Basel III, IV and Beyond – Effective Risk Data Management and Reporting: 2-day Workshop

By: Mario Mosse, President of MMosse Consulting, LLC
Location :- Newark, NJ | Thursday, January 23, 2020 | Friday, January 24, 2020

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Course Description:

This training program will cover the most significant standards and guidelines issued by the Basel Committee on Banking Supervision and discuss the most effective strategies for their implementation. We will also review proposed rules that will affect international banks and other financial institutions in the near future.

Risk management is a key component of every financial institution’s governance framework. To identify, assess and manage risk effectively, risk-data must be collected, processed, aggregated and reported in a secure and well-controlled environment. Additionally, compliance with regulations such as risk-based capital rules, specifically require challenging data quality and modeling standards to be met.

This seminar will also address best practices with respect to turning source data into reliable information that can be used to enhance risk management and decision-making processes at financial institutions, and to comply with federal regulations and international standards. During this session, we will review Risk Data Management along the spectrum of governance: identification, collection, tracking, modelling, internal/external reporting and impacts on regulatory capital.

Learning Objectives:

At the end of this seminar you should be able to:

  • Describe the Basel capital accords and guidelines and how they affect banks and other financial institutions
  • Understand the challenges and opportunities related to their implementation
  • Prepare for changes that are scheduled to occur in the next four years
  • Build a risk data management framework to support risk and capital reporting
  • Develop a model risk management program, including an effective model validation process
  • Understand the different methods used to assess and quantify risk
  • Describe how regulatory capital is calculated and reported

Areas Covered:

  • Regulatory Compliance
  • Risk Management
  • Corporate Governance
  • Policy Management
  • Capital Management
  • Liquidity Management
  • Financial Modeling
  • Risk Data Aggregation and Reporting

Who will Benefit:

This seminar will provide valuable information to individuals occupying the following positions in the financial services industry:

  • Risk Officers
  • Compliance Officers
  • Internal and External Auditors
  • Financial Controllers
  • Corporate Treasurers
  • Financial Officers
  • Business Analysts
  • Corporate Secretaries

Topic Background:

The Basel Committee on Banking Supervision (BCBS) is the primary global standard setter for the prudential regulation of banks. Since the financial crisis of 2008, the BCBS has published a new capital accord (Basel III,) and a number of guidelines governing risk data aggregation and reporting and internal modeling. BCBS is now introducing a series of enhancements to Basel III that have been nicknamed Basel IV.

Course Outline

Day One (8:30 AM – 4:30 PM)
  • 8:30 to 9:00 AM: Breakfast & Introductions
  • 9:00 - 10:15 AM - Overview of Basel III and IV
    • Bank for International Settlements (BIS)
    • Basel Committee on Banking Supervision (BCBS)
    • Basel Capital Accords
    • New capital and buffer requirements under Basel III rules
    • New definition of capital
  • 10:15 - 10:30 AM: Coffee Break
  • 10:30 AM- 12:00 PM - Overview of Basel III and IV (cont.)
    • Key differences between Basel II and III
    • Proposed changes to the Internal Ratings Based Approach (Basel IV)
    • Other significant changes being introduced
    • Implementation Schedule
  • 12:00 - 1:00 PM: Lunch
  • 1:00 – 2:30 PM - Risk Data Management Framework
    • Overarching governance and infrastructure
    • Organization models for large, medium and small institutions
    • Infrastructure options based on size, nature and geographic location
    • BCBS 239 - Principles of Effective Risk Data Aggregation and Risk Reporting
    • Data management tools and processes
    • Level of complexity consistent with size of institutions
    • Risk data aggregation capabilities
  • 2:30 – 2:45 PM: Coffee Break
  • 2:45- 4:30 PM - Risk Data Management Framework (cont.)
    • Risk reporting practices
    • Implementation process
    • Comprehensive and streamlined processes
    • Infrastructure for reporting key information
    • Enhancing management information across business units and legal entities
    • Facilitating aggregation and comprehensive assessment of risk exposures at the global consolidated level
  • Day Two (9:00 AM – 4:30 PM)
  • 9:00- 10:15 AM - Model Risk Management
    • Background
    • Model use
    • Model development, implementation and use
    • Model validation and verification
    • Governance, Policies and Controls
  • 10:15 - 10:30 AM: Coffee Break
  • 10:30 AM- 12:00 PM - Model Risk Management (cont.)
    • Three Lines of Defense
    • Roles and responsibilities
    • IT and Spreadsheet Controls
    • Effective Challenge
  • 12:00 - 1:00 PM: Lunch<
  • 1:00 – 2:30 PM - Risk and Capital Reporting
    • Risk and Control Assessments
    • Key Risk Indicators
    • Value-at-risk and Economic Capital Models
    • Stress Testing and Scenario Analysis
  • 2:30 – 2:45 PM: Coffee Break
  • 2:45 - 4:30 PM - Risk and Capital Reporting (cont.)
    • Integrating qualitative and quantitative tools
    • Board and management reporting
    • Dashboard reports and technologies
    • Regulatory Capital calculation and reporting
  • Meet Your Instructor

    Behnam Davani
    Mario Mosse
    President of MMosse Consulting, LLC

    Mario Mosse has over 40 years of experience in operational risk management, internal audit and regulatory compliance at financial services companies. He is the president of MMosse Consulting, LLC, where he provides risk management advice and training to the financial services industry. Previously, he was the head of operational risk management at Prudential Financial, Inc. Prior to joining Prudential, Mr. Mosse was with The Chase Manhattan Bank, where he held several senior positions in internal audit and risk management.

    Location :
    Newark, NJ (Venue to be announced shortly)
    January 23-24, 2020
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    January 23-24, 2020, Newark, NJ
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