Capital Management under Basel III and CRDIV 2014 is a course that covers topics such as:
- Internal Model Method (IMM) vs. standardised approaches
- Overview of capital regulations under Basel III and CRDIV
- Capital management in the central clearing process
- Initial margin requirements under central clearing
- Collateral liquidity assessments
Capital Management under Basel III and CRDIV 2014 is intended for attendees involved in:
- Economic capital
- Capital management
- Market risk
- Counterparty risk (front and middle office)
- Fixed income
- Traded credit risk
- Foreign exchange
- Equities
- Quantitative analysis
- Commodities
- Derivatives valuation
- Collateral management
- Internal audit
- Model review / validation
