Bank Asset & Liability Management
Seminar Bank Asset & Liability Management – S & P courses
- Rating analysis of corporate bonds in the Portfolio and Asset Management,
- Asset management for real estate portfolios: conception, calculation, selection of real estate and stable asset management,
- Adjustment of the credit processes to the new Minimum requirements of Risk Management, CRD IV and CRR,
- Optimization of the Portfolio Structure: Implementation of new regulatory requirements with our S&P tools,
- S & P Tools: S&P Liquidity Transfer Pricing System,
- Implementation of TLAC and MREL in the limit system of the Portfolio Management as well as in the investment guidelines.
Portfolio Management and Asset Management – Seminar Bank Asset & Liability Management
Establish your own credit analysis for the reliable assessment of your issuer and counterparty limits for your company! In the seminars Bank Asset & Liability Management: Compact knowledge for the low-interest phase,, you will receive guidelines for a supervisory and liability-safe credit analysis and limit granting for own investments. In addition, recognized assessment standards, checklists, and model decisions help you with a sound and reliable credit analysis in the Portfolio Management.
Minimum Requirements TLAC and MREL – Seminar Bank Asset & Liability Management
TLAC and MREL as new creditor participation for losses of a bank fundamentally change the limit system in the Portfolio Management.
- Settlement and restructuring of banks.
- TLAC – regulations at the global level.
- Implementation of the bail-in regime.
- Changed ranking of liabilities in Germany in case of insolvency.
- Future EU harmonization of the bail-in regime.
- TLAC – Minimum Requirements for Loss-absorbing Capital
- Overview Key features MREL and TLAC.
- Subordination of TLAC liabilities.
- Regulations for the prevention of contagion effects.
- Extended disclosure requirements.
- Open points.
SREP – Requirements for Capital Planning – Seminar Bank Asset & Liability Management
The triggers for early intervention are closely based on the SREP (Supervisory Review on Evaluation Process) guideline. The bank supervisory review process is intended to ensure risk management systems at banks and their supervision by the supervisory authorities.
In accordance with the principle of double proportionality, both the management tools in a bank and the intensity of supervision by the supervisor should be proportionate to the risks taken by a bank.
Due to the close connection, the achieved SREP total score, as well as evaluations of individual SREP elements, can “trigger” the triggering of measures.