Introduction

• Categorisation of Authorised Firms
• Ongoing capital adequacy requirements
• Calculation of the expenditure based capital minimum
• Different types of capital and the limits on their uses
• The capital resources calculation

Credit Risk

• Systems and controls
• Sources of risk
• Risk weighted assets
• Concentration risk in the Non–Trading Book
• Collateral
• Netting

Group Risk

• Sources of risk
• Systems and controls
• Financial group capital adequacy requirements

Prudential reporting

• Periodic financial returns
• Periodic statistical returns
• Reporting basis, frequency and timelines

Please note that the course will not cover the preparation of the returns.

Trading book

• Mandatory requirements
• Concepts and criteria
• Systems and controls

Counterparty risk

• Sources of risk
• Basic counterparty risk calculations
• Concentration risk in the Trading Book

Market Risk

• Systems and controls
• Sources of risk
• Criteria for the use of internally developed market risk models
• Concepts of Specific Risk and General Market Risk
• Basic market risk calculations

Liquidity Risk

• Sources of
• Basic systems and controls