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

Workshop Overview

Trainer: M Stafferton

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.