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Target Audience

The target group is key personnel from Risk, Finance, Treasury, Regulatory Affairs, executive and non-executive board members.
 

Learning Target

Participants understand the most important supervisory tool which is used to increase banks‘capital- and liquidity requirements. It helps decision-makers to prioritise the implementation of supervisory initiatives and to better understand supervisory focal points.

 

Contents

  • Overview of SREP
  • History and current context
  • Dependencies to Pillar
  • Structure and components of SREP
  • Sustainability of business model
  • Governance and controls
  • Risks to capital
  • History and current context
    1. Credit and counterparty risk
    2. Market risk
    3. Operational risk
    4. Interest-rate risk from non-trading activities
  • SREP capital assessment
  • Risks to liquidity and funding
  • SREP liquidity assesment
  • Final SREP score and measures
  • Summary

Methodology

Interactive seminar, discussions, moderation, group work
 
 

Duration

1 day

Product info

Dates

Group discount available (10 % for every additional participant per company and date)

Functional Questions

Organisational Questions