Basel IV / CRD V / CRR II
Basel IV encompasses more than just finalising Basel III – The implementation of CRR II/ CRR III/ CRD V (Basel IV) in the EU represents one of the biggest challenges for financial institutions in the coming years. The introduction of new rules concerning the calculation of risk-weighted assets and thus the capital ratios of all banks will have fundamental impact on the development of banks' strategies and shape their business models of the future.
Strategic, structural and operational adjustments are likely to be required. Indeed, optimised implementation of all changes related to Basel IV at the right time requires a detailed knowledge and an in-depth understanding of the reforms.
Regulatory change is a complex challenge that can only be addressed with a coherent and comprehensive approach. However, despite complexity and uncertainty, there are practical and concrete actions that can be taken now to prepare for a Basel IV world.
This training course is designed an essential step to grasping Basel IV’s full implications. It will be based around some level of theory but also around case studies. The training will also integrate a significant amount of market feedback and insight
By the end of this training, the participants will be able to:
- Understand the most important changes resulting from the Basel IV regulation impacting their business model, regulatory ratios and disclosures requirements;
- Identify the issues impacting their business and take appropriate actions.
1. Introduction to Basel IV
- Regulatory background
2. Credit and counterparty credit risk
- Revisions of the credit risk approaches
- New methods to calculate counterparty credit risk
3. Leverage Ratio and Large Exposures
- Revisions of the Leverage ratio credit exposure
- Changes to the Large Exposures Framework
4. Basel IV from a Liquidity Perspective
- Introduction of a minimum requirements for Net Stable Funding Ratio (NSFR)
- New delegated acts for Liquidity Coverage Ratio
5. Reporting and disclosure
6. Main changes from CRD V
7. Expected strategic and operational impacts for the market, as well as an overview of the initial feedback received from Luxembourg institutions
Sufficient experience or an attendance on the Basel III/CRD IV course is required for attending this course.
An attendance certificate will be sent to participants.