Event Details

Program on Final Basel III Regulatory Reform for Banks

Learning, Risk Management

Monday, March 26, 2018 to Tuesday, March 27, 2018
Gateway Room, Taj Mahal Palace Hotel, Colaba, Mumbai

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.

Program Coverage

•         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   

The target participants are senior executives and officials of banks and financial institutions entrusted or connected with capital planning, risk management (credit/market/operational), balance sheet management, asset-liability management and other relevant departments.

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