Basel IV, capital and liquidity requirementsView Agenda
Key reasons to attend
- Focus on the future of the Basel proposals and their impact on organisations
- Understand interest rate risk as part of market risk in the trading book
- Learn about the relationship between Basel IV to operational and credit risk
Does your team require a tailored learning solution on this or any other topic?
Working with the portfolio of expert tutors and Risk.net’s editorial team, we can develop and deliver a customised learning to make the most impact for your team, from initial assessment to final review.
About the course
This learning event offers in-depth insight on the updated reforms and challenges associated with the implementation of Basel IV.
Expert speakers will guide participants in their exploration of best practices for applying the standardised approaches, highlighting the impacts of capital output floor, capital ratios and risk-weighted assets calculation. Participants will compare implementation progress in various regions while discussing next steps for their organisations.
Participants will develop their skills to manage implications on their role and gain tools for using the internal ratings-based approach under credit risk and the new operational risk frameworks.
- Assess the future of Basel IV proposals, progress and implementation timeline
- Apply the new standardised approach to operational risk
- Manage market risk with the Fundamental Review of the Trading Book internal model approach
- Make the necessary transitional adjustments to capital output floors
- Incorporate the counterparty standardised approach to credit risk into risk management frameworks
- Integrate new initiatives such as climate risk and crypto asset management
Who should attend
Relevant departments may include but are not limited to:
- Operational risk
March 19–21, 2024
Live online. Timezones: Emea/Apac
- Basel IV implications and looking ahead
- Effect on capital models and management
- Basel IV’s relationship with operational risk and credit risk
- Basel IV and counterparty credit risk
- Fundamental Review of the Trading Book (FRTB) in the context of Basel IV
- Interest rate and liquidity risk management
Beata Lubinska Risk Learning Faculty
Beata’s background is strongly focused on Interest Rate Risk in the Banking Book (“IRRBB”), Balance Sheet Management, Funds Transfer Pricing (FTP) and behavioural modelling for banks asset liability management purposes. She has spent most of her career managing IRRBB and FTP for a number of financial institutions.
Currently she leads Treasury department at Allica Bank in London. In her previous position she was a Head of the Market and Liquidity Risk Department in MeDirect Group in London with the main focus on IRRBB, Market Risk and Balance Sheet Management. Beata is also a member of the BTRM Faculty founded by Professor Moorad Choudhry in London.
Beata holds a PhD in Finance from Wroclaw University of Economics. Her research publications have enjoyed strong reviews by academics and industry practitioners.
Beata is an author of the book “Asset Liability Management Optimization – A practitioner’s guide to balance sheet management and remodelling” published by Wiley & Sons Ltd in London and “Interest Rate Risk in the Banking Book: A best Practice Guide to management and hedging”.
In addition, Beata is actively providing trainings for professionals from the banking industry in Latvia, Poland, UK and in the US.
Her main areas of specialization include: Funds Transfer Pricing, Interest Rate Risk in the Banking Book, Asset Liability Management and Balance Sheet management through FTP and optimization.
AP), regulatory engagement as well as running training programs for new joiners to the treasury teams
Bozena Gulija Risk Learning Faculty
Banking regulation expert
Bozena Gulija is a financial sector professional with primary expertise in banking regulation and risk management, whose experience spans the private and public sector across several jurisdictions (EU, Netherlands, Belgium, Germany, Luxembourg and Croatia). She has worked for private companies including ABN AMRO, Euroclear, State Street, Nordea, and Intesa Sanpaolo Group, and public institutions such as the European Court of Auditors, the Croatian National Bank, and the Institute for International Relations. Bozena has been actively collaborating with several professional and academic institutions through lectures and research projects (e.g. Warwick University, Zagreb University, IADI-BIS, Central Banking, Risk.net) and as an author and reviewer (e.g. Financial Regulation International, IFLR - International Financial Law Journal, Journal of Banking Regulation).
This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.
The Risk.net resources below have been selected to enhance your learning experience:
- Rabobank sees 5–10% RWA inflation from Basel III - Read article | Risk.net
- Regulatory straitjacket adds $7bn to Danske’s credit RWAs - Read article | Risk.net
- ABN Amro shed €4.5bn non-core RWAs in Q2 - Read article | Risk.net
A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two news articles a month.