Basel IV IN PRACTICE: Implementation Challenges and Strategic Business Impact
Location: Riyadh – Saudi Arabia
Date: November 01 – 03, 2026
Time: 9:00 AM till 3:00 PM
Background:
In response to the shortcomings exposed by the global financial crisis, and to address longstanding gaps in Basel II’s framework, the Basel Committee on Banking Supervision (BCBS) introduced the Basel III reforms in 2010. These reforms aimed to strengthen risk management, enhance capital adequacy, and introduce minimum liquidity standards, while also tackling systemic risk across the banking sector.
Subsequently, the Committee finalized a set of additional revisions to the Basel III framework—commonly referred to as “Basel IV”, to complement the initial Basel III package. The Basel IV reforms are designed to restore confidence in the calculation of risk weighted assets (RWAs) and improve the comparability of banks’ capital ratios.
Implementation of Basel IV has already begun within the GCC and in most jurisdictions around the world. These reforms are anticipated to have significant implications for banks’ capital requirements and strategic decision-making processes globally.
Basel IV IN PRACTICE: Implementation Challenges and Strategic Business Impact – Riyadh – Saudi Arabia – 01 – 03 November 2026
The program is designed to enhance the readiness of banks and financial institutions to meet evolving regulatory requirements and to understand the strategic implications of Basel IV reforms on risk management, capital adequacy, and liquidity management. Through a practical and implementation-focused approach, it will address key developments related to the final Basel standards, including risk measurement methodologies, Risk-Weighted Assets (RWAs), capital and liquidity requirements, leverage ratio considerations, and the application of the Output Floor, while highlighting major implementation challenges, best practices, and relevant international and regional experiences.
By the end of the training program, participants will be able to: • Understand the key concepts & principles of the Basel III & IV accords • Describe the various components of the regulatory framework • Analyze the impact of the Basel III and IV frameworks on Banks in general and on the GCC market specifically • Assess the implications of the Basel III & IV accords on risk management practices • Understand the main components and definition of regulatory capital and risk weighted assets, as well as Basel III capital buffers • Understand how liquidity and funding risk are captured by the LCR and NSFR • Understand the changes brought to the treatment of credit risk • Understand the changes brought to the treatment of operational risk • Understand the changes brought to the treatment of Credit Valuation Adjustments • Understand the implementation of the leverage ratio surcharge on the systemic Banks • Understand the implementation of the risk-sensitive output floor • Understand the new implementation timetable • Address challenges and considerations • Understand the different roles of the first and second lines of defense in the implementation • Gain a practical understanding on the implementation aspects through specific examples and case studies
Target Audience
• Risk Managers: Professionals responsible for managing and mitigating risks within financial institutions. • Finance and Treasury Professionals: Individuals involved in capital planning, liquidity management, and financial risk management within banks and financial institutions. • Regulators. • Internal and External Auditors.
Basel IV IN PRACTICE: Implementation Challenges and Strategic Business Impact
Basel IV IN PRACTICE: Implementation Challenges and Strategic Business Impact
Location: Riyadh – Saudi Arabia
Date: November 01 – 03, 2026
Time: 9:00 AM till 3:00 PM
Background:
In response to the shortcomings exposed by the global financial crisis, and to address longstanding gaps in Basel II’s framework, the Basel Committee on Banking Supervision (BCBS) introduced the Basel III reforms in 2010. These reforms aimed to strengthen risk management, enhance capital adequacy, and introduce minimum liquidity standards, while also tackling systemic risk across the banking sector.
Subsequently, the Committee finalized a set of additional revisions to the Basel III framework—commonly referred to as “Basel IV”, to complement the initial Basel III package. The Basel IV reforms are designed to restore confidence in the calculation of risk weighted assets (RWAs) and improve the comparability of banks’ capital ratios.
Implementation of Basel IV has already begun within the GCC and in most jurisdictions around the world. These reforms are anticipated to have significant implications for banks’ capital requirements and strategic decision-making processes globally.
Basel IV IN PRACTICE: Implementation Challenges and Strategic Business Impact – Riyadh – Saudi Arabia – 01 – 03 November 2026
The program is designed to enhance the readiness of banks and financial institutions to meet evolving regulatory requirements and to understand the strategic implications of Basel IV reforms on risk management, capital adequacy, and liquidity management. Through a practical and implementation-focused approach, it will address key developments related to the final Basel standards, including risk measurement methodologies, Risk-Weighted Assets (RWAs), capital and liquidity requirements, leverage ratio considerations, and the application of the Output Floor, while highlighting major implementation challenges, best practices, and relevant international and regional experiences.
OBJECTIVES
By the end of the training program, participants will be able to:
• Understand the key concepts & principles of the Basel III & IV accords
• Describe the various components of the regulatory framework
• Analyze the impact of the Basel III and IV frameworks on Banks in general and on the GCC market specifically
• Assess the implications of the Basel III & IV accords on risk management practices
• Understand the main components and definition of regulatory capital and risk weighted assets, as well as Basel III capital buffers
• Understand how liquidity and funding risk are captured by the LCR and NSFR
• Understand the changes brought to the treatment of credit risk
• Understand the changes brought to the treatment of operational risk
• Understand the changes brought to the treatment of Credit Valuation Adjustments
• Understand the implementation of the leverage ratio surcharge on the systemic Banks
• Understand the implementation of the risk-sensitive output floor
• Understand the new implementation timetable
• Address challenges and considerations
• Understand the different roles of the first and second lines of defense in the implementation
• Gain a practical understanding on the implementation aspects through specific examples and case studies
Target Audience
• Risk Managers: Professionals responsible for managing and mitigating risks within financial institutions.
• Finance and Treasury Professionals: Individuals involved in capital planning, liquidity management, and financial risk management within banks and financial institutions.
• Regulators.
• Internal and External Auditors.