Risk Management Training Programs
The Fundamentals of Basel IV
Understand the challenges of Basel IV and its impact on banking risk management: capital requirements, revision of credit risk calculation, adjustments to operational risk, capital floor (output floor) and implications for the strategic management of financial institutions. This module enables you to acquire a clear and structured view of the new prudential rules and their effects on risk professions.
IN-PERSON OR REMOTE CLASS
Duration
2 days
Additional activity
Remote
2,550 € VAT excluded
VAT exemption according to article 261-4-4° of the French Tax Code
Reference
FOQF-255
(*) As a training organization, Finance Tutoring benefits from a VAT exemption under Article 261-4-4° of the French General Tax Code (CGI).
Course Description
The Fundamentals of Basel IV
2-day intensive training (14 hours) - Regulatory approach and practical applications
The Fundamentals of Basel IV training enables you to gain operational mastery of the new regulatory requirements and their impact on banking risk management, with a particular focus on counterparty risk and trading activities.
◉ Regulatory Context
In response to evolving international standards, this training addresses the critical challenges facing financial institutions:
- Transition from Basel III to Basel IV
- New capital requirements (SA-CCR, FRTB)
- Impacts on valuation and counterparty risk
Curriculum
1. Regulatory Framework
- Evolution from Basel III to Basel IV
- New capital requirements
- Implementation timeline
2. Counterparty Risk
- SA-CCR (Standardised Approach)
- Advanced EAD calculation
- CVA management
3. Trading Book (FRTB)
- Capital requirements
- Internal models vs standardized approaches
- Practical application cases
Training Objectives
- Master the key developments of Basel IV
- Apply SA-CCR and FRTB methods
- Calculate capital requirements
- Optimize counterparty risk management
- Anticipate operational impacts
- Integrate new CVA standards
Target Audience
Practical Benefits by Profession
◉ Risk Managers
Master the impacts of Basel IV on risk management and optimize your compliance processes.
- Integration of new SA-CCR and FRTB requirements
- Development of counterparty risk mitigation strategies
- Improvement of regulatory reporting
◉ Derivatives Traders
Understand the impact of Basel IV on trading activities and optimize your strategies.
- Application of new FRTB requirements
- Optimized counterparty risk management
- Analysis of impacts on derivatives valuation
◉ Compliance Officers
Ensure your institution's regulatory compliance with the new Basel IV standards.
- Implementation of adapted internal control processes
- Assessment of regulatory risks related to Basel IV
- Interpretation and application of new requirements
◉ Quantitative Analysts
Develop advanced risk models for implementing Basel IV.
- Modeling of SA-CCR and FRTB requirements
- Validation of counterparty risk models
- Quantitative analysis of capital requirement impacts
◉ Regulatory Auditors
Ensure internal processes comply with the new Basel IV standards.
- Assessment of compliance with Basel IV requirements
- Identification of risks related to internal processes
- Recommendations for improving control processes
◉ Training available in-person and remotely ◉ Educational materials provided ◉ Training certificate
FAQ - Basel IV Training
1. What is Basel IV and why is it important? +
2. What are the prerequisites for this training? +
3. What types of risks are covered in the training? +
4. How will this training help me in my role? +
Training Program
Fundamentals of Basel IV
I. Introduction to Basel IV Fundamentals
- Regulatory evolution: From Basel III to Basel IV
- Main objectives: financial stability, improved risk management, stronger capital base
- Specific impacts for counterparty desks
II. Key Measures of Counterparty Risk under Basel IV
- Exposure at Default (EAD): Advanced calculation methods
- Standardized Approach for Counterparty Credit Risk (SA-CCR)
- Expected Positive Exposure (EPE) and Potential Future Exposure (PFE)
Case Study:
Calculating EAD of a derivatives portfolio under SA-CCR
Test Your Knowledge!
Assess your knowledge and enhance your learning.
- ✅ Identify your strengths.
- ✅ Focus on key concepts.
- ✅ Improve your efficiency!
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