Basel IV / CRD V / CRR II

Inter-company training

Who is the training for?

  • Chief Financial Officers (CFOs)
  • Risk managers
  • Personnel and executives working for the internal audit or compliance department
  • Personnel and executives working for the accounting & reporting department
  • Financial analysts
  • Credit analysts
  • Liquidity specialists

Level reached

Avancé

Duration

3,00 hours(s)

Language(s) of service

DE EN FR

Next session

18.04.2023
Location
Luxembourg

Price

540,00€

Prerequisites

Sufficient experience or an attendance on the Basel III/CRD IV course is required for attending this course.

Goals

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 have a fundamental impact on the development of banks' strategies and shape their business models of the future.

Strategic, structural and operational adjustments are 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.

This training course is designed as an essential step to grasping Basel IV’s full implications. It is based around some level of theory but also around case studies. The training will integrate a significant amount of market feedback and insight.

By the end of this training, the participants will be able to:

  • understand regulatory framework and timeline;
  • understand the most important changes introduced by the Basel IV prudential framework:
    • Capital and liquidity requirements
    • Prudential reporting
    • Public disclosures
    • Governance and risk management set-up
  • identify potential impact on the business model and product offering.

Contents

Minimum experience with Basel III is preferable.

1. Introduction to Basel IV

  • Regulatory background
  • Timeline

2. Credit risk

  • Revisions of the credit risk approaches
  • Requirements for the use of external ratings and due diligence

3. Market Risk

  • FRTB Framework
  • Revised trading book boundaries

4. CVA

  • Revisions of the CVA charge approaches


5. Operational risk

  • New standardised approach for operational risk

6. Reporting and disclosure

  • New reporting and disclosure requirements: NPE, internal models, output floor, CVA, operational risk, market risk
  • Disclosures: reduced costs through enhanced transparency

7. Internal governance and risk management

  • Climate risk and broader ESG risks
  • Enhancement of internal governance framework (e.g. “fit and proper” assessment)
  • Revised rules for third-country branches (alignment of supervisory practices)


8. Expected strategic and operational impacts as well as an overview of the initial feedback received from Luxembourg based credit institutions

Certificate, diploma

An attendance certificate will be sent to participants.

Next session

Datum
City
Language and price
18.04.2023
Luxembourg
EN 540,00€
14.06.2023
Luxembourg
DE 540,00€

Additional information

Jean-Philippe Maes, Partner (Regulatory Compliance Services), has been providing governance and risk management services to a wide banking and PFS audience over the last 12 years. He is a Partner within PwC Luxembourg, where he leads the Firm’s banking and PFS risk Advisory team. He chairs the Basel IV Taskforce and is the lead advisor for CRD IV/CRR topics. Jean-Philippe has coordinated assignments in banking and PFS risk management topics such as: stress testing, capital requirements and liquidity adequacy analysis, internal governance and operations, regulatory reporting and others. He is the holder of an MBA from Warwick Business School combined with the engineering background from previous studies.

These courses might interest you