Workshop presentations

How do capital buffer standards impact tier 1 capital? How does procyclicality impact modelling practices, and what are Basel III's changes to capital rules? Our Workshop presentations take on these and other topics to keep you informed on the latest risk and capital management issues.

Current issue: Assessing the modelling impacts of addressing Pillar 1 Ciclycality

PwC's Workshop presentation series, February 2011
  • Overview of the new CRD reforms to reduce pro-cyclicality
  • Procyclicality and impact on modelling practices
    • Credit Risk
    • Market Risk
    • Counterparty risk
  • Concluding remarks
 

Previous issues

Feb 2011 Examining how the capital buffer standards are impacting the use and availability of tier 1 capital
Feb 2011 Risk & capital management under Basel III (session 1)
Feb 2011 Risk & capital management under Basel III (session 2)
Feb 2011 Risk & capital management under Basel III (session 3)