September 21 - 22, 2017.
This in-depth course provides a deep understanding of the Basel III capital ratios framework including the components of capital and its multiple deductions and the calculation of risk-weighted assets for all major risks.
September 14-15 - Calgary; September 18-19- Toronto.
This comprehensive course delivers a deep understanding of derivatives accounting and the application of hedge accounting for hedges of interest rate, inflation, FX and commodity risks.
September 13 - Calgary; September 20- Toronto.
This one-day event offers an in-depth grasp of the practical challenges faced by banks when accounting for financial instruments including how banks are tackling key judgments such as presence of sales in portfolios, prepayment features, significant increase in credit risk and the construction of scenarios in estimating losses.