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Basel III: New Regulatory Requirements

A two-day course covering the challenges and opportunities arising from the new regulatory changes from Basel III as well as other major European and U.S. regulatory pronouncements, and their implications for banks and other financial institutions.

The program covers best practices for regulatory capital management in key areas such as: Credit and Market Risk Weighted Capital, Operational Risk Capital, Liquidity Risk, Counterparty Risks, Concentration Risks, Risk Aggregation / Capital Allocation, and Stress Testing.

Groups are kept small and the course is devoted to practical workshops and case studies.

  • Date:
  • Please contact us
  • Venue:
  • Manhattan - New York
  • Fee:

  • You might be eligible for preferential rates. Please contact us to check if your company is a member of the LFS Global Client Programme.

This course is also available in London, Singapore and Sydney

Who The Course is For

  • Risk managers and risk controllers
  • Strategic planning professionals
  • Treasury professionals
  • Compliance
  • Derivatives professionals
  • Financial officers and auditors
  • Consultants and advisors

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Prior Knowledge

Basic understanding of the current regulatory environment, familiarity with treasury and capital markets operations.

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