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New revisions to the Standardized Approach for Measuring Credit Risk

New revisions to the Standardized Approach for Measuring Credit Risk
24-26 November 2019 Cairo - Egypt Ramses Hilton Hotel

Workshop Outlines:

A key objective of the Finalizing Basel III revisions is to reduce excessive variability of risk-weighted assets (RWAs). It addresses a number of shortcomings with the pre-crisis regulatory framework and provides a regulatory foundation for a resilient banking system that supports the real economy. A prudent and credible calculation of RWAs is an integral element of the risk-weighted capital framework.

Banks’ reported risk-weighted capital ratios should be sufficiently transparent and comparable to permit stakeholders to assess their risk profile.

Workshop Objectives:

On completion of this workshop, participants will be able to:
Identify the features and requirements of the new revisions of new calculation of Risk Weighted Assets (RWA).
Describe possible future developments in the computation of Credit risk.
Outline the interplay between Basel approaches for measuring Unexpected Credit Loss (UL) and IFRS9 approaches for measuring Expected Credit Loss (EL).

Prerequisite Knowledge:

In order to get maximum benefit from this Workshop, Each participant should have fundamental-level subjects related to Risk Management applications. Participants should also be familiar with the mechanics of the Basel III – Pillar I Credit risk Management and Measurement.

Main Topics Covered & Agenda:

Day 1
Main considerations for the new revisions for the standardized approach.
Overall requirement of the finalizing Basel III framework.
Preparation for the implementation of the new set of requirements.
Case studies.

Day 2
The main concerns of the Risk weighted Assets.
The new treatment of the Claims to banks.
The new revisions to the claims to Corporate.
The new requirements to the regulatory Retail portfolio.
Residential Real Estate Portfolio.
Case studies.

Day 3
Commercial Real Estate Portfolio.
The new requirement to the Past Due Portfolio.
Interaction between Basel regulatory approaches and accounting approaches for measuring Credit Risk (Basel III/IFRS9).
Case studies.

Who Should Attend this Workshop:

Bank Regulators and Examiners.
Risk managers.
Internal Auditors.
Financial Officers.
External Auditors.

Quick Links
Articles issued by Chairman, Board of Directors & Secretary General of UAB
Global Consulting Services Affordable to all
UAB Magazine - Issue 468 November 2019
Download AML / CFT Survey 2019