MyRegTraining Risk Management & Data

Risk Management & data

1

Introduction

Key Risk Principles
Risk measurement
Risk taxonomy and main prinicples
Risk framework
Main Basel IV impacts

2

Core Pillar 1 Risks

Credit risk and Bale IV impacts
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Risk Management Framework (RAF and RAS, ICAAP, ILAAP, Recovery and Resolution Planning)
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Market risks and Credit Valuation Adjustment
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Operational Risk
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Output Floor

3

Core Pillar 2 Risks

ALM risk & Liquidity Risk
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IRRBB & CSRBB
Other Pillar 2 risks

4

Risk management framework

Overview of key risks and concepts
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Risk Management Framework (RAF and RAS, ICAAP, ILAAP, Recovery and Resolution Planning)
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Supervisory Excercises (Stress-Testing Exercises & Guidelines, SREP exercises,
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SMM Priorities
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Regulatory Framework Risk Management & Data Regulatory Reporting ESG Finance Data Transversal Topics Financial Security

Contact

Matthieu Le Guern

Partner in charge of ESG department
10 years at Société Générale