Banks- ICAAP, Leverage andCapitalManagement AWS
Banks- ICAAP, Leverage and Capital Management 30th May 2018 I 2.00pm - 6.30pm Casa Leone, Floriana Fee - €160 Trainer - Adam Karl Farrugia
Overview
This module will explore the evolution of the Basel rules so as to help the audience understand the concepts in relation to the changes incurred in the banking industry, particularly in capital management. The seminar will cover various aspects such as: the calculation of pillar 1 risks; a thorough understanding of ICAAP, and the modelling of pillar II risks. The course will also discuss stress testing, following the EBA stress testing methodologies. By the end of the course the audience should have a holistic understanding of how banks can use ICAAP to calibrate their risk appetite framework and leverage ratio.
Target Audience
· Executive and Non-Executive Directors serving on Boards · Risk officers · Employees working in the regulatory section · Banks’ management · Bank and financial institutions officials · Internal auditors · Accounting professionals
Programme Outline 14.00pm - 14.30pm - Registration & Coffee 14.30 - 16.15 - Part 1 · The evolution of Basel regulation · The new capital buffers · Calculation of pillar I risks 16.15 - 16.30 - Coffee Break 16.30 - 18.30 - Part 2 · Internal Capital Adequacy Assessment Process (ICAAP) · Stress Testing · Leverage Ratio · Calibrating the risk appetite of a bank with ICAAP results 18.30 Concluding remarks
Adam Karl Farrugia is a manager at Deloitte working within the risk advisory team. Previous employment include managing the risk department as the head of risk of a Maltese bank where he inaugurated the risk department. His main contributions include the creation of risk models; quantification and monitoring of risk; and the creation and coordination of the Internal Capital Adequacy Assessment Process (ICAAP), the Internal Liquidity Adequacy Assessment Process (ILAAP) and the Recovery Plan. He also worked with another Maltese bank where one of his main contribution was the creation of the ICAAP. Adam is a visiting lecturer at the University of Malta delivering lectures to both the Insurance & Risk department and the Banking & Finance department. As part of his work experience, Adam worked in different financial sectors, specialising in financial modelling and risk quantification. He also designed and created a Special Purpose Vehicles (SPV) and bond prospectuses. Further to graduating in Bachelor of Commerce (Hons) in Banking and Finance, Adam holds an MSC (Finance) from Trinity College in Dublin and is RIMAP certified.
castilleresources.com
Banks' ICAAP, Leverage and Capital Management – 30th May Registration Form Registration & Payment Methods Call to reserve a seat on: +356 20933000
Complete, scan and e-mail to: [email protected]
Write a cheque payment to: Castille Staffing Limited Mail to: Castille Institute Casa Leone, Triq L-Imhazen, Floriana FRN 1200
Bank Transfer in Euro Denomination: HSBC Bank A/C – Castille Staffing Ltd IBAN: MT64 MMEB 4433 6000 0000 3330 7133 001 Swift: MMEBMTMT
Delegate(s) Personal Details 1st DELEGATE
Mr/Mrs/Ms Job Title Company Address Telephone Email
2nd DELEGATE
Mr/Mrs/Ms Job Title Company Address Telephone Email
3rd DELEGATE
Mr/Mrs/Ms Job Title Company Address Telephone Email
Fee, Terms & Conditions
= Eur 160 per session per delegate
The registration fee includes participation to the course, coffee break(s), lunch and distributed material. All bookings are considered binding on receipt of the signed booking form, followed with an Invoice. Please note that payment must be received prior to start of the training session, otherwise settlement must be made within 30 days from the issue of the invoice. Cancellation – Cancellations made within five (5) working days prior to commencement date of each course will not be accepted and the fees will not be refunded. Substitutions are welcome at any time without any additional charge. Disclaimer – Castille reserves the right to change or cancel any part of its published services in its entirety due to unforeseen circumstances without penalty. You agree not to copy any of the published material without Castille written consent. You are required to have read and understood these terms and conditions before signing this registration form. Data Protection – The information you provide will be safeguarded by Castille and will mainly be used to keep you informed of relevant products and services. We are committed to ensure the privacy of individuals in relation to personal data confidentiality. The contact or other information obtained will in no circumstances be disclosed to third parties except to Castille Staff Members engaged in providing you with information about upcoming news, events, services and offers. The data protection terms and any dispute arising out or in connection with the data protection, shall be governed by and construed in accordance with the Laws of Malta.
Overview
This module will explore the evolution of the Basel rules so as to help the audience understand the concepts in relation to the changes incurred in the banking industry, particularly in capital management. The seminar will cover various aspects such as: the calculation of pillar 1 risks; a thorough understanding of ICAAP, and the modelling of pillar II risks. The course will also discuss stress testing, following the EBA stress testing methodologies. By the end of the course the audience should have a holistic understanding of how banks can use ICAAP to calibrate their risk appetite framework and leverage ratio.
Target Audience
· Executive and Non-Executive Directors serving on Boards · Risk officers · Employees working in the regulatory section · Banks’ management · Bank and financial institutions officials · Internal auditors · Accounting professionals
Programme Outline 14.00pm - 14.30pm - Registration & Coffee 14.30 - 16.15 - Part 1 · The evolution of Basel regulation · The new capital buffers · Calculation of pillar I risks 16.15 - 16.30 - Coffee Break 16.30 - 18.30 - Part 2 · Internal Capital Adequacy Assessment Process (ICAAP) · Stress Testing · Leverage Ratio · Calibrating the risk appetite of a bank with ICAAP results 18.30 Concluding remarks
Adam Karl Farrugia is a manager at Deloitte working within the risk advisory team. Previous employment include managing the risk department as the head of risk of a Maltese bank where he inaugurated the risk department. His main contributions include the creation of risk models; quantification and monitoring of risk; and the creation and coordination of the Internal Capital Adequacy Assessment Process (ICAAP), the Internal Liquidity Adequacy Assessment Process (ILAAP) and the Recovery Plan. He also worked with another Maltese bank where one of his main contribution was the creation of the ICAAP. Adam is a visiting lecturer at the University of Malta delivering lectures to both the Insurance & Risk department and the Banking & Finance department. As part of his work experience, Adam worked in different financial sectors, specialising in financial modelling and risk quantification. He also designed and created a Special Purpose Vehicles (SPV) and bond prospectuses. Further to graduating in Bachelor of Commerce (Hons) in Banking and Finance, Adam holds an MSC (Finance) from Trinity College in Dublin and is RIMAP certified.
castilleresources.com
Banks' ICAAP, Leverage and Capital Management – 30th May Registration Form Registration & Payment Methods Call to reserve a seat on: +356 20933000
Complete, scan and e-mail to: [email protected]
Write a cheque payment to: Castille Staffing Limited Mail to: Castille Institute Casa Leone, Triq L-Imhazen, Floriana FRN 1200
Bank Transfer in Euro Denomination: HSBC Bank A/C – Castille Staffing Ltd IBAN: MT64 MMEB 4433 6000 0000 3330 7133 001 Swift: MMEBMTMT
Delegate(s) Personal Details 1st DELEGATE
Mr/Mrs/Ms Job Title Company Address Telephone Email
2nd DELEGATE
Mr/Mrs/Ms Job Title Company Address Telephone Email
3rd DELEGATE
Mr/Mrs/Ms Job Title Company Address Telephone Email
Fee, Terms & Conditions
= Eur 160 per session per delegate
The registration fee includes participation to the course, coffee break(s), lunch and distributed material. All bookings are considered binding on receipt of the signed booking form, followed with an Invoice. Please note that payment must be received prior to start of the training session, otherwise settlement must be made within 30 days from the issue of the invoice. Cancellation – Cancellations made within five (5) working days prior to commencement date of each course will not be accepted and the fees will not be refunded. Substitutions are welcome at any time without any additional charge. Disclaimer – Castille reserves the right to change or cancel any part of its published services in its entirety due to unforeseen circumstances without penalty. You agree not to copy any of the published material without Castille written consent. You are required to have read and understood these terms and conditions before signing this registration form. Data Protection – The information you provide will be safeguarded by Castille and will mainly be used to keep you informed of relevant products and services. We are committed to ensure the privacy of individuals in relation to personal data confidentiality. The contact or other information obtained will in no circumstances be disclosed to third parties except to Castille Staff Members engaged in providing you with information about upcoming news, events, services and offers. The data protection terms and any dispute arising out or in connection with the data protection, shall be governed by and construed in accordance with the Laws of Malta.
