Navigating Banking Supervision - Unpacking the Latest Issues with a Regional Perspective

Source details

Canonical URL: Navigating Banking Supervision - Unpacking the Latest Issues with a Regional Perspective

The training program offers a comprehensive exploration of regulation and supervision of the banking sector.
Emphasis on traditional risk categories: credit risk and liquidity risk.
Substantial focus on insights from recent challenges in the U.S. and Swiss banking sectors.
Highlights the paramount importance of robust risk management practices, including interest rate risk in the banking book and liquidity risk, which have recurrently featured as common threads in various crises of the past.
Addresses fintech issues.
Covers climate-related financial risks, described as posing a potentially existential threat to the global banking system in the medium term.
Covers key elements of the impairment model in IFRS 9 - Expected Credit Loss (ECL) frameworks and outlines its supervisory implications.

Target Audience:
- Banking supervisors and regulators having at least 3 years of experience from central banks and supervisory authorities from SARTTAC member countries.
Qualifications:
- To have experience in banking supervision.

Course Objectives:
- Upon completion of the course, participants should be able to improve supervisory capacity in the region.
Learning methodology:
- The learning process will include some lectures but will mostly rely on hands-on experience and case studies to reinforce participant understanding.

Strengthen supervisory focus on interest rate risk in the banking book and liquidity risk given their recurring role in past crises.
Integrate lessons from recent U.S. and Swiss banking sector challenges into supervisory practices.
Incorporate IFRS 9 - Expected Credit Loss (ECL) frameworks into supervisory assessment and enforcement.
Address emerging risks from fintech innovations and climate-related financial risks with supervisory tools and frameworks.