Basel IV, capital and liquidity requirements
View AgendaKey reasons to attend
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Focus on the future for Basel proposals and impact on organisations
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Understand interest rate risk as part of market risk in the trading book
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Learn about the relationship of Basel IV to operational and credit risk
Customised Solutions
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About the course
This four-day learning event offers in-depth insight on the updated reforms for Basel III, also referred to as Basel IV.
Live sessions will explore best practices for applying the standardised approaches, highlighting the impacts of capital output floor, capital ratios and risk-weighted assets calculation. Participants will study the implications of FRTB in Basel IV by exploring the boundary between the banking book and the trading book.
Explore the new operational risk frameworks, as well as the internal ratings-based approach under credit risk, enhancing participants’ understanding on the major points of Basel IV to develop their skills to manage the implications on their role.
Learning objectives
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Assess the future of Basel IV proposals, focusing on ESG and climate change, and crypto assets
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Apply the new standardised approach to operational risk
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Manage your market risk approach with the FRTB internal model
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Make the necessary transitional adjustments to capital output floors
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Incorporate the counterparty credit risk standardised approach into risk management framework
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Integrate new initiatives such as climate risk and crypto assets management
Who should attend
Relevant departments may include but are not limited to:
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Regulation
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Compliance
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Treasury
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Accounting
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Finance
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Legal
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Credit
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Capital
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Liquidity
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Operational risk management
Agenda
March 20–22, 2023
Time zones: Emea / Apac
Start time: 07:45 GMT / 15:45 HKT/SGT
Finish time: 11:10 GMT / 19:10 HKT/SGT
Sessions:
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Overview of Basel IV impacts and implications
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Effect on capital models and management
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Basel IV’s relationship with operational risk and credit risk
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Basel IV and counterparty credit risk
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FRTB in the context of Basel IV
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Interest rate and liquidity risk management
Pre-reading materials
The Risk.net resources below have been selected to enhance your learning experience:
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Rabobank sees 5–10% RWA inflation from Basel III - Read article | Risk.net
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Regulatory straitjacket adds $7bn to Danske’s credit RWAs - Read article | Risk.net
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ABN Amro shed €4.5bn non-core RWAs in Q2 - Read article | Risk.net
To access some of the above articles you need to have a current subscription to Risk.net. If you don’t have one now, please subscribe to a free trial
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