Contact

Course Finder

Offline

Catalogue

Supervisory Review and Evaluation Process (SREP)

Registration

Target Audience

The target group is key personnel from Risk, Finance, Treasury, Regulatory Affairs, executive and non-executive board members.
 

Learning Target

Participants understand the most important supervisory tool which is used to increase banks‘capital- and liquidity requirements. It helps decision-makers to prioritise the implementation of supervisory initiatives and to better understand supervisory focal points.

 

Contents

  • Overview of SREP
  • History and current context
  • Dependencies to Pillar
  • Structure and components of SREP
  • Sustainability of business model
  • Governance and controls
  • Risks to capital
  • History and current context
    1. Credit and counterparty risk
    2. Market risk
    3. Operational risk
    4. Interest-rate risk from non-trading activities
  • SREP capital assessment
  • Risks to liquidity and funding
  • SREP liquidity assesment
  • Final SREP score and measures
  • Summary

Methodology

Interactive seminar, discussions, moderation, group work
 
 

Duration

1 day

Customised Programmes

Everything we offer in our range of open seminars can be packaged and delivered as tailormade in-house training programmes for companies and organisations. We will be happy to advise you and create an individual offer on request.

Price advantage of 10% from the 2nd participant per company and seminar date.

Functional Questions

Organisational Questions