Trainings By Informa Markets
Informa


The Basel Landscape – Basel III, FRTB, and Basel IV

20 Mar - 23 Mar 2023
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Workshop Overview

The regulatory response to the 2007-2009 financial crisis was contained in Basel III which, building on the Basel II Accord, sets out to make capital requirements more risk-sensitive, enhance risk coverage and strengthen the loss absorbency of available capital. It introduced the concept of building capital buffers during good times so that banks are better positioned to absorb the losses that occur during periods of stress. Basel III-related requirements further introduced new liquidity management and leverage standards, and provisions for counterparty credit risk. This course will also identify related significant topics including Stress Testing & Scenario Modelling.

Next is Basel IV. Basel IV is not a single regulatory framework, but rather a collection of changing international banking standards. The Basel Committee views these reforms as simply completing the Basel III Accord and contests the use of the unapproved term ‘Basel IV. Irrespective of the terminology, significant new burdensome requirements are being introduced by the Bank for International Settlements (BIS) and the Basel Committee of Banking Supervision (BCBS) under Basel IV.

Basel IV is being ref to as the most comprehensive transformation package in the history of the Basel regulations. Your organization will undoubtedly want to limit the potential disruption of Basel IV and initiate opportunities to get ahead of the new regulations by looking at what is changing and what you can do to prepare.

This course will focus exclusively on Basel and covers the most important changes and issues of the regulatory Basel landscape to help executives, and other interested professionals, absorb this complex material clearly and concisely.

Program Focus

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

  • Basel II and the three main categories of risk covered: - Credit risks - Market risk - Operational risk
  • Basel III Framework - Structure and approach - New banking resiliency rule and Capital Adequacy - Increased quality of capital. - Increased quantity of capital. - Capital conservation buffer. - Countercyclical buffer. - Leverage ratio
  • Basel Market Risk Framework (Basel 2.5)
  • Liquidity risk rules and the new provisions in Basel III etc. to address liquidity risk and its management - Liquidity Coverage Ratio (LCR) - Net Stable Funding Ratio (NSFR)
  • Techniques that are used in practice for stress testing.
  • The Basel IV and Capital Requirements Directive from concept through to implementation.
  • The Basel Accords Framework, Including Basel II, III, and IV.
  • The evolution of the Basel and the rules for bank capital
  • Basel IV regulatory changes for Credit, Counterparty, Market (Fundamental Review of the Trading Book - FRTB), Operational Risks, and other topics.
  • An appreciation of the impact of Basel IV.
  • Current issues, challenges, and emerging practices regarding Basel IV and its Capital Requirements.
  • Comprehensive practical take-away risk tools for immediate application.

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 papers.

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


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