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