Basel IV, capital and liquidity requirements
View AgendaKey reasons to attend
- Explore the relationship between Basel IV to operational and credit risk
- Study the impact of market volatility on liquidity risk management
- Focus on the key regulatory initiatives in diverse regions
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About the course
This learning event offers in-depth insight on the updated reforms and challenges associated with the implementation of Basel IV.
Expert speakers will guide participants in their exploration of best practices for applying the standardised approaches, highlighting the impacts of capital output floor, capital ratios and risk-weighted assets calculation. Participants will compare implementation progress in various regions while discussing next steps for their organisations.
Participants will develop their skills to manage implications on their role and gain tools for using the internal ratings-based approach under credit risk and the new operational risk frameworks.
Pricing options:
- Early-bird rate: save up to $800 per person by booking in advance (refer to the booking section for the deadline)
- 3-for-2 rate: save over $2,000 by booking a group of three attendees (applicable to this course)
- Subscriber reward: save 30% off the standard rate if you are a Risk.net subscriber (use code SUB30)
- Season tickets: save over $1,000 per person by booking 10 or more tickets (available on selection of courses)
*The 30% subscriber reward discount is applicable only to current Risk.net subscribers. If this criteria is not met, we reserve the right to cancel the booking and issue an invoice for the correct rate. Discounts cannot be applied to already registered participants.
Learning objectives
- Assess the future of Basel IV proposals, progress and implementation timeline
- Manage market risk with the Fundamental Review of the Trading Book (FRTB) internal model
- Make the necessary transitional adjustments to capital output floors
- Integrate interest rate risk as part of market risk in the trading book
- Navigate the implications of climate risk stress-testing under Basel IV requirements
- Measure counterparty credit risk with the revised standardised approach
Who should attend
Relevant departments may include but are not limited to:
- Regulation
- Compliance
- Treasury
- Accounting
- Finance
- Legal
- Credit risk
- Capital risk
- Liquidity risk
- Operational risk management
Agenda
September 2–4, 2025
Live online. Timezones: Emea/Americas
Agenda sessions:
- Basel IV implications and looking ahead
- Interest rate and liquidity risk management
- Basel IV and its implications to the credit risk calculation
- Basel IV and counterparty credit risk (CCR)
- The Fundamental Review of the Trading Book (FRTB) in the context of Basel IV
- The effect on capital models and management
Accreditation
This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.
Pre-reading materials
The Risk.net resources below have been selected to enhance your learning experience:
- Party’s over as more banks drop internal models for market risk - Read article | Risk.net
- Filling the gaps in Basel’s interest rate risk measures - Read article | Risk.net
- Can CCPs provide a port in a storm for securities lending? - Read article | Risk.net
A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two news articles a month.
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