The new revisions to the standardized approach for measuring credit risk
28 – 30 April 2019 Amman – Jordan
A key objective of the Finalizing Basel III revisions is to reduce excessive variability of risk-weighted assets (RWAs). It addresses a number of shortcomings with the pre-crisis regulatory framework and provides a regulatory foundation for a resilient banking system that supports the real economy. A prudent and credible calculation of RWAs is an integral element of the risk-weighted capital framework. Banks’ reported risk-weighted capital ratios should be sufficiently transparent and comparable to permit stakeholders to assess their risk profile.
On completion of this workshop, participants will be able to:
Identify the features and requirements of the new revisions of new calculation of Risk Weighted Assets (RWA).
Describe possible future developments in the computation of Credit risk and
Outline the new enhancements to the Standardized Approach for measuring
MAIN TOPICS AND AGENDA:
Understanding the drivers of change
High level overview of the Finalised Basel III Reform package (“Basel IV”)
Adapting to evolving measures of capital requirements
Planning and delivering the change by 1/1/2021
The main concerns of the Risk weighted Assets
The new treatment of the Claims to banks
The new revisions to the claims to Corporate
The new requirements to the regulatory Retail portfolio
Residential Real Estate Portfolio
Commercial Real Estate Portfolio
The new requirement to the Past Due Portfolio
General Overview of the new Operational Risk framework
• In order to get maximum benefit from this Workshop, Each participant should have fundamental-level subjects related to Risk Management applications.
• Participants should also be familiar with the mechanics of the Basel III – Pillar I Credit risk Management and Measurement.
• Profound English is must.
Who should attend this workshop:
Bank Regulators and Examiners
1100 $ for UAB members
1300 $ for Non-UAB members
fees include attending the workshop, receiving the material, refreshments and a daily lunch.
SCHEDULE AND LANGUAGE:
Registration: the first day from 8am to 9 am.
Schedule : from 9:00 am to 15:00 pm daily.
Workshop language: English & minor of Arabic