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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, U.S. and other  country regulatory pronouncements, and their implications for management of bank financial institutions.

The programme 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:
  • Central London
  • 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 New York, Singapore and Sydney

Who The Course is For

  • Senior executive, operations and financial officers
  • Bank Business Unit managers
  • Asset-Liability Management members
  • Treasury professionals
  • Derivatives professionals
  • Risk managers, risk controllers and auditors
  • Capital markets professionals
  • Strategic planning professionals
  • Consultants, accountants,  and other advisors to banks

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Prior Knowledge

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

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