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This module provides an in-depth, practical examination of the finalized Basel III reforms (often called Basel IV) and their impact on capital requirements. It moves beyond theory to focus on the technical implementation of the new standardized approaches, the revised internal models, the Credit Valuation Adjustment (CVA) framework, and the crucial output floor.
The Standardized Approach for Credit Risk (SA-CR)
Revisions to the Internal Ratings-Based (IRB) approach
The new Standardized Approach for Operational Risk (SA)
The fundamental review of the trading book (FRTB)
Implementation of the CVA risk framework and the output floor
A combination of in-depth technical lectures, hands-on quantitative impact studies (QIS), and strategic case studies on capital planning.
Senior risk managers, compliance officers, bank regulators, and financial controllers responsible for implementing the Basel IV framework.
Strong, pre-existing knowledge of the Basel III framework. Professional experience in bank risk management, capital adequacy, or regulatory compliance. Familiarity with quantitative risk modeling concepts is highly recommended.
Join this course and gain the skills you need to excel in your field.
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