TECHNICAL SEMINAR
CONNECTED CLIENT UNDER CRR / BORROWER UNITS UNDER GERMAN BANKING
Legally independent clients have to be typically considered as one (super) client in the Large Exposure-, and Million Loan regime if there is a control unit…
07
NOV
EXECUTIVE EDUCATION | TECHNICAL SEMINAR
REGULATORY AND INTERNAL RISK MANAGEMENT
This seminar targets those who are new in the banking industry and would like to get a compact and structured overview of banks’ risk and how they deal with them from a regulatory and an internal point of view…
13, 14
NOV
TECHNICAL SEMINAR
LIQUIDITY RISK MANAGEMENT UNDER CRR
Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) impose additional restrictions on buffer- and funding strategies. The LCR is conceptually complex, volatile across time and expensive to fulfil…
20, 21
NOV
EXECUTIVE EDUCATION | TECHNICAL SEMINAR
BANK CONTROLLING
Banks are competing for the most attractive risk-return trade-off. Thus, like in other industries, return controlling is important. In contrast to other industries, risk controlling is at least as important as return controlling…
27
NOV
EXECUTIVE EDUCATION | TECHNICAL SEMINAR
OVERALL BANK MANAGEMENT II: PRACTICAL USE OF KEY FIGURES IN THE CONTEXT OF OVERALL BANK MANAGEMENT
Against the background of the most recent financial crisis and the more stringent regulatory requirements, the banks are developing new key performance indicators with different objectives…
DEC 2024
20 DEC
BANK REGULATORY REPORTING
09:00 – 17:00 CET
In this online seminar, you will receive a comprehensive knowledge update from absolute experts on the most important innovations, current challenges and future challenges relating to reporting…
20
DEC
EXECUTIVE EDUCATION | TECHNICAL SEMINAR
BANK REGULATORY REPORTING
In this online seminar, you will receive a comprehensive knowledge update from absolute experts on the most important innovations, current challenges and future challenges relating to reporting…
