September 2021
Webinar: The Revised Standardised Approach to Counterparty Credit Risk (SA-CCR) and Other Credit Risk Changes
The revised Capital Requirements Directive and Regulation (CRD 5 and CRR 2), continue to implement Basel III through amendments to key areas such as Large Exposures, Leverage Ratio, Liquidity and Funding and Counterparty Credit Risk with regards to reporting and disclosure requirements from January 2022. Furthermore, from 2022 the PRA will commence the UK’s IRRBB Regulatory Alignment with BCBS 368 thought the implementation of SS31/15. This reflects extensive updates to the Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory…
October 2021
Webinar: Fireside Chat – Latest developments in IRRBB and Regulatory Alignment with BCBS 368
The revised Capital Requirements Directive and Regulation (CRD 5 and CRR 2), continue to implement Basel III through amendments to key areas such as Large Exposures, Leverage Ratio, Liquidity and Funding and Counterparty Credit Risk with regards to reporting and disclosure requirements from January 2022. Furthermore, from 2022 the PRA will commence the UK’s IRRBB Regulatory Alignment with BCBS 368 thought the implementation of SS31/15. This is reflects extensive updates to the Internal Capital Adequacy Assessment Process (ICAAP) and the…