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SREP – ICAAP – Supervisory requirements for risk bearing capacity concepts – MaRisk seminar – CRD IV – CRR – SREP – §25 Geman Banking Act

The new EBA guidelines on SREP were concretised for review under the ICAAP. According to this, supervisory authorities should regularly review the ICAAP and also the ILAAP and assess its effectiveness. It will also assess how the ICAAP is integrated into overall risk management and strategic management. These valuations should also be used to calculate the additional own funds requirements and to assess the adequacy of capital adequacy.




Target Group – SREP – CRD IV – CRR

  • Board members and managing directors of banks, financial service providers, investment and fund management companies,
  • Executives and specialists from the areas of treasury and risk controlling.


Outsourcing management – Demarcation of outsourcing and external procurement according to Minimum Requirements of Risk Management

Demarcation of outsourcing and external procurement according to Minimum Requirements of Risk Management. In our seminar you will receive answers to the following questions:

  • Which outsourced activities and processes are to be included in accordance with section 25b German Banking Act?
  • No outsourcing in the sense of § 25b German Banking Act
  • Requirements of the audit report order to the reporting on the outsourcing management
  • Definition of term outsourcing according to German Banking Act
  • Other institution-specific services – Conceptual definition
  • Examples for: No outsourcing – other outsourcing of services
  • Examples for: Outsourcing – No classification as other external reference
  • Outsourcing management must be mapped in the strategy
  • Outsourcing and concentration risks
  • Visit our blog Demarcation of outsourcing and external reference to German Banking Act


Interest rate risk in the banking book – current requirements Risk management – interest rate risk – BaFin 09/2018

BaFin has published a new version of Circular 11/2011 (BA) for interest rate risks in the banking book. The revision takes into account changes in international regulation. Among other things, in 2015 the EBA formulated new “Guidelines for managing the interest rate risk on banking book transactions” (EBA-GLs).

With the new circular, BaFin is now aiming to implement these guidelines in a way that keeps the organizational and financial expenses of the banking industry within reasonable limits. The new circular continues to limit itself to the calculation of the standard shock (± 200 basis points). In our information blog interest rate risk in the banking book, you will receive information about

  • Interest rate risk – current requirements Risk management
  • Consideration of cash flows without margins
  • Deletion of the avoidance procedure – present value risk measurement becomes mandatory
  • Alternative shock height
  • Evaluation of the interest rate change scenarios
  • Supervisory information needs

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