Risk Bearing Capacity
Target audience:
- board members
- managing directors and managers at banks
- savings banks and cooperative banks
- professionals from the areas of compliance, risk management and internal audit.
805,-€
Program:
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MaRisk 2021: New requirements for the risk controlling function
Proper business organisation §25a of the German Banking Act (KWG) as a requirement for internal risk management
Changes in the supervisory assessment of internal bank risk-bearing capacity concepts
Extended responsibilities of the risk controlling function
Process audits for risk-relevant limit approvals – > Identification of relevant decision-making processes
Forward-looking capital planning process with SREP and ICAAP
New requirements for the capital planning process: What are the effects for the determination of risk-bearing capacity?
- Innovations in the areas of risk measurement and limitation
- Traffic light and warning systems: Optimal dovetailing of process and control impulses
- Creation of different scenarios in the capital planning process
- New requirements for the limit system with TLAC/MREL
S+P Tool Box
- S+P Checklist “Implementation of MaRisk 2021”
- S+P Check: Reporting-relevant Requirements AT 4.1 and AT 4.2
- S+P checklist: 105-point check on risk-bearing capacity
- S+P check: MaRisk regulations for the lending business
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Agile risk management in the lending business
MaRisk BTO 1.2.4: Intensive Supervision
- Criteria for the transition into intensive servicing
- Consideration of concessions in favour of the borrower (“Forbearance”)
MaRisk BTO 1.2.5: Treatment of problem loans
- Criteria for the transition into problem loan processing
- Review of non-standardised contracts in restructuring cases
- Voting for restructuring loans and exposures in wind-down portfolios
MaRisk BTO 1.3: Early risk identification in the lending business
- Internal information from the business relationship
- Targeted use of external information sources
- Risk classification procedures and early identification of risks
