The Road to Basel IV: Finalising Post Crisis Reforms
9 - 10 OCTOBER 2018 KEMPINSKI HOTEL DEAD SEA - JORDAN
On December 2017, the Basel Committee on Banking Supervision( BCBS) published the final document that includes a set of reform revisions to the standardized approaches for measuring and managing credit risk, and which is considered as final revisions to Basel III. These final set of revisions are now widely known as Basel IV.More specifically, the BCBS has set its finalized revisions and changes to reform the standardized approach to measure and manage credit risks, counterparty credit risks, and operational risks. These revisions are expected to be implemented by January 1, 2022.This is in addition to the Committees finalization of a new standardized approach for measuring market risks.
While each of these proposed revision is important on standalone basis, but together they represent a substantial revision to the regulatory capital framework. These revisions seek to restore creditability in the calculation of Risk Weighted Assets and improve the comparability of banks’ capital ratios through:
1) enhancing the robustness and the sensitivity of the standardized approached for credit and operational risks
2) constraining the use of internal model approaches by placing limits on certain inputs used to calculate capital requirements
3) introducing new buffers for the leverage ratio to further limit the leverage of globally systemically important banks
In this context, the Union of Arab Banks in cooperation with the Association of Banks in Jordan will organize its forum entitled “The Road to Basel IV: Finalising Post Crisis Reforms” to explore the features and prospects of the new Basel III amendments and to pave the way for what is to be called the Basel IV.
TOPICS OF DISCUSSION
Review of Basel III requirements
Modifications on the method of calculating capital requirements arising from Credit
The new standardized approach for managing and measurement credit risk and the
amendments adopted by the internal rating - based approach (IRB-Approach)
Modifications on the methodologies of calculating market risk and Trading Book Risk
Introducing a new approach for calculating the leverage ratio and how to cope with
systemically important Banks (G-SIBs)
The new standardized approach for calculating and managing Operational Risks
STRUCTURE OF THE FORUM
Presenting working papers and panel discussion moderated by senior Bankers and
Businessmen, Internal Auditors and experts interested and involved in Basel
regulations and reforms.
Real life case studies presented by a group of risk managers, treasury, control and
An exhibition accompanying the forum, which includes the sponsoring institutions
, allowing for the establishment and development of commercial relationships.
PARTICIPATING IN THE FORUM
By attending this forum and benefiting from the valuable discussions brought by internationally renowned speakers, and meeting fellow peers from the regional and international fronts
By sponsoring the activities of the forum and benefiting from the wide range of privileges (marketing, branding, media recognition, etc…)
For more information and registration in the forum kindly send an email to
firstname.lastname@example.org & email@example.com, or visit UAB website: www.uabonline.org
For information on sponsoring the forum kindly send an email to firstname.lastname@example.org
and email@example.com, or visit UAB website: www.uabonline.org