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Course-Workshop How to Understand and Apply Basel III in Emerging Economies


  • DATE:
    July 2–6, 2018, Santo Domingo, Dominican Republic.
  • Deadline registration date:
    June 18, 2018
    CEMLA and Banco Central de la República Dominicana.
    1. Summary of the great financial crisis and weaknesses detected in the existing regulation. 2. Capital adequacy. Ordinary Capital Tier 1. Secondary Capital Tier 1. Capital Tier 2. Regulatory adjustments to capital. Capital coefficients. 3. Additional capital requirements. Capital conservation buffer. Countercyclical capital buffer. 4. Securitization. 5. Liquidity. Short-term liquidity ratio. High quality liquid assets. Ratio of stable net financing. 6. International systemic entities. Definitions. Local systemic entities. Definitions. 7. Stress tests. Goals. Methodologies of stress tests. Critical analysis of international experiences. 8. Capital requirements for market risk. Critical to the previous method. Expected-Shortfall. New standard model. 9. Valuation adjustments for counterparty risk. Different definitions of exposure. CVA calculation methodologies. Capital requirements for counterparty risks. 10. New standard method for the determination of assets weighted by credit risk. Relevant variables for each credit segment. 11. New proposal for operational risk. 12. Regulation of the interest risk of the banking book. 13. Market infrastructures. 14. Macroprudential policies. New paradigm and questions.
  • Objective:
    Provide a comprehensive, analytical and balanced view on the different proposals the Basel Committee on Banking Supervision has prepared after the financial crisis.
    Staff from the areas of financial stability, operations, regulation and supervision, risk management and economic studies.
    Spanish without simultaneous translator.
    Jimena Carretero
    Training Manager


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