CRR II/CRR III (Basel IV) Academy 2020 – this time in a slightly modified format due to the current situation but with all the expert knowledge from our Global Basel IV Initiative. We offer our successful and very popular CRR II/ CRR III (Basel IV) Academy 2020 now as webinar series, which will be held online from 15 September to 8 October 2020. Our new homeschooling format will allow you to join us in a safe and protective environment.
Our Basel IV Academy series will feature eight intensive 90-minute webinar modules. Each module is independent from the others and can be booked separately, and there are a number of different packages to choose from depending on your needs.
Our regulatory experts from the Global Basel IV Initiative will be on hand to share their wide-ranging experience gained from national and international implementation projects at credit institutions and financial service providers. The modules will be structured to allow plenty of time for your questions. Together, we will help you prepare for the upcoming challenges of Basel IV.
The implementation of the Basel IV framework is already a remarkable challenge for the European banking landscape, as methodologies for the determination of capital requirements are to be revised. In doing so, capital calculations across all risk types will be fundamentally amended.
PwC has already developed numerous thematic solutions and project approach models that will make your bank easier to implement the Basel IV requirements.
The implementation of Basel IV leads to even more extensive data requirements for Basel monitoring exercises and quantitative impact studies
The final implementation of supervisory rules into binding law will be linked to QIS results submitted by banks to their supervisors. It is now up to the banking sector to participate and to reflect challenging impacts arising from upcoming supervisory Basel III- and Basel IV frameworks in order to assure a proportionate implementation of binding regulatory requirements across the sector.
PwC has pre-developed a range of quantitative tools to support your bank in meeting supervisory QIS requirements in an efficient, effective and sustainable manner. See the features of these tools in the following pages.
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For banks, this means that the next steps for efficient implementation must be planned and managed at an early stage and integrated into the organisation’s strategy. PwC can support your bank on the basis of extensive experience gained from different supervisory projects. In the context of Basel IV, we recommend a holistic project approach, divided into thematic modules in order to adequately meet the thematic linkages, as well as identifying and managing the strategic impacts. PwC has already developed numerous thematic solutions and project management models to help banks to implement Basel IV requirements. You can view the variety of PwC solutions here.
On December 7th the Basel Committee for Banking Supervision has published its final documents on the Reform of Basel III which are commonly referred to as "Basel IV".
These reforms comprise - among other issues - reforms of the standardised approach for credit risk, the IRB-approach, the quantification of CVA risk, operational risk approaches and last but not least the final calibration and design of the output floor.
With respect to the consultative papers issued by the Basel Committee the final papers show a significant amount of modifications that will have varying effects on individual banks.
In order to prepare for the upcoming reforms banks will now need to assess the finalised documents with respect to their individual portfolios in order to obtain transparency on the likely effects of the reforms to the business model of the bank.
To hear our experts thoughts on the new Basel reforms, the impacts for banks and how PwC can help please listen to the latest Basel IV international channelOpens in a new window or download the Basel IV summary (PDF)Opens in a new window (file size: 1.1 MB).
As the Basel committee continues its drive to strengthen the regulation, supervision and practices of banks worldwide, the committee has produced, and continues to produce a number of consultation and discussion papers which point to a significant revision of the Basel Framework. This revision may well be considered...
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Basel Committee’s final paper on the new standardized approach for calculating the EAD of counterparty credit risk exposures (SA-CCR).
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An overview of the proposed changes to CRD V and CRR II.
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Basel Committee’s finalised rules on a number of topics concerning the calculation of risk weighted assets.
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An oversight of proposals related to disclosure requirements and insights into the challenges banks face when dealing with them.
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PwC view on key aspects of the new models based approach for the capital requirements for market risk.
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An overview of the latest Basel proposals.
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Starting in 2012, the Basel Committee published several consultation papers on a Fundamental Review of the Trading Book (FRTB) to adapt existing rules for the capitalisation of market risk. One of the most apparent changes to the trading book regime is the revised trading/ banking book boundary definition.
