CRR, CRD IV and the Future Outlook: Basel IV, CRR II and CRD V Masterclass
The EU prudential rulebook decoded — CRR and CRD IV today, and where Basel IV, CRR II and CRD V take capital, credit and operational risk next.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Most banks can recite their capital ratios; far fewer can explain why the rules that produce them keep changing, or what Basel IV will do to the numbers. This masterclass works through the supervisory framework from first principles: the main elements of the Capital Requirements Regulation and the Capital Requirements Directive, the key regulatory updates since Basel III and the rationale behind them. From there it turns to the future — banking in a Basel IV era, the proposals of CRR II and CRD V, and the resolution regime of BRRD II and SRMR II. The cohort evaluates the impact on Standardised Approach and IRB credit risk models, SA-CCR, IRRBB treatment and the Standardised Measurement Approach for operational risk capital.
What you will do
Who attends
- C-suite members — CFO, COO, CRO and chief internal auditors
- Heads of risk, capital management and treasury
- Basel IV project managers and Basel teams
- Heads of internal audit and compliance
- ALCO professionals, ALM teams and financial controllers
Programme agenda
Built for the decisions no textbook prepares you for
I.The supervisory framework
- Main elements of the CRR and the CRD
- Key regulatory updates since Basel III and their rationale
- The reasons behind the regulatory capital calculations
II.Credit risk capital under Basel IV
- Impact on Standardised Approach and IRB models
- SA-CCR for counterparty credit risk
- Default correlation versus asset correlation in credit models
III.Market, operational and rate risk
- Managing the interaction of FRTB and Basel IV
- The Standardised Measurement Approach for operational risk capital
- Proposed standards for treatment of IRRBB
IV.The road ahead
- The proposals of CRR II and CRD V
- BRRD II and SRMR II — recovery and resolution
- Preparing the institution for a Basel IV era
Frequently asked
Which regulations does the CRR and Basel IV masterclass cover?
The programme works through the main elements of the Capital Requirements Regulation and the Capital Requirements Directive, the key updates since Basel III and the rationale behind them, then turns to Basel IV, the proposals of CRR II and CRD V, and the resolution regime of BRRD II and SRMR II.
How does the course treat the impact of Basel IV on capital models?
The cohort evaluates the impact on Standardised Approach and IRB credit risk models, applies SA-CCR to counterparty credit risk, extracts default correlation from asset correlation, and interprets the proposed treatment of IRRBB and the Standardised Measurement Approach for operational risk capital — alongside managing the interaction of FRTB and Basel IV.
Who is this regulatory masterclass designed for, and how is it delivered?
It is built for C-suite members, heads of risk, capital management and treasury, Basel IV project teams, internal audit, compliance, ALCO and ALM professionals. Delivery is in English or French, with an in-house edition tailored to your institution; dates run on a rolling calendar and fees are quoted on enquiry.
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In their words
Knowledge transfer, emphasised throughout
“We worked with BIZENIUS for our Fresh Graduates Programme — they are simply amazing. Knowledge transfer and practical learning were emphasised throughout.”
Kuwait Investment Authority
From the Mandate Record
Mandate № 04 · Africa
Capital frameworks built to run the bank, not to satisfy a filing
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Take the brochure with you.
One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.