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Call Report Series:
Understanding Call Report Regulatory Capital: Standards, Ratios, Risk Weighting

Registration Options and Pricing

Please select your membership status.

Wednesday, August 17, 2016

12:00 pm – 1:30 pm PT
1:00 pm – 2:30 pm MT
2:00 pm – 3:30 pm CT
3:00 pm – 4:30 pm ET

In 2015, all community banks implemented the revised regulatory capital rules under Basel III and began preparing the revised Schedule RC-R. With hundreds of pages of new regulations and significant changes to the format of Schedule RC-R, many banks continue to have questions on completing this challenging schedule. This session will be an in-depth look at regulatory capital geared specifically to community banks. This webinar will include an overview of the regulatory capital rules, details on calculating common equity tier 1 capital, and guidance on risk weighting bank assets and commitments.

Continuing Education: Attendance verification for CE credits upon request

HIGHLIGHTS

  • Overview of Basel III standards and capital calculations
  • How the capital conservation buffer will impact your institution in 2016
  • Frequently asked questions regarding Basel III
  • Deeper look at key changes to risk weighted assets including:
    • Residential and multifamily loans
    • High volatility commercial real estate (HVCRE) loans
  • Off-balance-sheet liabilities

  • TAKE-AWAY TOOLKIT
    • Employee training log
    • Quiz you can administer to measure staff learning and a separate answer key

WHO SHOULD ATTEND?

This informative session is designed for Call Report preparers and reviewers, bank management, and board members responsible for overseeing the bank’s capital.

PLEASE NOTE:    Webinar content is subject to copyright and intended for your individual financial institution’s use only.