With this initiative, we support countries’ efforts in aligning with international standards and guidelines in prudential regulation and supervision as well as in promoting good application practices.

The online learning aims to provide tools, guidelines and applicable experience for banking regulators and supervisors in their review of internal risk-based assessment processes of capital adequacy and liquidity.

With the program, we will review regulatory and supervisory framework in the context of capital and liquidity management. We will discuss the implementation of the framework in the context of Single Supervisory Mechanism and outside. We will focus on experience and practice sharing with implementation and assessment of the status of banks' capital and liquidity requirements and their risk management. More specifically, we will cover internal capital and liquidity adequacy assessment processes (ICAAP and ILAAP) and how they fit in supervisory use and the context of the supervisory review and evaluation process (SREP).

The online learning will take place on the CEF Online Learning Campus and will be delivered in four webinars, which will last approximately 1.5-2 hours (observe the indicative timeline on the right side of the page).

Key experts

Katja Ciglar, Banking Supervision Department, Bank of Slovenia

Katja is a supervisor of financial risks and internal models at the Bank of Slovenia. Apart from on-site supervision her tasks consist of performing analyses of financial risks in the Slovenian banking system and participating in the SREP. She worked for several years as a risk analyst of the liquidity and interest rate risk at a commercial bank where she also gained experience in financial modeling.

Lucretia Paunescu, Head of Inspection Division of Supervision Department, National Bank of Romania

Lucretia is Head of Inspection Division within the department of supervision. The Division has responsibilities of both off-site and on-site supervision for 9 banks (3 O-SII, 3 medium size and 3 small banks). 

She has been member or observer in different working groups/committees such as: the Anti Money Laundering Contact Committee at the level of European Commission (2005); the Cross Border Consolidation Task Force at the level of the Committee of the European Banking Supervisors (European Banking Authority) (2007-2008); and the Working Party on Financial Services at the level of the Council of the European Union (2009).

Currently, she is a member of the Review Panel at the level of the European Banking Authority.

Milan Remiković, Chief Supervisor - Portfolio Manager, Central Bank of Montenegro

Milan works in the Banking Supervision Department and is in charge of conducting and coordinating on-site and off-site supervision for several banks in Montenegro. Previous to this position, he worked for several years in the supervision of credit, liquidity and market risk management.

Target audience

The workshop is designed for employees from banking regulation and supervision departments from central banks and financial supervisory authorities. All participants are encouraged to actively intervene in the discussion, raise practical questions and share insight of relevance to their country cases.

Partners

This learning initiative was supported by: