Basel Standards in the UK & EU - Implementing Change

Introduction

This new virtual classroom seminar will cover the on-going implementation of Basel capital standards in the EU and UK.

Since the financial crisis banks have faced increasingly stringent bank capital requirements arising out of the Basel standards.

These standards were implemented in the EU and the UK primarily through the Capital Requirements Directive (‘CRD’).

The final set of standards under Basel III are due to come into effect in the EU by 2025 through CRD VI, the latest iteration of the CRD.

This session will cover the key changes arising out of CRD VI as well as standards issues by the Prudential Regulation Authority (‘PRA’) in the UK and will cover divergences in approach as between the EU and UK post-Brexit, given that the UK will not be implementing CRD VI.

This session will be of interest to regulatory reporting professionals as well as in-house legal and compliance teams.

What You Will Learn

This live and interactive session will cover the following:

• Key changes arising In CRD VI and PRA rules including:
• Standardised approach for credit risk
• Internal ratings-based approach for credit risk
• Minimum haircut floors for SFTs
• Market risk
• CVA risk
• Output floor
• Key differences in approach between EU and UK

Recording of live sessions: Soon after the Learn Live session has taken place you will be able to go back and access the recording - should you wish to revisit the material discussed.