Aspect Advisory

SEMINAR SCHEDULE 2024

The professional financial management seminar schedule offered by Aspect Advisory Academy is the perfect opportunity for professionals like you who want to make a successful career in the financial industry. With its comprehensive curriculum, expert trainers, and hands-on training, the range of seminar topics offers you the option to pick and choose themes that will equip you with the knowledge and skills you need to succeed in the financial industry. 

JAN 2024

17 JAN

SA - CCR

09:00 – 17:00 CET

Counterparty credit risk of derivatives is an integral component of the RWA framework. However, the counterparty credit risk profile of derivatives is complex: it changes every day…

17
JAN

TECHNICAL SEMINAR

SA - CCR

Counterparty credit risk of derivatives is an integral component of the RWA framework. However, the counterparty credit risk profile of derivatives is complex: it changes every day… 

19 JAN

INTEREST RATE RISK IN THE BANKING BOOK (IRRBB)

09:00 – 17:00 CET

Interest rate cash flows in the banking book are one of the major profit, but also one of the major risk drivers of banks. Despite its importance, it hasn’t been included in Pillar I capital requirements so far…

19
JAN

TECHNICAL SEMINAR

INTEREST RATE RISK IN THE BANKING BOOK (IRRBB)

Interest rate cash flows in the banking book are one of the major profit, but also one of the major risk drivers of banks. Despite its importance, it hasn’t been included in Pillar I capital requirements so far…

19 JAN

ESG RISKS AND DISCLOSURE

09:00 – 17:00 CET

Environmental, Social, and Governance (ESG) factors have become integral to investment decision-making processes, transforming the landscape of responsible investing…

19
JAN

TECHNICAL SEMINAR

ESG RISKS AND DISCLOSURE

Environmental, Social, and Governance (ESG) factors have become integral to investment decision-making processes, transforming the landscape of responsible investing… 

30, 31 JAN

ILAAP – FUNDAMENTAL & ADVANCED

09:00 – 17:00 CET

The seminar comprehensively addresses the main building blocks of ILAAP, their best practice implementation, and how to robustify typical weak points…

30, 31
JAN

TECHNICAL SEMINAR

ILAAP – FUNDAMENTAL & ADVANCED

The seminar comprehensively addresses the main building blocks of ILAAP, their best practice implementation, and how to robustify typical weak points…  

FEB 2024

01, 02 FEB

BANK CONTROLLING

09:00 – 17:00 CET

Banks are competing for the most attractive risk-return trade-off. Thus, like in other industries, return controlling is important. In contrast to other industries, risk controlling is at least as important as return controlling…

01, 02
FEB

EXECUTIVE EDUCATION | TECHNICAL SEMINAR

BANK CONTROLLING

Banks are competing for the most attractive risk-return trade-off. Thus, like in other industries, return controlling is important. In contrast to other industries, risk controlling is at least as important as return controlling…  

06, 07 FEB

CREDIT SCORECARDS, RATING MODELS, AND EARLY WARNING SYSTEMS

09:00 – 17:00 CET

Internal rating- and early warning models increase the efficiency of the internal risk management by reducing the required amount of capital and increasing the forward-looking character of the risk environment…

06, 07
FEB

TECHNICAL SEMINAR

CREDIT SCORECARDS, RATING MODELS, AND EARLY WARNING SYSTEMS

Internal rating- and early warning models increase the efficiency of the internal risk management by reducing the required amount of capital and increasing the forward-looking character of the risk environment…

07 FEB

OVERALL BANK MANAGEMENT I: CURRENT STATUS AND FUTURE CHALLENGES

09:00 – 17:00 CET

You will gain an overview of the key components of overall bank management as an integrated risk and income management system, taking new regulatory requirements into account…

07
FEB

EXECUTIVE EDUCATION | TECHNICAL SEMINAR

OVERALL BANK MANAGEMENT I: CURRENT STATUS AND FUTURE CHALLENGES

You will gain an overview of the key components of overall bank management as an integrated risk and income management system, taking new regulatory requirements into account…  

08, 09 FEB

OPERATIONAL RISK MANAGEMENT

09:00 – 17:00 CET

Being the last P&L – risk that feeds into the regulatory capital ratios, requirements, methods and processes have been refined during the last years. This seminar details the components of an effective framework… 

08, 09
FEB

TECHNICAL SEMINAR

OPERATIONAL RISK MANAGEMENT

Being the last P&L – risk that feeds into the regulatory capital ratios, requirements, methods and processes have been refined during the last years. This seminar details the components of an effective framework…

15, 16 FEB

LIQUIDITY RISK MANAGEMENT UNDER CRR

09:00 – 17:00 CET

Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) impose additional restrictions on buffer- and funding strategies. The LCR is conceptually complex, volatile across time and expensive to fulfil…  

15, 16
FEB

TECHNICAL SEMINAR

LIQUIDITY RISK MANAGEMENT UNDER CRR

Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) impose additional restrictions on buffer- and funding strategies. The LCR is conceptually complex, volatile across time and expensive to fulfil…  

22 FEB

PILLAR 1: STANDARDISED APPROACH FOR CREDIT RISK (CRSA)

09:00 – 17:00 CET

80% of the Total RWA are typically Credit Risk RWA. The Standardised Approach for Credit Risk is therefore the most prominent and influential building block of the Pillar 1 RWA Framework. With CRR III,…

22
FEB

TECHNICAL SEMINAR

PILLAR 1: STANDARDISED APPROACH FOR CREDIT RISK (CRSA)

80% of the Total RWA are typically Credit Risk RWA. The Standardised Approach for Credit Risk is therefore the most prominent and influential building block of the Pillar 1 RWA Framework. With CRR III,…

MAR 2024

01 MAR

IDENTIFYING, MEASURING, AND MANAGING OF CLIMATE RISK IN BANKS

09:00 – 17:00 CET

The impacts of climate change are increasingly being felt across the globe, and the financial sector, including banks, is not immune to its consequences. Recognizing the urgent need to address climate-related risks…

01
MAR

TECHNICAL SEMINAR

IDENTIFYING, MEASURING, AND MANAGING OF CLIMATE RISK IN BANKS

The impacts of climate change are increasingly being felt across the globe, and the financial sector, including banks, is not immune to its consequences. Recognizing the urgent need to address climate-related risks…

07 MAR

HARMONISED ECB ICAAP-/ILAAP GUIDELINES

09:00 – 17:00 CET

ICAAP and ILAAP is the internal treatment of solvency- (ICAAP) and liquidity risks (ILAAP). In 2018, the ECB has published their best practice expectations on how banks should internally deal with risks…

07
MAR

TECHNICAL SEMINAR

HARMONISED ECB ICAAP-/ILAAP GUIDELINES

ICAAP and ILAAP is the internal treatment of solvency- (ICAAP) and liquidity risks (ILAAP). In 2018, the ECB has published their best practice expectations on how banks should internally deal with risks…   

08 MAR

TRADING IN FINANCIAL MARKETS: FINANCIAL INSTRUMENTS AND HOW TO USE THEM

09:00 – 17:00 CET

The attendees will get to know the universe of financial instruments from basic instruments like bonds, stocks, currencies, to symmetric and asymmetric derivatives on them…

04-08
MAR

TECHNICAL SEMINAR

TRADING IN FINANCIAL MARKETS: FINANCIAL INSTRUMENTS AND HOW TO USE THEM

The attendees will get to know the universe of financial instruments from basic instruments like bonds, stocks, currencies, to symmetric and asymmetric derivatives on them…

12, 13 MAR

COLLATERAL MANAGEMENT

09:00 – 17:00 CET

The overarching lemma of this workshop is “Collateral is the new capital.” Like capital, collateral aims to minimize losses from potential defaults, only that it is not held by the surviving counterparty…

14 MAR

PILLAR 1: INTERNAL RATING-BASED APPROACH FOR CREDIT RISK (IRBA)

09:00 – 17:00 CET

The Internal Rating-based approach is the main element to make the RWA framework more risk-sensitive and align it to internal practices. Due to heterogenous approval practices across countries,…

14
MAR

TECHNICAL SEMINAR

PILLAR 1: INTERNAL RATING-BASED APPROACH FOR CREDIT RISK (IRBA)

The Internal Rating-based approach is the main element to make the RWA framework more risk-sensitive and align it to internal practices. Due to heterogenous approval practices across countries,…

21 MAR

CRR III

09:00 – 17:00 CET

On 27 October 2021, the European Commission published proposed amendments for CRR/ CRD – the so called CRR III/ CRD VI – package…

21 MAR

TECHNICAL SEMINAR

CRR III

On 27 October 2021, the European Commission published proposed amendments for CRR/ CRD – the so called CRR III/ CRD VI – package…  

27, 28 MAR

TECHNICAL SEMINAR

COLLATERAL MANAGEMENT

The overarching lemma of this workshop is “Collateral is the new capital.” Like capital, collateral aims to minimize losses from potential defaults, only that it is not held by the surviving counterparty…

APR 2024

02 APR

PILLAR 1: RISK MITIGATION FRAMEWORK

09:00 – 17:00 CET

The standardised approach for credit risk follows a simple structure when it comes to risk-weighting. However, the recognition of credit risk mitigation techniques…

02 APR

TECHNICAL SEMINAR

PILLAR 1: RISK MITIGATION FRAMEWORK

The standardised approach for credit risk follows a simple structure when it comes to risk-weighting. However, the recognition of credit risk mitigation techniques…

10 APR

BUSINESS RISK MEASUREMENT AND MANAGEMENT

09:00 – 17:00 CET

This seminar deep-dives into a risk that every bank is exposed to, but which often receives (too) little attention: business risk defined as an unexpected drop in business volumes, margins and fees…

10 APR

TECHNICAL SEMINAR

BUSINESS RISK MEASUREMENT AND MANAGEMENT

This seminar deep-dives into a risk that every bank is exposed to, but which often receives (too) little attention: business risk defined as an unexpected drop in business volumes, margins and fees…  

12 APR

CONNECTED CLIENT UNDER CRR / BORROWER UNITS UNDER GERMAN BANKING

09:00 – 17:00 CET

Legally independent clients have to be typically considered as one (super) client in the Large Exposure-, and Million Loan regime if there is a control unit…

12 APR

TECHNICAL SEMINAR

CONNECTED CLIENT UNDER CRR / BORROWER UNITS UNDER GERMAN BANKING

Legally independent clients have to be typically considered as one (super) client in the Large Exposure-, and Million Loan regime if there is a control unit…

18 APR

VALIDATION OF RISK MODELS

09:00 – 17:00 CET

Risk models are an integral part of risk management. However, risk models have also played a major (notorious) role in the financial crisis. Regulators awareness has risen with respect to risk models…

18 APR

TECHNICAL SEMINAR

RISK MODEL VALIDATION

Risk models are an integral part of risk management. However, risk models have also played a major (notorious) role in the financial crisis. Regulators awareness has risen with respect to risk models…  

23, 24 APR

MARKET RISK UNDER CRR (FRTB-AND NON-FRTB)

09:00 – 17:00 CET

The regulation for market risk has been finalised as of January 2019: banks with an internal model for market risk must implement P&L-attribution tests, monitor non-modellable risk factors,…

23, 24 APR

EXECUTIVE EDUCATION | TECHNICAL SEMINAR

MARKET RISK UNDER CRR (FRTB-AND NON-FRTB)

The regulation for market risk has been finalised as of January 2019: banks with an internal model for market risk must implement P&L-attribution tests, monitor non-modellable risk factors,…  

30 APR

OVERALL BANK MANAGEMENT II: PRACTICAL USE OF KEY FIGURES IN THE CONTEXT OF OVERALL BANK MANAGEMENT

09:00 – 17:00 CET

Against the background of the most recent financial crisis and the more stringent regulatory requirements, the banks are developing new key performance indicators with different objectives…  

30 APR

EXECUTIVE EDUCATION | TECHNICAL SEMINAR

OVERALL BANK MANAGEMENT II: PRACTICAL USE OF KEY FIGURES IN THE CONTEXT OF OVERALL BANK MANAGEMENT

Against the background of the most recent financial crisis and the more stringent regulatory requirements, the banks are developing new key performance indicators with different objectives…  

MAY 2024

03 MAY

THE DIMENSIONS OF LIQUIDITY RISK

09:00 – 17:00 CET

In our seminar you will get an insight into the different dimensions of liquidity risk. We then deal in detail with the regulatory requirements. The focus here is on the European implementation of Basel III…  

03 MAY

TECHNICAL SEMINAR

LIQUIDITY RISK MANAGEMENT

In our seminar you will get an insight into the different dimensions of liquidity risk. We then deal in detail with the regulatory requirements. The focus here is on the European implementation of Basel III…

08, 09 MAY

ILAAP – FUNDAMENTAL & ADVANCED

09:00 – 17:00 CET

The seminar comprehensively addresses the main building blocks of ILAAP, their best practice implementation, and how to robustify typical weak points…

08, 09 MAY

TECHNICAL SEMINAR

ILAAP – FUNDAMENTAL & ADVANCED

The seminar comprehensively addresses the main building blocks of ILAAP, their best practice implementation, and how to robustify typical weak points…  

14 MAY

HARMONISED ECB ICAAP-/ ILAAP GUIDELINES

09:00 – 17:00 CET

ICAAP and ILAAP is the internal treatment of solvency- (ICAAP) and liquidity risks (ILAAP). In 2018, the ECB has published their best practice expectations on how banks should internally deal with risks…

14 MAY

TECHNICAL SEMINAR

HARMONISED ECB ICAAP-/ILAAP GUIDELINES

ICAAP and ILAAP is the internal treatment of solvency- (ICAAP) and liquidity risks (ILAAP). In 2018, the ECB has published their best practice expectations on how banks should internally deal with risks… 

16 MAY

REGULATORY AND INTERNAL RISK MANAGEMENT

09:00 – 17:00 CET

This seminar targets those who are new in the banking industry and would like to get a compact and structured overview of banks’ risk and how they deal with them from a regulatory and an internal point of view…

16 MAY

TECHNICAL SEMINAR

REGULATORY AND INTERNAL RISK MANAGEMENT

This seminar targets those who are new in the banking industry and would like to get a compact and structured overview of banks’ risk and how they deal with them from a regulatory and an internal point of view…

22 MAY

INTEREST RATE RISK IN THE BANKING BOOK (IRRBB)

09:00 – 17:00 CET

Interest rate cash flows in the banking book are one of the major profit, but also one of the major risk drivers of banks. Despite its importance, it hasn’t been included in Pillar I capital requirements so far…

22 MAY

TECHNICAL SEMINAR

INTEREST RATE RISK IN THE BANKING BOOK (IRRBB)

Interest rate cash flows in the banking book are one of the major profit, but also one of the major risk drivers of banks. Despite its importance, it hasn’t been included in Pillar I capital requirements so far…

28 MAY

LARGE EXPOSURE REGIME

09:00 – 17:00 CET

The Large Exposure regime (subsequently abbreviated “LER”) serves as backstop measure to proxy the maximum loss the bank can suffer from the default of a single counterparty…

28 MAY

TECHNICAL SEMINAR

LARGE EXPOSURE REGIME

The Large Exposure regime (subsequently abbreviated “LER”) serves as backstop measure to proxy the maximum loss the bank can suffer from the default of a single counterparty… 

31 MAY

STRESS TESTING

09:00 – 17:00 CET

Stress testing has closed the gap to pure statistics-based risk models. Some regulators assign higher importance to stress tests than to analytical models…

31 MAY

TECHNICAL SEMINAR

STRESS TESTING

Stress testing has closed the gap to pure statistics-based risk models. Some regulators assign higher importance to stress tests than to analytical models…

JUN 2024

05 JUN

BUSINESS RISK MEASUREMENT AND MANAGEMENT

09:00 – 17:00 CET

This seminar deep-dives into a risk that every bank is exposed to, but which often receives (too) little attention: business risk defined as an unexpected drop in business volumes, margins and fees…

05 JUN

TECHNICAL SEMINAR

BUSINESS RISK MEASUREMENT AND MANAGEMENT

This seminar deep-dives into a risk that every bank is exposed to, but which often receives (too) little attention: business risk defined as an unexpected drop in business volumes, margins and fees…  

06, 07 JUN

COLLATERAL MANAGEMENT

09:00 – 17:00 CET

The overarching lemma of this workshop is “Collateral is the new capital.” Like capital, collateral aims to minimize losses from potential defaults, only that it is not held by the surviving counterparty…

06,07
JUN

TECHNICAL SEMINAR

COLLATERAL MANAGEMENT

The overarching lemma of this workshop is “Collateral is the new capital.” Like capital, collateral aims to minimize losses from potential defaults, only that it is not held by the surviving counterparty…

13 JUN

UNDERSTANDING FX MARKETS AND PRODUCTS

09:00 – 17:00 CET

FX Trading is a challenging concept due to the duality of FX rates and the associated market usances. The seminar discusses the different concepts of FX trading, -products and -strategies…

13 JUN

TECHNICAL SEMINAR

UNDERSTANDING FX MARKETS AND PRODUCTS

FX Trading is a challenging concept due to the duality of FX rates and the associated market usances. The seminar discusses the different concepts of FX trading, -products and -strategies…  

19 JUN

LARGE EXPOSURE REGIME

09:00 – 17:00 CET

The Large Exposure regime (subsequently abbreviated “LER”) serves as backstop measure to proxy the maximum loss the bank can suffer from the default of a single counterparty…

21 JUN

SUSTAINABILITY REPORTING

09:00 – 17:00 CET

his comprehensive seminar will delve into essential frameworks and standards, including GRI (Global Reporting Initiative) and ISSB (International Sustainability Standards Board)…

19 JUN

TECHNICAL SEMINAR

LARGE EXPOSURE REGIME

The Large Exposure regime (subsequently abbreviated “LER”) serves as backstop measure to proxy the maximum loss the bank can suffer from the default of a single counterparty…  

28 JUN

1:1 OF BANKING REGULATION

09:00 – 17:00 CET

The Large Exposure regime (subsequently abbreviated “LER”) serves as backstop measure to proxy the maximum loss the bank can suffer from the default of a single counterparty…

21 JUN

TECHNICAL SEMINAR

SUSTAINABILITY REPORTING

This comprehensive seminar will delve into essential frameworks and standards, including GRI (Global Reporting Initiative) and ISSB (International Sustainability Standards Board)…

28 JUN

EXECUTIVE EDUCATION | TECHNICAL SEMINAR

1:1 OF BANKING REGULATION

The Large Exposure regime (subsequently abbreviated “LER”) serves as backstop measure to proxy the maximum loss the bank can suffer from the default of a single counterparty…  

JUL 2024

23 JUL

VALIDATION OF RISK MODELS

09:00 – 17:00 CET

Risk models are an integral part of risk management. However, risk models have also played a major (notorious) role in the financial crisis. Regulators awareness has risen with respect to risk models…

23
JUL

TECHNICAL SEMINAR

RISK MODEL VALIDATION

Risk models are an integral part of risk management. However, risk models have also played a major (notorious) role in the financial crisis. Regulators awareness has risen with respect to risk models…  

26 JUL

BANK REGULATORY REPORTING

09:00 – 17:00 CET

In this online seminar, you will receive a comprehensive knowledge update from absolute experts on the most important innovations, current challenges and future challenges relating to reporting…

26
JUL

EXECUTIVE EDUCATION | TECHNICAL SEMINAR

BANK REGULATORY REPORTING

In this online seminar, you will receive a comprehensive knowledge update from absolute experts on the most important innovations, current challenges and future challenges relating to reporting…  

AUG 2024

05 AUG

ESG RISKS AND DISCLOSURE

09:00 – 17:00 CET

Environmental, Social, and Governance (ESG) factors have become integral to investment decision-making processes, transforming the landscape of responsible investing…

08 AUG

1:1 OF BANKING REGULATION

09:00 – 17:00 CET

Banking regulation got more and more complex, many people, even regulators have lost overview. This seminar gives structured overview: for regulators/ bankers/ consultants…

19, 20 AUG

OPERATIONAL RISK MANAGEMENT

09:00 – 17:00 CET

Being the last P&L – risk that feeds into the regulatory capital ratios, requirements, methods and processes have been refined during the last years…

22 AUG

CRR III

09:00 – 17:00 CET

On 27 October 2021, the European Commission published proposed amendments for CRR/ CRD – the so called CRR III/ CRD VI – package…

27 AUG

STRESS TESTING

09:00 – 17:00 CET

Stress testing has closed the gap to pure statistics-based risk models. Some regulators assign higher importance to stress tests than to analytical models…

05 AUG

TECHNICAL SEMINAR

ESG RISKS AND DISCLOSURE

Environmental, Social, and Governance (ESG) factors have become integral to investment decision-making processes, transforming the landscape of responsible investing…

08 AUG

EXECUTIVE EDUCATION | TECHNICAL SEMINAR

1:1 OF BANKING REGULATION

Banking regulation got more and more complex, many people, even regulators have lost overview. This seminar gives structured overview: for regulators/ bankers/ consultants… 

19, 20 AUG

TECHNICAL SEMINAR

OPERATIONAL RISK MANAGEMENT

Being the last P&L – risk that feeds into the regulatory capital ratios, requirements, methods and processes have been refined during the last years…

22 AUG

TECHNICAL SEMINAR

CRR III

On 27 October 2021, the European Commission published proposed amendments for CRR/ CRD – the so called CRR III/ CRD VI – package…

27 AUG

TECHNICAL SEMINAR

STRESS TESTING

Stress testing has closed the gap to pure statistics-based risk models. Some regulators assign higher importance to stress tests than to analytical models…

SEP 2024

02 SEP

SA-CCR

09:00 – 17:00 CET

Counterparty credit risk of derivatives is an integral component of the RWA framework. However, the counterparty credit risk profile of derivatives is complex: it changes every day…

02-06 SEP

TRADING IN FINANCIAL MARKETS: FINANCIAL INSTRUMENTS AND HOW TO USE THEM

09:00 – 17:00 CET

The attendees will get to know the universe of financial instruments from basic instruments like bonds, stocks, currencies, to symmetric and asymmetric derivatives on them…

12 SEP

COST FACTOR LIQUIDITY RISK

09:00 – 17:00 CET

The pricing of the risk factor of liquidity is becoming increasingly important for institutes – both on the economic and on the regulatory side. Regulatory due to the new requirements of the 4th MaRisk…

17 SEP

UNDERSTANDING FX MARKETS AND PRODUCTS

09:00 – 17:00 CET

FX Trading is a challenging concept due to the duality of FX rates and the associated market usances. The seminar discusses the different concepts of FX trading, -products and -strategies…

19, 20 SEP

CREDIT SCORECARDS, RATING MODELS, AND EARLY WARNING SYSTEMS

09:00 – 17:00 CET

Internal rating- and early warning models increase the efficiency of the internal risk management by reducing the required amount of capital and increasing the forward-looking character of the risk environment…

27 SEP

LIQUIDITY RISK MANAGEMENT

09:00 – 17:00 CET

In our seminar you will get an insight into the different dimensions of liquidity risk. We then deal in detail with the regulatory requirements. The focus here is on the European implementation of Basel III…

02
SEP

TECHNICAL SEMINAR

SA-CCR

Counterparty credit risk of derivatives is an integral component of the RWA framework. However, the counterparty credit risk profile of derivatives is complex: it changes every day…  

02-06
SEP

TECHNICAL SEMINAR

TRADING IN FINANCIAL MARKETS: FINANCIAL INSTRUMENTS AND HOW TO USE THEM

The attendees will get to know the universe of financial instruments from basic instruments like bonds, stocks, currencies, to symmetric and asymmetric derivatives on them…

11
SEP

TECHNICAL SEMINAR

COST FACTOR LIQUIDITY RISK

The pricing of the risk factor of liquidity is becoming increasingly important for institutes – both on the economic and on the regulatory side. Regulatory due to the new requirements of the 4th MaRisk…

17
SEP

TECHNICAL SEMINAR

UNDERSTANDING FX MARKETS AND PRODUCTS

FX Trading is a challenging concept due to the duality of FX rates and the associated market usances. The seminar discusses the different concepts of FX trading, -products and -strategies…  

19, 20
SEP

TECHNICAL SEMINAR

CREDIT SCORECARDS, RATING MODELS, AND EARLY WARNING SYSTEMS

Internal rating- and early warning models increase the efficiency of the internal risk management by reducing the required amount of capital and increasing the forward-looking character of the risk environment…

27
SEP

TECHNICAL SEMINAR

LIQUIDITY RISK MANAGEMENT

In our seminar you will get an insight into the different dimensions of liquidity risk. We then deal in detail with the regulatory requirements. The focus here is on the European implementation of Basel III…

OCT 2024

03 OCT

PILLAR 1: STANDARDISED APPROACH FOR CREDIT RISK (CRSA)

09:00 – 17:00 CET

80% of the Total RWA are typically Credit Risk RWA. The Standardised Approach for Credit Risk is therefore the most prominent and influential building block of the Pillar 1 RWA Framework. With CRR III,…

04 OCT

IDENTIFYING, MEASURING, AND MANAGING OF CLIMATE RISK IN BANKS

09:00 – 17:00 CET

The impacts of climate change are increasingly being felt across the globe, and the financial sector, including banks, is not immune to its consequences. Recognizing the urgent need to address climate-related risks…

08 OCT

PILLAR 1: INTERNAL RATING-BASED APPROACH FOR CREDIT RISK (IRBA)

09:00 – 17:00 CET

The Internal Rating-based approach is the main element to make the RWA framework more risk-sensitive and align it to internal practices. Due to heterogenous approval practices across countries,…

11 OCT

COST FACTOR LIQUIDITY RISK

09:00 – 17:00 CET

The pricing of the risk factor of liquidity is becoming increasingly important for institutes – both on the economic and on the regulatory side. Regulatory due to the new requirements of the 4th MaRisk…

14 OCT

OVERALL BANK MANAGEMENT I: CURRENT STATUS AND FUTURE CHALLENGES

09:00 – 17:00 CET

You will gain an overview of the key components of overall bank management as an integrated risk and income management system, taking new regulatory requirements into account…

15 OCT

PILLAR 1: RISK MITIGATION FRAMEWORK

09:00 – 17:00 CET

The standardised approach for credit risk follows a simple structure when it comes to risk-weighting. However, the recognition of credit risk mitigation techniques…

22, 23 OCT

MARKET RISK UNDER CRR (FRTB-AND NON-FRTB)

09:00 – 17:00 CET

The regulation for market risk has been finalised as of January 2019: banks with an internal model for market risk must implement P&L-attribution tests, monitor non-modellable risk factors,…

29 OCT

CRYPTO AND EU REGULATION

09:00 – 17:00 CET

This seminar builds a bridge from the crypto-specific basic knowledge and technical terms to the supervisory regulation of this issue.

03
OCT

TECHNICAL SEMINAR

PILLAR 1: STANDARDISED APPROACH FOR CREDIT RISK (CRSA)

80% of the Total RWA are typically Credit Risk RWA. The Standardised Approach for Credit Risk is therefore the most prominent and influential building block of the Pillar 1 RWA Framework. With CRR III,…

04
OCT

TECHNICAL SEMINAR

IDENTIFYING, MEASURING, AND MANAGING OF CLIMATE RISK IN BANKS

The impacts of climate change are increasingly being felt across the globe, and the financial sector, including banks, is not immune to its consequences. Recognizing the urgent need to address climate-related risks…

08
OCT

TECHNICAL SEMINAR

PILLAR 1: INTERNAL RATING-BASED APPROACH FOR CREDIT RISK (IRBA)

The Internal Rating-based approach is the main element to make the RWA framework more risk-sensitive and align it to internal practices. Due to heterogenous approval practices across countries,…

11
OCT

TECHNICAL SEMINAR

COST FACTOR LIQUIDITY RISK

The pricing of the risk factor of liquidity is becoming increasingly important for institutes – both on the economic and on the regulatory side. Regulatory due to the new requirements of the 4th MaRisk… 

14
OCT

EXECUTIVE EDUCATION | TECHNICAL SEMINAR

OVERALL BANK MANAGEMENT I: CURRENT STATUS AND FUTURE CHALLENGES

You will gain an overview of the key components of overall bank management as an integrated risk and income management system, taking new regulatory requirements into account…  

15
OCT

TECHNICAL SEMINAR

PILLAR 1: RISK MITIGATION FRAMEWORK

The standardised approach for credit risk follows a simple structure when it comes to risk-weighting. However, the recognition of credit risk mitigation techniques…

22, 23
OCT

EXECUTIVE EDUCATION | TECHNICAL SEMINAR

MARKET RISK UNDER CRR (FRTB-AND NON-FRTB)

The regulation for market risk has been finalised as of January 2019: banks with an internal model for market risk must implement P&L-attribution tests, monitor non-modellable risk factors,… 

29
OCT

EXECUTIVE EDUCATION | TECHNICAL SEMINAR

CRYPTO AND EU REGULATION

This seminar builds a bridge from the crypto-specific basic knowledge and technical terms to the supervisory regulation of this issue.

NOV 2024

01 NOV

CONNECTED CLIENT UNDER CRR / BORROWER UNITS UNDER GERMAN BANKING

09:00 – 17:00 CET

Legally independent clients have to be typically considered as one (super) client in the Large Exposure-, and Million Loan regime if there is a control unit…

07 NOV

REGULATORY AND INTERNAL RISK MANAGEMENT

09:00 – 17:00 CET

This seminar targets those who are new in the banking industry and would like to get a compact and structured overview of banks’ risk and how they deal with them from a regulatory and an internal point of view…

13, 14 NOV

LIQUIDITY RISK MANAGEMENT UNDER CRR

09:00 – 17:00 CET

Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) impose additional restrictions on buffer- and funding strategies. The LCR is conceptually complex, volatile across time and expensive to fulfil…

20, 21 NOV

BANK CONTROLLING

09:00 – 17:00 CET

Banks are competing for the most attractive risk-return trade-off. Thus, like in other industries, return controlling is important. In contrast to other industries, risk controlling is at least as important as return controlling…

27 NOV

OVERALL BANK MANAGEMENT II: PRACTICAL USE OF KEY FIGURES IN THE CONTEXT OF OVERALL BANK MANAGEMENT

09:00 – 17:00 CET

Against the background of the most recent financial crisis and the more stringent regulatory requirements, the banks are developing new key performance indicators with different objectives…

01
NOV

TECHNICAL SEMINAR

CONNECTED CLIENT UNDER CRR / BORROWER UNITS UNDER GERMAN BANKING

Legally independent clients have to be typically considered as one (super) client in the Large Exposure-, and Million Loan regime if there is a control unit…

07
NOV

EXECUTIVE EDUCATION | TECHNICAL SEMINAR

REGULATORY AND INTERNAL RISK MANAGEMENT

This seminar targets those who are new in the banking industry and would like to get a compact and structured overview of banks’ risk and how they deal with them from a regulatory and an internal point of view…  

13, 14
NOV

TECHNICAL SEMINAR

LIQUIDITY RISK MANAGEMENT UNDER CRR

Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) impose additional restrictions on buffer- and funding strategies. The LCR is conceptually complex, volatile across time and expensive to fulfil…  

20, 21
NOV

EXECUTIVE EDUCATION | TECHNICAL SEMINAR

BANK CONTROLLING

Banks are competing for the most attractive risk-return trade-off. Thus, like in other industries, return controlling is important. In contrast to other industries, risk controlling is at least as important as return controlling…  

27
NOV

EXECUTIVE EDUCATION | TECHNICAL SEMINAR

OVERALL BANK MANAGEMENT II: PRACTICAL USE OF KEY FIGURES IN THE CONTEXT OF OVERALL BANK MANAGEMENT

Against the background of the most recent financial crisis and the more stringent regulatory requirements, the banks are developing new key performance indicators with different objectives…  

DEC 2024

12 DEC

CRYPTO AND EU REGULATION

09:00 – 17:00 CET

This seminar builds a bridge from the crypto-specific basic knowledge and technical terms to the supervisory regulation of this issue.

20 DEC

BANK REGULATORY REPORTING

09:00 – 17:00 CET

In this online seminar, you will receive a comprehensive knowledge update from absolute experts on the most important innovations, current challenges and future challenges relating to reporting…

12
DEC

EXECUTIVE EDUCATION | TECHNICAL SEMINAR

CRYPTO AND EU REGULATION

This seminar builds a bridge from the crypto-specific basic knowledge and technical terms to the supervisory regulation of this issue.

20
DEC

EXECUTIVE EDUCATION | TECHNICAL SEMINAR

BANK REGULATORY REPORTING

In this online seminar, you will receive a comprehensive knowledge update from absolute experts on the most important innovations, current challenges and future challenges relating to reporting…

Executive Education Courses

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