INTERNAL CAPITAL ASSESSMENT PROCESS (ICAAP). Recovery and Resolution Plans

INTERNAL CAPITAL ASSESSMENT PROCESS (ICAAP). Recovery and Resolution Plans

OBJECTIVE

This course is a part of the development strategy of a bank, strategy that entails assuming, administering, monitoring and diminishing the significant risks and is a base piller in the orientation of the activities of the bank, in a harsh and little favorable economic context. The Romanian Banking Institute introduces to you the course Internal Capital Assessment Process, from the perspective of the consequences and necessary adjustments imposed by the risk and capital management integrated process. The challenges of the new Basel III agreement/CRD 4, and the European regulations, impose the more strict requirements regarding the capital adequacy of the banking institutions closely related with the risk profiles of the activities, clientele and of a globalized dynamic environment.

The course is highly practical, with examples, applications and analysis from which the participants who are familiar with the basic law in force, learn the operation, interpretation and the role of the stress tests, acquire the necessary skills for the administration of the full capital adequacy process.

AUDIENCE

Personnel with responsability in risk management/ strategy/financial departments.

CONTENT

  • Basic principles of an efficient risk management system
  • Economic capital (internal) – definition / differences from regulatory capital
  • Types of risks covered by the internal capital
  • Modern methods of assessment of economic capital (IRB, VaR, AMA, replacement cost for unexpected outflow of deposits, etc.)
  • The role of stress tests (stress test)
  • Equity that can be used by banks to cover exposure to risk
  • Capital Plans
  • Case study on the use of the internal capital adequacy assessment process (ICAAP) in the case of commercial banks
  • Capital allocation by business lines based on the assumed risk-adjusted profitability (RAROC method)
  • Presentation and Implications of Basel III implementation/CRD 4 – challenges for the credit institutions
  • Bank recovery plan – strategic instrument according to the EU Directive, regarding the recovery and the resolution of credit institutions.
  • EBA Guidelines on common procedures and methodologies for the supervisory review and evaluation process (SREP).

LECTURER

Arion is Executive Vice President Risk (CRO) – BCR Housing Bank and Senior Advisor to BCR Executive Vice President Risk (CRO), having a broad experience in Risk Management of over 22 years. Previously he worked as Senior Executive Director – Risk at BCR. Between 2004 and 2014, he held the position of Executive Director of the Risk Controlling Division in BCR.

Since 2011, Arion holds a PhD in Economics – his thesis was on „Risk Management – important condition for high performing activity”. He also holds a Bachelor Degree in Economics (Academy of Economic Studies – Faculty of Finance, Banks and Accounting, Finance and Banks Department). Arion has attended numerous training courses on risk management and general management (Executive Development Program, organized by HEC University of Montreal, Canada, Academy of Economic Studies – Post-academic studies on bank and stock exchange management, several courses organized by Georgetown University – USA, ATTF Luxembourg, UBS Warburg – Switzerland etc.). Arion is an experienced associate lecturer at RBI, on issues related to banking risks.

COURSE DURATION

The course lasts for one day, a total of 16 hours (14 net hours).

TIME FRAME

TBA, between 9 – 17 hours.

Registration to the course is made by completing the registration form. RBI will hold the course on its premises, providing specialised lecturers, course materials and catering services.

At the end of the course, participants will be given a certificate, issued by RBI (under the aegis of the founding members: NBR and RBA), with 14 CPD credits.

For the course fee and other details please contact us by phone or e-mail.

CONTACT

Gabriela Dumitrache
Specialist în training
Tel: 0040 748.886.822
e-mail: gabriela.dumitrache@ibr-rbi.ro

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