Own Funds
Requirements (CRR)
Your next career step
Regulatory capital requirements are a cornerstone of banking supervision, ensuring financial stability and resilience. With CRR III, banks face evolving requirements for calculating and reporting their regulatory own funds. A thorough understanding of these rules is essential for ensuring compliance with supervisory expectations. The Own Funds Requirements (CRR) seminar from Frankfurt School of Finance & Management provides a structured overview of the solvency framework under CRR III. Key topics include capital requirements for credit, market and operational risks, standardized and IRB approaches, credit risk mitigation, securitizations and counterparty credit risk. Further emphasis is placed on the leverage ratio and regulatory reporting obligations. Practical insights into COREP reporting templates help participants understand and apply regulatory requirements effectively in their daily work.
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Regulatory capital requirements are a cornerstone of banking supervision, ensuring financial stability and resilience. With CRR III, banks face evolving requirements for calculating and reporting their regulatory own funds. A thorough understanding of these rules is essential for ensuring compliance with supervisory expectations. The Own Funds Requirements (CRR) seminar from Frankfurt School of Finance & Management provides a structured overview of the solvency framework under CRR III. Key topics include capital requirements for credit, market and operational risks, standardized and IRB approaches, credit risk mitigation, securitizations and counterparty credit risk. Further emphasis is placed on the leverage ratio and regulatory reporting obligations. Practical insights into COREP reporting templates help participants understand and apply regulatory requirements effectively in their daily work.
CONTENTS
- Fundamentals of the solvency requirements of the "Capital Requirements Regulation" (CRR III)
- Regulatory own funds requirements for credit risk
- Standardized and IRB approach
- Credit risk mitigation
- Overview of securization framework
- Counterparty credit risk (new standardized approach)
- Banking and trading book
- Capital requirements for market price risks using a standardized approach
- Capital requirements for operational risks
- Determination of leverage ratio
- Overview and completion if of COREP reporting forms
REGISTRATION
REGISTRATION
21 June 2027 - 24 June 2027
DETAILS
In-House Training
Our entire range of services can also be tailored to your company's specific needs. We would be happy to advise you and provide you with a customized quote upon request.
10% discount for the second and each additional participant per company and seminar date.
Target group
LEARNING GOALS
METHODOLOGY
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Together, we'll find the right path for your professional development.
+49 69 154008-9302
seminare@fs.de
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