Basel IV - Foundation

• Personnel and executives working for the risk management department.
• Personnel and executives working for the internal audit or compliance department.
• Personnel and executives working for the accounting and reporting department.

Basel IV encompasses more than just finalising Basel III – The implementation of CRR III/ CRD VI (Basel IV) in the EU represents one of the biggest challenges for financial institutions in the following years.

The introduction of new rules concerning the calculation of risk-weighted assets and thus the capital ratios of all banks, has a fundamental impact on the development of banks' strategies and shapes their future business models.

Strategic, structural and operational adjustments are required. The 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.

The objective of the training is to introduce the key concepts of the Basel framework including regulatory background, prudential (capital, liquidity, leverage) ratios, SREP and Pillar III disclosure.

Regulatory background
From Basel III to Basel IV
The Basel capital framework:

• Pillar 1: minimum capital requirements

- capital basic principles
- introduction to capital related ratios (CET1 ratio / leverage ratio)
- introduction to liquidity ratios (LCR / NSFR)

• Pillar II: supervisory review process

- key principles

• Pillar III: market discipline

- key principles and disclosure requirements

This training will be coordinated by Jean-Philippe Maes, Partner at PwC Luxembourg.

Jean-Philippe Maes is a partner with over 15 years of expertise in Basel III, regulatory reporting, risk management, and internal governance, including Basel IV preparation. He has supported banks, investment firms, and management companies in implementing regulatory frameworks and managing risks from operational to internal models, including COREP/FINREP reporting. Recently, his focus has been on risk appetite frameworks and non-financial risks such as climate, conduct, and reputational risks. Jean-Philippe has led significant projects like designing recovery plans, conducting governance reviews, and training over 600 bankers. He is also a frequent speaker and represents PwC at Luxembourg’s Banks and Bankers’ Association Banking Supervision Committee.