• Key Ideas and Methods of Risk Based Supervision
• 28 min
  1. Effective implementation of risk/principles based approach in a supervisory authority

  • Mr. Thomas Huertas
• 53 min
  2. Market discipline in financial regulation

  • Prof. Mark Flannery
• Risk Based Supervision Process
• 52 min
  3. Supervisory review process under Basel II

  • Dr. Jukka Vesala
• 38 min
  4. Supervisory cooperation in Europe from a banking perspective

  • Prof. Freddy Van den Spiegel
• The Evaluation of the Models and Internal Methods used by Supervised Institutions
• 39 min
  5. Economic capital modeling: the UniCredit Group framework

  • Mr. Vittorio Maggiolini
  • Mr. Giuseppe Vulpes
• 45 min
  6. Supervisory evaluation of Pillar I and economic capital models

  • Dr. Thomas Dietz
• Financial Market Developments and Challenges for Risk Management and Supervision
• 67 min
  7. Lessons from the recent market turmoil for effective risk based supervision

  • Prof. Kern Alexander
• 28 min
  8. Trends in the European financial system and implications for supervision

  • Prof. Dirk Schoenmaker
• 63 min
  9. Effective risk based supervision: responding to the crisis

  • Mr. Helmut Bauer

Printable Handouts

PDF

Navigable Slide Index

1. Introduction
2. Agenda
3. What is a Supervisory Review Process (SREP)?
4. What does a SREP cover? (1)
5. What does a SREP cover? (2)
6. Risk measurement and capital allocation (1)
7. Risk measurement and capital allocation (2)
8. How banks cover the various risks? (1)
9. How banks cover the various risks? (2)
10. Risk measurement and capital allocation (3)
11. The key determinants of the total capital need
12. Main challenges for supervisors
13. Supervisory authorities management challenge (1)
14. Supervisory authorities management challenge (2)
15. A matrix of different expertise needed for SREP
16. Peer comparisons and assessment
17. Summary of SREP process perspective
18. Summary of SREP - risk perspective
19. Possible supervisory reactions - an example
20. International challenges (1)
21. International challenges (2)
22. International challenges (3)
23. International challenges (4)
24. Thank you

Topics Covered

• Objectives and scope of SREP
• Risk measurement and capital allocation
• Main challenges for supervisors to implement SREP
• Possible supervisory reactions
• International challenges

Links

Series:

• Effective Risk Based Supervision of Financial Institutions

Categories:

• Finance, Accounting & Economics

Talk Citation

Publication History

• Published on August 30, 2009