Capital Management “2 Day’s Workshop”

• Market and credit risk management,
• Basel II,
• The IRB approach,
• Model validation,
• Capital quality,
• Basel II7III Tier 1 capital ratio v tangible equity to tangible asset ratio,
• The role of CRAs,
• Stress testing,
• Asset encumbrance,
• The ongoing role of securitisation,
• Capital allocation between business units