1 Day CoRep, FinRep & Capital Adequacy Online Course: Regulatory Guidance from the PRA/FCA, EBA and Local European Regulators - and UK Financial Reporting Post Brexit

The course offers market opportunities to financial institutions by enhancing their understanding of COREP and FINREP frameworks, improving compliance, data management, reporting accuracy, and risk assessment in a regulated environment, particularly in light of updated EU and UK regulations post-Brexit.


Dublin, Feb. 10, 2026 (GLOBE NEWSWIRE) -- The "CoRep, FinRep & Capital Adequacy" training has been added to ResearchAndMarkets.com's offering.

By attending this interactive 1 day course conducted by senior market practitioner, you will learn about practical reporting aspects of Common Reporting Framework (COREP) and Financial Reporting Framework (FINREP), as standardised reporting frameworks mandated by the EU EBA, and the UK PRA/FCA under the Capital Requirements Regulation (CRR). These frameworks ensure consistent and accurate reporting of financial and prudential information, enabling regulators to assess the stability and risk profiles of financial institutions.

The session covers the key challenges encountered by banks and credit institutions, and other investment firms, asset managers and hedge funds, key lessons learnt in implementing trade and transaction reporting, and successful remediation of any issues.

You will learn about all aspects of Financial reporting, from organisational scope, to data validation, data sourcing, data templates and structures, submission methodologies - and resulting impact to Front, Middle and Back Office processes.

Through interactive sessions, case studies, and hands-on exercises, you will gain the knowledge and skills required to navigate the complexities of financial reporting in a regulated environment.

The course includes regulatory guidance from the PRA/FCA, EBA and local European regulators - and UK Financial reporting post Brexit.

Key Topics Covered:

Introduction to Regulatory Capital, Basel 3/CRD IV/CRR

Prudential Capital Buffers, Risk-Based Approach, and RWA

  • Tier 1 and Tier 2 Capital, Capital Ratios, Consolidated vs Solo Capital
  • Regulatory Capital and Risk Management Regulations -IFPR, IFR/IFD, BASEL III/CRD IV, and US CCAR
  • Methodologies for Capital and Risk Measurement and Reporting
  • Firm and Supervisory Considerations

ICAAP, ILAAP and Pillar 1,2,3 Reporting

Pillar 1 - Min Capital Requirements; COREP Reports for Tier 1, Tier 2, RWA

  • Pillar 2 - Supervisory Review; Overall ICAAP and Risk Management
  • Pillar 3 - Market Discipline, Transparency and FINREP disclosures
  • ILAAP - Risk, Stress Testing and Management Buffers
  • Liquidity Disclosures - LCR, NSFR, Liquidity Risk Management and Contingency Liquidity Plans

COREP Standards

Capital Reporting Requirements and Regulations in the UK, EU and US/APAC

  • Key COREP Sections - Capital and Group Solvency Details - Own Funds Requirements
  • Key COREP Sections for Risk - Credit Risk, Market Risk, Operational Risk
  • Common Reporting EBA Taxonomy and Data Point Model
  • Validation Rules and Mapping to RegData for UK/EU reports
  • Common Reporting Standards and Validation Rules for Banks (EBA, Bank of England), and Investment Firms (FCA, EU Markets Regulators)

Case Study for a UK banking entity

  • FINREP Standards

Financial Reporting Requirements and Regulations in the UK, EU and US/APAC

  • Reporting Frameworks for Balance Sheet Reporting - US GAAP/IFRS Accounting Consolidated Group, PRA/FCA Prudential Consolidated
  • Key FINREP sections - Assets, Liabilities, Equity, Income/Expenses, Off Balance Sheet items
  • Key FINREP sections - Financial assets by instrument and counterparty sector, Concepts of Impairment, Hedge
  • Accounting and Derivatives Accounting
  • Validation Rules and Mapping for UK/EU Reports, and Standards for Banks and Investment Firms

Case Study for an EU Investment Firm

  • Next Steps and Upcoming Regulations

Basel 3.1/Basel 4 changes - updates for credit risk and operational risk standards,

  • Concepts of CVA (Credit Valuation Adjustment), leverage ratio and applications
  • SREP Process
  • Global Systemically Important Banks and Impact of upcoming regulations
  • Key Controls and Internal Governance Process

Speaker

The Training Director is an industry advisor and regulatory expert with over 20 years of experience in investment banking, asset management regulations and Regulatory Technology (RegTech). He is an industry expert in Financial Regulation, RegTech and Open Banking and covers all the key banking and finance regulations across US, EMEA and APAC including MIFID II, EMIR, CASS, SFTR, IFR/IFD, Dodd Frank, FINMA (SIX), HKMA MAS and SFC, IBOR Transitions, SMCR, and ESG Regulations such as SFDR.

He combines experience in strategic regulatory topics including: technology, processes and platform management and incorporating risk and governance policies.

His recent key engagements include banks such as HSBC, Deutsche Bank, JP Morgan and Barclays and buy side firms such as T. Rowe Price, Ruffer, M&G and Investec Asset Management, to name a few. He is also a member and advisor of industry association committees for regulatory consultations with bodies such as ESMA, FCA, PRA/Bank of England and SEC.

For more information about this training visit https://www.researchandmarkets.com/r/ok0iem

About ResearchAndMarkets.com
ResearchAndMarkets.com is the world's leading source for international market research reports and market data. We provide you with the latest data on international and regional markets, key industries, the top companies, new products and the latest trends.

 

Tags


Contact Data

Recommended Reading