The New Framework of Amendments to Basel III Reforms: The Next Generation of Risk Weighted Assets and Capital Adequacy Requirements
Location: MILLENNIUM PLAZA HOTEL – DOHA – QATAR
Date: September 28-30, 2025
Time: 9:00 AM till 3:00 PM
Background:
The global banking sector is undergoing a new wave of regulatory transformation with the implementation of Basel III reforms, the latest evolution of the Basel Committee’s capital framework. These reforms bring substantial changes to the calculation of Risk Weighted Assets (RWAs) and the determination of Capital Adequacy Ratios, with the aim of enhancing comparability, reducing excessive variability, and ensuring capital requirements are more closely aligned with actual risk.
This workshop provides banking professionals with a comprehensive understanding of Basel III reforms revised approaches to credit risk, operational risk, market risk, and output floors. Participants will explore the strategic and operational implications of these reforms, supported by real-world examples and practical implementation guidance.
The New Framework of Amendments to Basel III Reforms:
The Next Generation of Risk Weighted Assets and Capital Adequacy Requirements – MILLENNIUM PLAZA HOTEL – DOHA – QATAR – 28 – 30 SEPTEMBER 2025
The workshop aims to provide participants with an in-depth understanding of the new reforms introduced by the Basel Committee, including the substantial changes to the methodologies for calculating risk-weighted assets, as well as credit, operational, and market risk management. It will also address the implications of implementing the minimum capital requirements, while shedding light on the strategic and practical impact of these reforms on the banking sector through real-world examples and interactive discussions.
In December 2017 the Basel committee finalized its work on the reform of the Basel III framework. Together with requirements already published in 2015 and 2016, the Basel committee changes all approaches for the calculation of RWA and the corresponding Pillar III disclosure rules. This package of new standards from the Basel Committee, which is unofficially called «Basel III Reforms», is now the most comprehensive package of modifications in the history of banking supervision.
Basel III Reforms package aims at restoring credibility in the calculation of risk-weighted assets (RWAs), and improving the comparability of banks’ capital ratios by: • Increasing risk sensitivity of the standardized approaches for credit risk, operational risk, market risk and credit valuation adjustment • Constraining the use of the internal model approaches • Complementing the risk-weighted capital ratio with a finalized leverage ratio and a revised capital floor
TARGET AUDIENCE:
• Risk management specialists • Regulatory compliance officers • Finance, treasury, and capital planning executives • Internal auditors and control professionals • Banking supervisors and regulators • Senior management involved in strategic decision-making
The New Framework of Amendments to Basel III Reforms: The Next Generation of Risk Weighted Assets and Capital Adequacy Requirements
The New Framework of Amendments to Basel III Reforms: The Next Generation of Risk Weighted Assets and Capital Adequacy Requirements
Location: MILLENNIUM PLAZA HOTEL – DOHA – QATAR
Date: September 28-30, 2025
Time: 9:00 AM till 3:00 PM
Background:
The global banking sector is undergoing a new wave of regulatory transformation with the implementation of Basel III reforms, the latest evolution of the Basel Committee’s capital framework. These reforms bring substantial changes to the calculation of Risk Weighted Assets (RWAs) and the determination of Capital Adequacy Ratios, with the aim of enhancing comparability, reducing excessive variability, and ensuring capital requirements are more closely aligned with actual risk.
This workshop provides banking professionals with a comprehensive understanding of Basel III reforms revised approaches to credit risk, operational risk, market risk, and output floors. Participants will explore the strategic and operational implications of these reforms, supported by real-world examples and practical implementation guidance.
The New Framework of Amendments to Basel III Reforms:
The Next Generation of Risk Weighted Assets and Capital Adequacy Requirements – MILLENNIUM PLAZA HOTEL – DOHA – QATAR – 28 – 30 SEPTEMBER 2025
The workshop aims to provide participants with an in-depth understanding of the new reforms introduced by the Basel Committee, including the substantial changes to the methodologies for calculating risk-weighted assets, as well as credit, operational, and market risk management. It will also address the implications of implementing the minimum capital requirements, while shedding light on the strategic and practical impact of these reforms on the banking sector through real-world examples and interactive discussions.
OBJECTIVE:
In December 2017 the Basel committee finalized its work on the reform of the Basel III framework. Together with requirements already published in 2015 and 2016, the Basel committee changes all approaches for the calculation of RWA and the corresponding Pillar III disclosure rules. This package of new standards from the Basel Committee, which is unofficially called «Basel III Reforms», is now the most comprehensive package of modifications in the history of banking supervision.
Basel III Reforms package aims at restoring credibility in the calculation of risk-weighted assets (RWAs), and improving the comparability of banks’ capital ratios by:
• Increasing risk sensitivity of the standardized approaches for credit risk, operational risk, market risk and credit valuation adjustment
• Constraining the use of the internal model approaches
• Complementing the risk-weighted capital ratio with a finalized leverage ratio and a revised capital floor
TARGET AUDIENCE:
• Risk management specialists
• Regulatory compliance officers
• Finance, treasury, and capital planning executives
• Internal auditors and control professionals
• Banking supervisors and regulators
• Senior management involved in strategic decision-making