Basel II / Basel III risk and compliance training

The associations - the Basel ii Compliance Professionals Association (BCPA) and the Basel iii Compliance Professionals Association (BiiiCPA) - develop and maintain training and certification programs and tailor-made presentations for directors, executive managers, professionals working for banks and financial organizations, consultants, vendors, service providers, auditors and legal counsels around the world. Subject matter experts review and update this body of knowledge.

For instructor-led training, you may contact Lyn Spooner at lyn@basel-iii-association.com explaining what you need, and we will contact you as soon as possible.


Course Title

Certified Pillar 2 Expert (CP2E)
The Supervisory Review & Evaluation Process (SREP) and the Internal Capital Adequacy Assessment Process (ICAAP)

Objectives:
This course has been designed to provide with the knowledge and skills needed to understand and and work for the Second Pillar of Basel II.

The course provides with the skills needed to pass the Certified Pillar 2 Expert (CP2E) exam.

Target Audience:
This course is intended for managers and professionals from Banks, Financial Institutions, Multinational Corporations, Supervisory Agencies who need to understand and speak the specialized language of Basel ii compliance, which has become the common language throughout their organization.

This course is highly recommended for:

  •  -  Managers and Professionals involved in Basel ii (decision making and implementation)
  •  -  Risk and Compliance Officers
  •  -  Legal Counsels
  •  -  Strategic Planners
  •  -  Analysts
  •  -  Auditors
  •  -  Management Consultants:

Course Synopsis:

Second Pillar: The two tier process

  • The internal assessment - the Internal Capital Adequacy Assessment Process (ICAAP)
  • The evaluation of the Assessment - the Supervisory Review and Evaluation Process (SREP)
  • Risks that are not adequately covered by Pillar 1
  • Enhancing the link between risk profile, risk management systems and capital

The Internal Capital Adequacy Assessment Process (ICAAP)

  • The firm's opinion and evidence of its internal capital adequacy assessment
  • Structure of ICAAP
  • Corporate governance elements
  • The obligation to conduct an ICAAP
  • Processes, strategies and systems used in ICAAP
  • Documenting the ICAAP
  • Review of the ICAAP
  • The proportionality principle
  • Assumptions, methodology, coverage and outcome of the bank's ICAAP
  • Group/parent ICAAPs
  • The framework from the Committee of European Banking Supervisors (CEBS) - a model around the world
  • The 11 ICAAP High Level Principles
  • Templates, Examples and Case Studies

The Supervisory Review and Evaluation Process (SREP)

  • The supervisor’s review and evaluation of the firm’s risk profile and the adequacy and reliability of the firm’s ICAAP
  • Is there sufficient capital to support all material risks?
  • Principles & Key Components of the SREP
  • The supervisory review of the group/parent ICAAPs
  • The Supervisory Review and Evaluation Process (SREP) as part of the wider Supervisory Review Process
  • The framework from the Committee of European Banking Supervisors (CEBS)
  • The 11 SREP High Level Principles

The Basel ii / Pillar ii challenges

  • A. Technical
  • B. Organisational
  • C. Regulatory
  • Home and host supervisors
  • Synchronising Pillar 2 work across borders
  • Communicating home and hosts’ Pillar 2 assessments
  • Pillar 2 in the EU - The Capital Requirements Directive
  • Pillar 2 in the USA
  • Pillar 2 in countries around the world. Interesting differences
  • Regulatory Arbitrage: Using Pillar 2 as an advantage for the country
  • Using Pillar 2 as an advantage for the financial firm

Basel ii Amendment (July 2009)


Reading Room
www.basel-ii-association.com/Reading_Room.htm

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