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Global Financial Markets Intelligence

Global Financial Markets Intelligence

Live Online Course: The Basel Consolidated Framework

This course delivered over 5 three hour modules provides a high-level overview of the consolidated framework, making use of the BCBS website to delve deeper into some of the standards

22-26 Feb 2020
Online, United Kingdom

Why You Should Attend

Live Online Course: The Basel Consolidated Framework

To ensure we meet your expectations and maximise your return on training investment, we favour a classroom/workshop style set

The BCBS (Basel Committee of Banking Supervisors) establishes and promotes global standards for the regulation and supervision of banks. Since 1974 the BCBS has published dozens of documents setting out standards, minimum capital requirements, principles and guidance on best practice which are now embedded in bank regulatory regimes around the world. Perhaps most notable of these documents are the minimum capital requirements for banks which have evolved through Basel I, Basel II and the recently completed Basel III, published in 2017.

In April 2019 the BCBS launched a new section on the BIS web site which provides a very useful consolidation of current standards together with a timeline that allows enquirers to view future scheduled regulations.

This course provides a high-level overview of the consolidated framework, making use of the BCBS website to dive deeper into some of the standards (as requested by participants) The course will also look at progress in implementing current standards in different jurisdictions across the world with a particular focus on European implementation.

The course has three main objectives:

To provide a comprehensive overview of the Basel Framework and progress in implementation.

To give delegates a deeper and more detailed look at some of the newer standards introduced in Basel III, for example LCR and NSFR, margin requirements for non-centrally cleared trades, IRRBB and a look at forthcoming standards, for example FRTB the new market risk framework scheduled for 2022.

Allow participants to explore the new section of the BIS website by answering their own questions, along with suggestions for exploration put to them by the trainer.

About your expert trainer:

Gary Dunn started out life as a statistician at the Bank of England in 1977 and after a 16-year career there ended up as a senior manager within UK foreign currency reserve management with responsibility for interest rate risk strategy and liquidity management. To aid liquidity management Gary created an internal market for funding between fixed income portfolio managers and the FX desks.

Gary ventured into the private sector where he spent a further10 years as a proprietary trader.

Gary joined the FSA in 2005 where his main responsibility was reviewing regulatory market risk models (CAD models including VaR and IRC). Whilst at the FSA Gary conducted a thematic review of the management of interest rate risk in the banking book (IRRBB) across London based banks. He also attended the AIG/TBG, a BCBS working group responsible for technical design of proposed market risk regulatory capital rules. Gary contributed to the design and calibration of IRC for Basel 2.5 and also wrote internal working papers on VaR, ES and other spectral risk measures which contributed to a review of the academic literature on market risk measures, the first in a long series of FRTB papers from BCBS and industry.

From 2010, as a senior manager at HSBC, Gary participated in many dialogues between industry and regulators covering topics such as FRTB, central clearing, margining, liquidity risk and IRRBB (interest rate risk in the banking book), as well as working on internal projects such as stress testing, IRC development, regulatory interactions and CRD IV submissions. Finally, before moving into consultancy and training, Gary took on an MD role at Morgan Stanley where he was head of risk analytics for the EMEA region.

Now Gary works as a private consultant and trainer.

Pre-course questionnaire:

A detailed questionnaire will be sent to all course participants to establish exactly where the group training needs lie. The completed forms will be analysed by the course leader/trainer and followed by telephone if further clarification is required. As a result we can guarantee that the course is pitched at exactly the right level and that the issues that you regard as relevant are addressed. The course material will reflect these issues and will enable you to digest the subject matter after the event in your own time.

Who should attend?

Analysts, Vice Presidents, Directors, Senior Managers in:

  • Treasury Functions
  • Capital Management
  • Regulatory Compliance
  • Governance
  • Audit
  • Risk Analytics
  • Market Risk Management

Key Topics

  • Enhance your understanding of the Basel framework and standards
  • Develop a familiarity with the BIS website in this area
  • Gain a deeper understanding on a number of key topics, depending on time available and participant interests

  • Why Choose GFMI marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.

    Voice of Our Customers
    • “Gary was very flexible in delivery of content when faced with knowledgeable participants” BNP Paribas
    • “Very kind, knowledgeable, and inclusive. Managed difficult conversations well” RBC
    • “The use of online mini-games and simulations was very engaging. I have enjoyed the interaction with the rest of the learners in the sessions” European Central Bank
    • “The practical approach solidified my understanding of the topic, a well structured course” ING Bank
    • “Clear instructions and passionate delivery. Very open to answering questions and made everyone fell at ease” RBS
    Join the Discussion

    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Kamelia S. Simeonova

    101 Finsbury Pavement
    London EC2A 1RS

    0044 20 3002 3172
    Email: kamelias@marcusevansuk.com