Basel IV Masterclass: Challenges, Implementation and Impact
What the final Basel reforms actually change — FRTB, revised credit risk approaches, SA-CCR, IRRBB and operational risk capital — and how to run the implementation.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Basel IV is less a new accord than the uncomfortable completion of Basel III — and banks that treat it as a compliance filing will misread its effect on capital, liquidity and credit risk. Born of the lessons of the global financial crisis, the extension forces a reckoning with FRTB, the internal ratings-based approach and the standardised approach to counterparty credit risk, each rebuilt under the new standardised framework. This masterclass works through what banking in a Basel IV era demands: where the capital numbers move, why the rules evolved as they did, and how to manage and mitigate the risks the regulation itself creates.
What you will do
Who attends
- C-suite members — CFO, COO, CRO and chief internal auditor
- Heads of risk, capital management and treasury
- Basel IV project managers and BASEL teams
- Heads of internal audit and compliance
- ALM, ALCO, finance professionals and bank supervisors
Programme agenda
Built for the decisions no textbook prepares you for
I.From Basel III to Basel IV
- The corrections Basel III applied to Basel II — and what they left unfinished
- Key regulatory updates since Basel III and the rationale behind each
- The reasons behind the regulatory capital calculations
II.Credit risk under the revised framework
- Standardised Approach versus IRB for credit risk capital
- Default correlation versus asset correlation in credit risk models
- SA-CCR for counterparty credit risk
- Credit risk as a major driver of potential bank instability
III.Market, interest rate and operational risk
- Managing the interaction of FRTB and Basel IV
- IRRBB: affected cash flows, treatment and evaluation
- The Standardised Measures Approach for operational risk capital
IV.Capital quality and loss absorbency
- Going-concern versus gone-concern capital
- MREL and TLAC proposals
- IFRS impairment and the balance sheet
- Predicting and quantifying loss under the new regime
Frequently asked
What does the Basel IV masterclass actually cover?
The programme treats Basel IV as the completion of Basel III rather than a compliance filing: where the capital numbers move, why the rules evolved as they did, and how to manage the risks the regulation itself creates. It works through FRTB, the revised credit risk approaches, SA-CCR, IRRBB, operational risk capital and the MREL and TLAC proposals.
How is credit risk treated under the revised framework?
A full module evaluates the Standardised Approach against IRB models under the revised calculation of credit risk capital, separating default correlation from asset correlation, applying SA-CCR to counterparty credit risk, and tracing the impact of IFRS impairment regulation on the balance sheet — with credit risk read as a major driver of potential bank instability.
Who should attend the Basel IV masterclass?
C-suite members — CFO, COO, CRO and chief internal auditor — heads of risk, capital management and treasury, Basel IV project managers and Basel teams, heads of internal audit and compliance, and ALM, ALCO and finance professionals and bank supervisors who need to quantify the accord’s impact across their book.
Can the training be delivered in-house, and what does it cost?
Yes. An in-house edition is tailored to your institution — its portfolios, approaches and implementation timetable — and delivered in English or French. Sessions run on a rolling calendar, with dates confirmed on request; fees and quotations are provided on enquiry.
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In their words
Knowledge transfer, emphasised throughout
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From the Mandate Record
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One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.