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Beyond Basel III to Basel IV and the Impact on Financial Institutions
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Beyond Basel III to Basel IV and the Impact on Financial Institutions
  • Overview
  • Objectives & Outline
  • Methodology
  • Participant Profile
  • Trainer
  • Overview
    PROGRAMME DETAILS

    DATE

    3 September 2018

    TIME

    9:00 AM – 5:00 PM

    VENUE

    Asian Banking School
    7
    AICB
    CPD HOURS
    Basel III came about in 2010 to address global banking regulation weaknesses, post the 2008 Great Financial Crisis. It had a strong emphasis on high quality assets during stressful situations with the objective of ensuring that banks had ample liquidity and capital to withstand the next potential crisis. However, this initiative brought forth many challenges to the banking systems, strategies, systems requirements and banking operations in general.

    The new Basel IV, which is envisaged to commence from 2022, has the aim of ensuring that banks can manage capital shortfall in a more efficient manner. This one-day programme focuses on the key changes of Basel IV, by drawing key lessons learnt from limitations of Basel III implementation using case studies to further understand the linkage between regulation and capital as well as liquidity ratios’ impact on banking businesses.
    LEARNING LEVEL

    Intermediate

    PROGRAMME FEE*

    AICB MEMBER

    MYR

    2,600

    / PAX

    NON-MEMBER

    MYR

    3,100

    / PAX

    *inclusive of GST 
  • Objectives & Outline
    LEARNING OBJECTIVES
    By the end of the programme, participants will be able to:
    • Draw key lessons learnt from the limitations of Basel III
    • Understand the key focus of Basel IV’s expected changes
    • Identify the key changes of Basel IV’s impact on credit, market, operational and liquidity risks
    • Impact on linkage between capital requirements and regulations/standards
    • Appreciate the challenges of liquidity ratios on banking businesses
    PROGRAMME OUTLINE
    Quick Overview on Basel Development
    • Development of Basel Standards to Basel III
    • Changes in Basel IV

    Introduction to Basel III and IV and its Limitations
    • Limitations in Basel III
    • Objectives of Basel IV
    • Key Changes between Basel III and II
    • Basel III risk components and capital adequacy requirements

    Case Study 1: McKinsey Article, 2017 “Basel IV: What’s Next for Banks”

    Basel IV – Detailed Risk Components vs Basel III
    • Fundamental Review of Trading Book (FRTB)
    • Revised Credit Risk Standardised Approach (SA)
    • Removal of Internal Rating based approach (IRB) for low default portfolios (LDPs)
    • IRB Risk Weighted Assets (RWSs) floor
    • Countercyclical buffer range
    • Revised Operational Risks
    • IFRS 9
    • Risk Weights for sovereigns
    • Impact on Treasury/ALM

    Case Study 2: European Banks Underestimate the Challenges of BCBS 239 Implementation

    Linkage of Capital Requirements vs Basel III & IV Requirements
    • Key challenges to capital requirements of banks resulting from Basel IV changes
    • Impact on bank’s strategies, ROE and operations

    How Banks should React
    • Suggested action plan for banks

    Case Study 3: Review of PWC 2017 article on Bank’s action plan
  • Methodology

    Instructor led facilitation in a workshop together with various industry case studies, video presentation and current business analysis with interactive exercises & group discussions

  • Participant Profile
    Risk managers, compliance, accountants, middle-office managers.
  • Trainer

    Dr Christopher Goh

    Dr Christopher Goh has 25 years’ experience in treasury, corporate finance and wealth management – with a rare blend of derivatives trading, wealth, corporate finance, credit analysis, treasury, risk management and investment valuation. He also has extensive experience in compliance, operations/settlement, treasury trading on derivatives, exotic options, behavioural finance, structuring products using derivatives and enterprise risk management, an area that he spent 12 years in.

    He is passionate about enterprise risk management with excellent technical knowledge on a broad range of financial instruments and gained practical experience through diverse economic cycles. He has been the Chief Risk Officer for 3 international banks in Asia where he established holistic enterprise risk management frameworks and has worked for 6 different banks over a period of 25 years across 6 different cultures, business practices and management styles. This had given him a deep knowledge in handling clients and managing staff from diverse cultural backgrounds.
    Dr Goh has conducted many in-house corporate seminars around the world over the past 13 years training international and central bankers and provides consultancy support to many international companies in the Middle East, Asia and Africa in the formation of enterprise risk management frameworks, policy, governance, compliance, as well as hand-holding them in the implementation of operational risk management frameworks and policies.

    Dr Goh is also an Adjunct Visiting Faculty member at several foreign universities including Shanghai JiaoTong University, Central University of Finance and Economics (Beijing), Harbin Institute of Technology (Harbin) and S.P. Jain (Singapore and Dubai campus) in banking certification courses and/or EMBA courses focusing on Enterprise Risks Framework as well as Enterprise Risk Management modules.

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