Basel IV, capital and liquidity requirements

  • Treasury and capital markets risk, Regulation, governance and compliance
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Key reasons to attend

  • Explore the relationship between Basel IV to operational and credit risk 
  • Study the impact of market volatility on liquidity risk management 
  • Focus on the key regulatory initiatives in diverse regions  

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Customised Solutions

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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. 

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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.


Pricing options:

  • Early-bird rate: save up to $800 per person by booking in advance (refer to the booking section for the deadline)
  • 3-for-2 rate: save over $2,000 by booking a group of three attendees (applicable to this course)
  • Subscriber reward: save 30% off the standard rate if you are a Risk.net subscriber (use code SUB30)
  • Season tickets: save over $1,000 per person by booking 10 or more tickets (available on selection of courses)

*The 30% subscriber reward discount is applicable only to current Risk.net subscribers. If this criteria is not met, we reserve the right to cancel the booking and issue an invoice for the correct rate. Discounts cannot be applied to already registered participants.

Learning objectives

  • Assess the future of Basel IV proposals, progress and implementation timeline 
  • Manage market risk with the Fundamental Review of the Trading Book (FRTB) internal model 
  • Make the necessary transitional adjustments to capital output floors 
  • Integrate interest rate risk as part of market risk in the trading book 
  • Navigate the implications of climate risk stress-testing under Basel IV requirements  
  • Measure counterparty credit risk with the revised standardised approach  

Who should attend

Relevant departments may include but are not limited to:  

  • Regulation 
  • Compliance  
  • Treasury 
  • Accounting  
  • Finance  
  • Legal 
  • Credit risk 
  • Capital risk 
  • Liquidity risk 
  • Operational risk management  

Agenda

March 19–21, 2024

Live online. Timezones: Emea/Apac

Sessions:

  • Basel IV implications and looking ahead
  • Effect on capital models and management
  • Fundamental Review of the Trading Book (FRTB) in the context of Basel IV
  • Interest rate and liquidity risk management
  • Basel IV’s relationship with operational risk and credit risk
  • Basel IV and counterparty credit risk

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Tutors

Beata Lubinska Risk Learning Faculty

Treasurer

Allica Bank

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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

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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).

Julien Haye Risk Learning Faculty

Managing Director

Aevitium

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With over 23 years of experience in the financial service industry, Julien is a commercially astute risk expert who understands the vital connection between people, culture and effective risk management. He has held diverse roles throughout his careers, from front-office trader to chief risk officer and transformation leader, giving him a unique perspective on the intersection of human behaviour and risk assessment.

His expertise lies in helping organisations to turn their risk, compliance, and assurance management functions into strategic business enablers while nurturing an inclusive and psychologically safe culture. He also has successfully led organisations through complex risk and compliance transformations, establishing effective risk management capabilities and governance, all while prioritising and fostering psychological safety. By delivering a stronger risk narrative for clients and strengthening their license to operate, he has shown that creating a people-centric risk management approach is not only beneficial but also a strategic competitive advantage.

Navin Rauniar Risk Learning Faculty

Sustainability partner

PRMIA

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Navin is an ex-banking professional, and most recently was working as a senior leader and practitioner, with 20+ years of banking, corporate, and big four experience. He advises board and CxO members across business and technology, using domain expertise that focuses on sustainability, capital markets, and risk management, driven by prudential regulation in ESG, climate risk, carbon markets, sustainable financing, net zero, and capital management impacting an institutions’ strategy, governance, and implementation.

Navin was most recently leading the sustainability business and technology delivery for TCS and Tata clients. His international experience assisted in building diverse global teams.

Navin sits on a number of government and private industry committees, developing and influencing public policy on sustainability standards. Navin supports the financial markets community via mentoring of professionals and serving as the co-chair of the PRMIA ESG Working Group & PRMIA SteerCo. He is a regular speaker and chair at conferences, as well as a frequent commentator and author to the media on financial market regulations, including a column on sustainability that is published in ILFR.

Thomas Obitz Risk Learning Faculty

Founder, expert advisor and programme manager FRTB

RiskTransform

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Thomas Obitz, a Risk Learning faculty member, has more than 20 years of consulting experience in Investment and Commercial Banking and broader financial markets. He focuses on risk transformation and works with global banks on their implementation of FRTB. Thomas has publications on risk change and FRTB, is GARB FRM certified and has a MSc in financial mathematics.

Sebastian Sohn

Director

Aurexia

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Sebastian L. Sohn is the Singapore Director of Aurexia, a boutique consulting firm headquartered in Paris. He has worked with over 35 clients from Europe, Asia, and the Americas, supporting them in strategic assessments and the practical implementation of regulatory requirements. Additionally, Sebastian has delivered trainings and workshops and co-authored essays and articles on regulatory topics, including Basel III.

Accreditation

This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.

Pre-reading materials

The Risk.net resources below have been selected to enhance your learning experience:

A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two news articles a month.

Registration

March 19–21, 2024

Online, Emea/Apac

Price

$2,999
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  • Agenda and registration process
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