Recently the Basel Committee has finalised its standards for the output floor and for revised approaches to the capital treatment of credit and operational risk. These revised standards will have a major impact on banks’ systems and data management, and on the capital ratios of many banks. In addition, higher levels of risk weighted assets will drive other regulatory requirements based on this measure including the new requirements on larger banks to hold additional loss absorbing capacity in the form of unsecured debt.
The CAFRAL program aims to update and sensitise the participants about these revisions and their likely implications for their operations.
• Overview of the post-crisis regulatory reforms
• Revised Standardised Approach for Credit Risk Regulatory Capital
• Revisions to the IRB framework for Credit Risk
• Revisions to Credit Valuation Adjustment (CVA) framework
• Revised minimum capital requirements for Market Risk
• Revised Standardised Approach for Operational Risk
• Leverage ratio: Changes to exposure definition and its impact
• Impact of Basel III reforms on Banks' Business, Profitability and Capital Management