Basel IV Masterclass: Challenges, Implementation and Impact
We provide platform for Public training, In-house, to all clients and individual who seek to learn and educate.
Course Overview
In the wake of the global financial crisis and in response to the lessons learnt during it, Basel III was introduced requiring banks to hold far higher quality of balance sheet resources than ever.
Focusing on Basel IV, also known as extension to Basel III, this masterclass will enable participants to expand their knowledge on the impacts this regulation has on liquidity, capital, and credit risk.
This masterclass focusses on FRTB, credit and internal ratings-based approach (IRB), and the standard approach to counterparty credit risk management allow participants to explore how to manage each through the new standardised approach under Basel IV and its implications.
Participants will learn about banking in a Basel IV era and how to manage and mitigate the risks associated with this regulation.
BENEFITS OF ATTENDING
- The impact and implications of a fourth accord
- Best practices for managing the interaction of FRTB and Basel IV
- Evaluate the impact on Standard Approach and IRB approach models for calculation of credit risk capital
- Appreciate the impact of IFRS impairment regulation on the balance sheet
- Mitigate the challenges presented in predicting and quantifying loss
- Understand the significance of credit risk as a major driver of potential bank instability
- Be able to extract default correlation from asset correlation and know the difference between these two important parameters into credit risk models
- Understand the Standardised Approach for Counterpart Credit Risk [SA-CCR]
- Interpret the proposed standards for treatment of Interest Rate Risk in the Banking Book and describe what types of cash flows are impacted, how they should be treated and evaluated
- Understand the reasons behind the regulatory capital calculations
- Describe the key regulatory updates since Basel III and the rationale for them
- Interpret the Standardised Measures Approach for calculation of Operational Risk Capital
- Articulate what qualifies as Going Concern and what qualifies as Gone Concern Capital, and proposed regulation in particular of the later in MREL and TLAC
- Appreciate the corrections applied to Basel II by the recent introduction of the Basel III accord.
- Know how to estimate the requisite parameters for the procyclical (Basel II) capital buffer and be able to model the long run mean for the countercyclical metric.
- Appreciate the origins of credit valuation adjustments (CVA), know why the calculation is difficult and the regulatory (Basel III) rules pertaining to CVA.
- Understand the significance of expected shortfall in the market loss estimation process.
- Learn some mathematical procedures to estimate expected shortfall.
WHO SHOULD ATTEND
- C-Suite Members (CFO, COO, CRO, CIA)
- Heads of Risk, Capital Management
- Treasury
- Credit Risk Team
- Heads of Internal Audit
- Heads of Compliance
- Basel IV Project Managers
- Business Heads
- Risk Management
- Operational Risk Management
- Accounting professionals
- ALM professionals
- Bank supervisors
- Finance professionals
- Financial Controllers
- ALCO Professionals
- Heads/Senior Professionals in Treasury
- BASEL team
IN-HOUSE
Our Tailored Learning Offering
Do you have five or more people interested in attending this course? Do you want to tailor it to meet your company’s exact requirements? If you’d like to do either of these, we can bring this course to your company’s office by offering our classroom program or LIVE Online. You could even save up to 50% on the cost of sending delegates to a public course and dramatically increase your ROI.
Top Quality
From the Boardroom to the front line, we can deliver engaging, multi-faceted learning programmes that will nurture the skills needed to fast-track development and enable teams to flourish.
Best Way
We combine the right blend of formal, informal, online and classroom techniques to increase your employees’ knowledge retention, drive collaboration, and create social learning communities.
top courses
REQUEST A CALL BACK FOR IT SOLUTION
Trusted Clients
Amazing Experience
"We worked with BIZENIUS for our Fresh Graduates Program thru one of our clients. I must say that they are simply amazing. At each step of the sessions, Knowledge Transfer and Practical Learning were emphasized upon, with daily evaluations to verify learning. Happy to say that we are so happy that our partners chose BIZENIUS to deliver this critical session for us. Looking to work together in future."
Sustainable Relationship with BIZENIUS
“It is always a pleasure to work with BIZENIUS. We have been partnering with BIZENIUS since 2016 and we see improvements with each session. The courses are highly Interactive, and their lecturer’s makes it easy to understand the materials. We look forward to working with BIZENIUS on a variety of courses. We are happy with the way this relationship has evolved.”
Practical Approach, Hand on Learning.
“BIZENIUS organized NEBOSH Oil and Gas Certificate for us. The sessions in the preparatory training were well complimented with real life case studies and practical examples. We enjoyed the 5 days training session leading up to the examination. Everything was organized with meticulous details to ensure a great learning experience and success at the examination. Thank you.”
Relevant and Well Organized.
“The training was very well organized. The content was very relevant to my role. The interactive discussion was encouraged, and the trainer was also very knowledgeable of the subject matter. I would recommend this training to all who are involved at some stage of Risk, ICAAP or ILAAP.”
