Trainings By Informa Markets

The Basel Landscape – Banking capital and liquidity regulation: from Basel II to Basel III and IV

26 Sep - 28 Sep 2023

Workshop Overview

Knowledge of the Basel rules for banks is essential for anyone connected to the financial sector. This is, however, a significant challenge, both because of their complexity and because, since the Great Financial Crisis exposed the inadequacy of the previous rules (Basel II), they have been significantly revised. This was a lengthy process but is now finally complete. The course focuses on the changes introduced by Basel III and so-called Basel IV. It also includes some connected bank regulatory measures such as TLAC to give a comprehensive overview. To illustrate each area case studies from an appropriate bank’s recent Pillar Three report are included wherever possible.

Note: several Basel III/IV regulatory areas, such as Market risk, Counterparty Credit Risk (CCR) and Credit Valuation Adjustment (CVA), cannot be understood without a sufficient technical grasp of the typical instruments that give rise to them, in particular Fixed Income bonds and Interest Rate Swaps (IRS). Therefore brief introductory Product Modules on these two are included prior to coverage of the Basel rules applying to them.

Please note that the timings are approximate, as the pace of progress is highly dependent on the volume of questions and discussions.

Program Focus

By the end of the course/workshop, attendees will have obtained an understanding of:

  • The evolution of the Basel rules and the reasons for this
  • Pillar One and the Basel III changes in:
    - Credit risk
    - Market risk (''Basel IV'' and the ''Fundamental Review of the Trading Book'')
    - Counterparty Credit Risk (CCR) and Credit Valuation Adjustment (CVA) Operational risk
  • The addition of the Leverage Ratio
  • The introduction of rules on Liquidity risk - the Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR)
  • Pillar Two - stress-testing and Interest Rate Risk in the Banking Book (IRRBB), the importance of internal risk management, Capital and Liquidity planning
  • Pillar Three reporting
  • The impact of Basel III and IV
  • Future changes
  • The various measures, how they seek to reduce the risk of collapse and to what extent they affect a given bank

Benefits of Attending

Executives will achieve a broad understanding of the new Basel IV rules, and the likely impact on the risk management methods and approaches adopted by banks. The workshop will address all the core Basel IV Basel pape

Who Should Attend?

  • C-Suite Members (CFO, COO, CRO, CIA)
  • Heads of Risk, Capital Management, and Treasury
  • Credit Risk Managers
  • Heads of Internal Audit and senior staff
  • Heads of Compliance and senior staff
  • Basel IV Project Managers
  • Business Heads and senior staff
  • Risk Management, Capital, and Treasury Professionals

Similar Workshop

Oops, no record found!

Website by: Xpoteck