RMA Speech - How Basel III impacts Counterparty Risk

PRESENTATION [ Fast Download Here ]

An RMA Singapore Chapter speech on the impacts of Basel III for Counterparty Risk has been made available on the Causal Capital blog page here for download, see the link above. The presentation can also be received by contacting the Risk Management Association.

Causal Capital has delivered two counterparty risk speaking events in Singapore this week. This is the second presentation in the set and it builds on the first document that was designed to review the key components of a best practice counterparty risk system.

 
Continue reading to see the key points that are covered in this presentation.

Presentation Purpose
The purpose of the presentation is to look at some of the hurdles banks will experience with Basel III but from a Counterparty Risk perspective.

Areas covered in the presentation include some of the following:

» Understand how new requirements of Basel III impact the Counterparty Risk function of a bank.

» Gain insight into the hurdles Asian Local Banks will experience with Basel III.

» Review how the causal factors of the Global Financial Crisis have been translated into Basel III requirements and in the context of Counterparty Risk.

The presentation looks under the hood of a Counterparty Risk system to see which specific areas of this risk function will be impacted by the new Basel III accord. The presentation uses a unique way of looking at Basel III credit risk, it clearly highlights which departments in a bank need to feature in a final Basel III framework and what is required for regulatory acceptance.