EMEA Regulatory Webinar: Prudent Valuation Templates - Lombard Risk

EMEA Regulatory Webinar: Prudent Valuation Templates

Details
Focus: Regulatory
Online / Dial-in without leaving your office/desk
FREE / Live presentation

Date
6 Sep, 2018
Time
10:30am (London) Duration - 1 Hour

Join us on the 6th September as we discuss the upcoming European Banking Authority Prudent Valuation templates going live end of December 2018. 

Background

  • CRD requires all COREP reporting firms to apply prudent valuation to all fair value positions. The difference between prudent and fair value, the Additional Valuation Adjustment (AVA) is a capital charge and is computed in greater detail and shown in new templates, and includes additional XBRL added to the EBA’s requirements.

James Phillips, Global Head of Regulatory Strategy will be discussing:

  • The ins and outs of the PRUVAL templates including the Simplified and the Core approach
  • Significant new challenges including new data granularity that firms will need
  • What you could still estimate, and what has to be done in detail now
  • To start now, to prepare for this upcoming reporting change

Who should attend:

  • Firms currently reporting COREP will need to report PRUVAL

Delegates registering for this event are eligible to receive a copy of the presentation material, results of live online polls, and a summary of questions/answers that arise.


Presented by

james-phillipsJames Phillips – Global Head of Regulatory Strategy

James is an industry expert on regulatory issues monitoring them on a global, regional and country/regulator basis through frequent interaction with regulatory groups and financial institutions. As a result, he fully understands financial services institutions’ operational procedures relating to internal and external monitoring and reporting demands.

Email: jphillips@vermeg.com / reginfo@vermeg.com


Lombard Risk REG-Xperts are constantly monitoring the regulatory landscape, reading and interpreting the rules.

Ask our REG-Xperts a question in advance of the webinar by emailing reginfo@vermeg.com