Basel IV - Foundation

Basel IV encompasses more than just finalising Basel III – The implementation of CRR III/ CRD VI (Basel IV) in the EU represents one of the biggest challenges for financial institutions in the following years.

The introduction of new rules concerning the calculation of risk-weighted assets and thus the capital ratios of all banks, has a fundamental impact on the development of banks' strategies and shapes their future business models.

Strategic, structural and operational adjustments are required. The optimised implementation of all changes related to Basel IV at the right time requires a detailed knowledge and an in-depth understanding of the reforms.

Regulatory change is a complex challenge that can only be addressed with a coherent and comprehensive approach.

• The objective of the training is to introduce the key concepts of the Basel framework including regulatory background, prudential (capital, liquidity, leverage) ratios, SREP and Pillar III disclosure.

Regulatory background
From Basel III to Basel IV

The Basel capital framework:

• pillar 1: minimum capital requirements
• capital basic principles
• Introduction to capital related ratios (CET1 ratio / leverage ratio)
• introduction to liquidity ratios (LCR / NSFR)
• pillar II: supervisory review process
• key principles
• pillar III: market discipline
• key principles and disclosure requirements

This training will be coordinated by Jean-Philippe Maes, Partner at PwC Luxembourg.

Jean-Philippe, Partner, is part of PwC's Regulatory Compliance services; he leads the firm’s banking and PFS risk Advisory team, chairs the Basel IV taskforce and is the lead advisor for CRD IV/CRR topics.

He has over 15 years of experience in Basel III areas and has helped many banks, investment firms and management companies to implement Basel III and prepare for Basel IV. He has worked in most dimensions of risk management, from operational risk to internal models, encompassing reporting aspects (such as COREP/FINREP) and governance matters.

Lately, Jean-Philippe has been focusing on risk appetite frameworks and the management of non-financial risks such as climate, conduct or reputational risks.