Description
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.
Even before Basel III was fully adopted it was followed by further regulation covering areas such as gone concern capital, capital charges traded and non-traded risk which initially informally but more recently formally in certain regions (e.g. CRD V/CRR II in Europe) was/is seen as a blue print for Basel IV.
This intensive program looks to provide an overview of these subsequent updates to Basel III and in so doing better prepare delegates for adopting Basel IV when/if it becomes formalised.
What you will learn
- Describe the key regulatory updates post Basel III and rationale for them
- Evaluate the impact on Standard Approach and IRB approach models for calculation of credit risk capital
- Explain the shortcomings of Basel II.5/III treatment of market risk and by extension the motivation for a Fundamental Review of the Trading Book
- Appreciate the impact of IFRS impairment regulation on the balance sheet
- 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
- 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
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