RWA Management & Regulation

Building understanding your bank’s capital and return targets and how risk weighted assets can be optimised in the light of regulatory, market and competitive pressures.

Regulation has and will continue to shape bank capital, liquidity and strategy in local and international markets. This workshop is tailored to the strategy and unique competitive challenges of the bank and will equip participants to:

• Appreciate how Basel III capital rules have increased the quality and quantity of required capital for the bank and how this impacts business strategy and performance relative to peers
• Understand the key drivers of credit RWA and how and why the bank must optimise RoRWA through targeted efficiencies in anticipation of further changes.
• Recognise how and why capital charges on derivatives increased so much under Basel III and how the bank can optimise capital allocation going forward.
• Appreciate RWA and RoRWA management within the context of other capital requirements and wider enterprise risk management and balance sheet targets.