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UAB Online Workshop: Practical Implementation of the BASEL Post-Crisis Reforms (Road to Basel IV)

Background:
The Basel Committee on Banking Supervision (BCBS) has finalized in December 2017 the final revisions to the Basel III package, complementing the initial phase of the Basel III reforms announced in 2010. The new reforms seek to restore credibility in the calculation of risk-weighted assets (RWAs) and improve the comparability of Banks’ capital ratios.
A key objective of the revisions incorporated into the framework is to reduce excessive variability of risk-weighted assets (RWA). The revisions to the regulatory framework will help restore credibility in the calculation of RWA by: enhancing the robustness and risk sensitivity of the standardized approaches for credit risk and operational risk, which will facilitate the comparability of banks’ capital ratios;

  • constraining the use of internally modeled approaches; and
  • complementing the risk-weighted capital ratio with a finalized leverage ratio and a revised and robust capital floor.
    Banks worldwide will be affected by the new reforms and their solvency ratios might be positively or negatively impacted depending on the structure of their portfolios.

Objectives:
On completion of this workshop, participants will be able to have a clear, proper and practical understanding of the following topics:

  • The main components and definition of regulatory capital and risk weighted assets;
  • The improvements brought to the treatment of credit risk;
  • The enhancements brought to the treatment of operational risk;
  • The implementation of the leverage ratio surcharge introduced for the largest Banks;
  • The implementation of the risk-sensitive output floor; and
  • The new implementation timetable.

Prerequisites:

  • Basel requirements general knowledge;
  • Understanding English.

Who should attend?

  • Regulatory Authorities;
  • Risk Managers and senior staff in Banks;
  • Financial Controllers and Financial Managers and senior staff in Banks;
  • Treasurers and Capital Markets Managers and senior staff in Banks;
  • Internal Auditors and senior staff in Banks;
  • External Auditors and their main assistants.

Topics and Agenda:

DAY 1

  • Basel II Overview
  • Basel III Overview
  • Overview on the initial standardized approach for credit risk;
  • Revisions to the standardized approach for credit risk to enhance the regulatory framework;
  • Case Study.

DAY 2

  • Amendments brought to the exposures to Banks;
  • Amendments brought to the exposures to Corporate and SMEs;
  • Stand-alone treatment for exposures to project finance, object finance and commodities finance;
  • Residential real estate exposures new risk-sensitive approaches;
  • Retail exposures treatment and overview on the more granular new treatment;
  • Commercial real estate exposures treatment;
  • Subordinated debt and equity exposures treatment;
  • Off-balance sheet items treatment and the credit conversion factors (CCFs);
  • Case Study.

DAY 3

  • Internal ratings-based approaches for credit risk;
  • Removal of the use of the advanced IRB approach for certain asset classes;
  • Specification of input floors;
  • Additional enhancements;
  • CVA risk framework;
  • New Operational Risk Management requirements;
  • Leverage ratio framework;
  • Buffer for global systemically important Banks;
  • Refinements to the leverage ratio exposure measure;
  • Output floor; and
  • Transitional arrangements.

Speaker:

Dr. Rodrigue Abi-Elhesn

  • Senior Manager and Group Head of Strategy & Risk Analytics at Credit Libanais s.a.l, Beirut, Lebanon;
  • University Lecturer in Lebanon;
  • Trainer and lecturer at the Union of Arab Banks and many other Arab and International training firms;
  • Participated in dozens of international workshops on banking supervision, risk management and corporate governance and frequent speaker in major international conferences and workshops, covering a variety of areas of his expertise;
  • Professional banking career, spanning over fifteen years in the financial industry, having worked in the entire spectrum of financial risk management functions, culminating in core competency as a professional in enterprise-wide risk management.
June 08 2020

Venue

Union of Arab Banks

St. Mina, Omar Daouk, Al Hosn, Beirut
Beirut, Lebanon

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Phone:

9611377800

Visit Venue Website

UAB Online Workshop: Practical Implementation of the BASEL Post-Crisis Reforms (Road to Basel IV)

Background:
The Basel Committee on Banking Supervision (BCBS) has finalized in December 2017 the final revisions to the Basel III package, complementing the initial phase of the Basel III reforms announced in 2010. The new reforms seek to restore credibility in the calculation of risk-weighted assets (RWAs) and improve the comparability of Banks’ capital ratios.
A key objective of the revisions incorporated into the framework is to reduce excessive variability of risk-weighted assets (RWA). The revisions to the regulatory framework will help restore credibility in the calculation of RWA by: enhancing the robustness and risk sensitivity of the standardized approaches for credit risk and operational risk, which will facilitate the comparability of banks’ capital ratios;

  • constraining the use of internally modeled approaches; and
  • complementing the risk-weighted capital ratio with a finalized leverage ratio and a revised and robust capital floor.
    Banks worldwide will be affected by the new reforms and their solvency ratios might be positively or negatively impacted depending on the structure of their portfolios.

Objectives:
On completion of this workshop, participants will be able to have a clear, proper and practical understanding of the following topics:

  • The main components and definition of regulatory capital and risk weighted assets;
  • The improvements brought to the treatment of credit risk;
  • The enhancements brought to the treatment of operational risk;
  • The implementation of the leverage ratio surcharge introduced for the largest Banks;
  • The implementation of the risk-sensitive output floor; and
  • The new implementation timetable.

Prerequisites:

  • Basel requirements general knowledge;
  • Understanding English.

Who should attend?

  • Regulatory Authorities;
  • Risk Managers and senior staff in Banks;
  • Financial Controllers and Financial Managers and senior staff in Banks;
  • Treasurers and Capital Markets Managers and senior staff in Banks;
  • Internal Auditors and senior staff in Banks;
  • External Auditors and their main assistants.

Topics and Agenda:

DAY 1

  • Basel II Overview
  • Basel III Overview
  • Overview on the initial standardized approach for credit risk;
  • Revisions to the standardized approach for credit risk to enhance the regulatory framework;
  • Case Study.

DAY 2

  • Amendments brought to the exposures to Banks;
  • Amendments brought to the exposures to Corporate and SMEs;
  • Stand-alone treatment for exposures to project finance, object finance and commodities finance;
  • Residential real estate exposures new risk-sensitive approaches;
  • Retail exposures treatment and overview on the more granular new treatment;
  • Commercial real estate exposures treatment;
  • Subordinated debt and equity exposures treatment;
  • Off-balance sheet items treatment and the credit conversion factors (CCFs);
  • Case Study.

DAY 3

  • Internal ratings-based approaches for credit risk;
  • Removal of the use of the advanced IRB approach for certain asset classes;
  • Specification of input floors;
  • Additional enhancements;
  • CVA risk framework;
  • New Operational Risk Management requirements;
  • Leverage ratio framework;
  • Buffer for global systemically important Banks;
  • Refinements to the leverage ratio exposure measure;
  • Output floor; and
  • Transitional arrangements.

Speaker:

Dr. Rodrigue Abi-Elhesn

  • Senior Manager and Group Head of Strategy & Risk Analytics at Credit Libanais s.a.l, Beirut, Lebanon;
  • University Lecturer in Lebanon;
  • Trainer and lecturer at the Union of Arab Banks and many other Arab and International training firms;
  • Participated in dozens of international workshops on banking supervision, risk management and corporate governance and frequent speaker in major international conferences and workshops, covering a variety of areas of his expertise;
  • Professional banking career, spanning over fifteen years in the financial industry, having worked in the entire spectrum of financial risk management functions, culminating in core competency as a professional in enterprise-wide risk management.
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