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A M S T E R D A M | B R U S S E L S | E D I N B U R G H | F R A N K F U R T | L O N D O N | L U X E M B O U R G | M I L A N | PA R I S

One-Day Training Course Large Exposures Requirements under the CRD IV Package, including EBA Reporting Synopsis 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 Course Agenda 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]

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Control

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Material economic interdependency

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Industry Practices

III.3. Exposure Measurement [1 hour]

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Overall requirement

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Exclusions

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Exemptions

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Credit risk mitigation

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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]


A M S T E R D A M | B R U S S E L S | E D I N B U R G H | F R A N K F U R T | L O N D O N | L U X E M B O U R G | M I L A N | PA R I S

Presenters Freddie Gielen

Scott Warner

Partner with over 20 years’ experience and Head of Avantage Reply’s Regulatory Practice

Frederic Blard

Senior Manager with over 20 years’ experience and Senior Member of Avantage Reply’s Regulatory Practice

Senior Consultant with over 10 years’ experience

Led large regulatory change and interpretation projects with BKCP, BNP Paribas, KBC, Morgan Stanley, RBS, State Street, etc.

Led large regulatory change and interpretation projects with ABN AMRO, KBC, Morgan Stanley, RBS, etc.

Worked on large exposures and other regulatory projects with BNP Paribas, Credit Lyonnais & Calyon, SNCI, etc.

Graduate degrees from HEC and London School of Economics.

Graduate degrees from MIT and University of Chicago.

Graduate degrees from IAE Paris Sorbonne.

Course details Location Brussels, Belgium Luxembourg London, UK

Date

Address

Cost, excl. VAT

Tuesday 9 Sept. 2014 9:00AM to 5:00PM

Congresstraat / Rue du Congrès 5 B-1000 Brussels

€250 per person

Wednesday 10 Sept. 2014 7, rue Alcide de Gasperi 9:00AM to 5:00PM Luxembourg-Kirchberg Friday 12 Sept. 2014 9:00AM to 5:00PM

38 Grosvenor Gardens London SW1W 0EB

€250 per person £250 per person

Registration and further details Please contact Ms. Leslie Kellaway (l.kellaway@reply.eu) to register for course and for further details. Alternatively, please call Leslie on +32 (0)2 880 03 20 (Belgium), +352 26 005 264 (Luxembourg) or +44 (0)20 7709 4000 (UK).

Avantage Reply – Training – Large Exposures | Page 2

One day training course on large exposures  

Learn about the large exposures regime and the changes introduced by the Capital Requirements Regulation, including as regards large exposur...