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Base IV (Basel III REVISED) - The latest Regulatory Issues

This is an advanced course that looks at the impact and implications of the revised Basel III regulations that have come into force. It is essential for Financial Managers in Banks, Investment Analysts and Regulators to understand the impact on capital requirements and Banks’ pricing mechanisms as well as the health of the Bank’s balance sheet.

Day 1

  • Introdution 
         • Rationale and objectives of the Basel IV revisions.
         • Overview- the realignment of Basel II-III’s Approaches
  • Current status- Basel II and III: Fast track introduction - refresher
    •              

      Basel IV

      Revision of the Standardised Approach for Credit Risk:

      The Standardised Approach (SA) is the new Risk Weighted Assets output floor for the IRB 
      Approaches.
      • The Basel I rules are replaced with the new Standardised Approach rules.
      • IRB banks must also use the Standardised Approach to calculate Risk Weighted Assets.
      • Calculation of the new floor. 


      •  A more risk sensitive and granular approach
        • New regime and risk weights for exposures to banks, rated and unrated.
        • New regime and risk weights for exposures to corporates, rated and unrated.
        • New specific risk weight for SME’s
        • New stand-alone treatment for Object Finance, Commodities Finance and Project Finance.

      • Exercises-Case studies
        • Application of the new rules to transactions across the various asset classes: Corporates,
            Banks, Residential and Commercial real estate, retail etc.
        • Calculation of Risk Weighted Assets, capital and returns based on the new rules. 

      • Day 2 
      • Revision of the Foundation IRB Approach for Credit Risk

         • New PD floors-Corporate
         • New supervisory LGD for non-financial corporates
         • New collateral haircuts and LGD parameters. 

      • Revision of the Advanced IRB Approach for Credit Risk 

      • Withdrawal of the Advanced Approach for the:
        • Exposures to banks
        • Exposures to large and mid-sized corporates
        • The Foundation Approach replaces the Advanced Approach 

      • New input floors
        • PD floors-Corporate -retail
        • LGD floors-secured and unsecured
        • EAD floor 

      • Exercises-Case studies 
        • Application of the new rules to transactions across the various asset classes: Corporates, Banks, Residential and Commercial real estate, retail etc. 
      • • Calculation of Risk Weighted Assets, capital and returns based on the new rules

      • Leverage Ratio Framework 

      • Operational Risk Framework

    Who Should Attend

    The course is essential knowledge not only for compliance and regulatory reporting staff, but also for all those involved in the utilisation of the bank’s capital and the pricing of transactions such as credit and risk management professionals as well as transactors and relationship managers.

    Dates: TBA
    Time: 09:00 - 17:00
    Cost: R12, 500.00 per delegate ex VAT

    All sessions will be held at the JSE Johannesburg, Sandton offices. 

    The course delivery is subject to a minimum attendance. All attendees will receive a course certificate on completion and CPD points     
                  
    Book your space today by completing the attached training registration form and send to
     companyservices@jse.co.za​  Space is Limited.             

    Non-Endorsement
    By using a service provider to offer the courses, the JSE does not directly or indirectly endorse any product or service provided, or to be provided by the service provider.

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