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      Basel III, IV & Beyond - Effective Risk Data Management & Reporting in Newark

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      February 23, 2020

      Sunday   8:30 AM - 4:30 PM (daily for 2 times)

      555 Mount Prospect Avenue
      Newark, New Jersey 07104

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      Basel III, IV & Beyond - Effective Risk Data Management & Reporting

      Basel III, IV and Beyond - Effective Risk Data Management and Reporting
      About this Event


      This training program will cover the most significant standards and guidelines issued by the Basel Committee on Banking Supervision and discuss the most effective strategies for their implementation. We will also review proposed rules that will affect international banks and other financial institutions in the near future.

      Risk management is a key component of every financial institution’s governance framework. To identify, assess and manage risk effectively, risk-data must be collected, processed, aggregated and reported in a secure and well-controlled environment. Additionally, compliance with regulations such as risk-based capital rules, specifically require challenging data quality and modeling standards to be met.

      This seminar will also address best practices with respect to turning source data into reliable information that can be used to enhance risk management and decision-making processes at financial institutions, and to comply with federal regulations and international standards. During this session, we will review Risk Data Management along the spectrum of governance: identification, collection, tracking, modelling, internal/external reporting and impacts on regulatory capital.

      Learning Objectives:

      At the end of this seminar you should be able to:

      Describe the Basel capital accords and guidelines and how they affect banks and other financial institutions
      Understand the challenges and opportunities related to their implementation
      Prepare for changes that are scheduled to occur in the next four years
      Build a risk data management framework to support risk and capital reporting
      Develop a model risk management program, including an effective model validation process
      Understand the different methods used to assess and quantify risk
      Describe how regulatory capital is calculated and reported
      Seminar Fee Includes:


      AM-PM Tea/Coffee

      Seminar Material

      USB with seminar presentation

      Hard copy of presentation

      Attendance Certificate

      $100 Gift Cert for next seminar

      Areas Covered:

      Regulatory Compliance
      Risk Management
      Corporate Governance
      Policy Management
      Capital Management
      Liquidity Management
      Financial Modeling
      Risk Data Aggregation and Reporting

      Who will benefit:

      This seminar will provide valuable information to individuals occupying the following positions in the financial services industry:

      Risk Officers
      Compliance Officers
      Internal and External Auditors
      Financial Controllers
      Corporate Treasurers
      Financial Officers
      Business Analysts
      Corporate Secretaries

      Topic Background:

      The Basel Committee on Banking Supervision (BCBS) is the primary global standard setter for the prudential regulation of banks. Since the financial crisis of 2008, the BCBS has published a new capital accord (Basel III,) and a number of guidelines governing risk data aggregation and reporting and internal modeling. BCBS is now introducing a series of enhancements to Basel III that have been nicknamed Basel IV.


      DAY 01(8:30 AM - 4:30 PM)

      8:30 to 9:00 AM: Breakfast & Introductions

      9:00 - 10:15 AM - Overview of Basel III and IV

      Bank for International Settlements (BIS)

      Basel Committee on Banking Supervision (BCBS)

      Basel Capital Accords

      New capital and buffer requirements under Basel III rules

      New definition of capital

      10:15 - 10:30 AM: Coffee Break

      10:30 AM- 12:00 PM - Overview of Basel III and IV (cont.)

      Key differences between Basel II and III

      Proposed changes to the Internal Ratings Based Approach (Basel IV)

      Other significant changes being introduced

      Implementation Schedule

      12:00 - 1:00 PM: Lunch

      1:00 – 2:30 PM - Risk Data Management Framework

      Overarching governance and infrastructure

      Organization models for large, medium and small institutions

      Infrastructure options based on size, nature and geographic location

      BCBS 239 - Principles of Effective Risk Data Aggregation and Risk Reporting

      Data management tools and processes

      Level of complexity consistent with size of institutions

      Risk data aggregation capabilities

      2:30 – 2:45 PM: Coffee Break

      2:45- 4:30 PM - Risk Data Management Framework (cont.)

      Risk reporting practices

      Implementation process

      Comprehensive and streamlined processes

      Infrastructure for reporting key information

      Enhancing management information across business units and legal entities

      Facilitating aggregation and comprehensive assessment of risk exposures at the global consolidated level

      DAY 02(9:00 AM - 4:30 PM)

      9:00- 10:15 AM - Model Risk Management


      Model use

      Model development, implementation and use

      Model validation and verification

      Governance, Policies and Controls

      10:15 - 10:30 AM: Coffee Break

      10:30 AM- 12:00 PM - Model Risk Management (cont.)

      Three Lines of Defense

      Roles and responsibilities

      IT and Spreadsheet Controls

      Effective Challenge

      12:00 - 1:00 PM: Lunch<

      1:00 – 2:30 PM - Risk and Capital Reporting

      Risk and Control Assessments

      Key Risk Indicators

      Value-at-risk and Economic Capital Models

      Stress Testing and Scenario Analysis

      2:30 – 2:45 PM: Coffee Break

      2:45 - 4:30 PM - Risk and Capital Reporting (cont.)

      Integrating qualitative and quantitative tools

      Board and management reporting

      Dashboard reports and technologies

      Regulatory Capital calculation and reporting


      Mario Mosse

      President of MMosse Consulting, LLC

      Mario Mosse has over 40 years of experience in operational risk management, internal audit and regulatory compliance at financial services companies. He is the president of MMosse Consulting, LLC, where he provides risk management advice and training to the financial services industry. Previously, he was the head of operational risk management at Prudential Financial, Inc. Prior to joining Prudential, Mr. Mosse was with The Chase Manhattan Bank, where he held several senior positions in internal audit and risk management.

      Cost: $1,889

      Categories: Conferences & Tradeshows

      This event repeats daily for 2 times:

      Event details may change at any time, always check with the event organizer when planning to attend this event or purchase tickets.

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