Basel 3 & Basel 4 Masterclass – Latest Amendments & Updates

New Topics

  • Basel IV addresses, amongst other things, standardised approaches to credit risk.
  • These changes to the standardised approach will affect regulatory credit risk regarding loans for secondary properties (i.e. non-primary residences) from 2022 when these new rules take effect.
  • Many South African banks have large mortgage lending books and much of this lending (about 30% to 40%) is for non-primary residences.
  • How the new rules will impact credit risk capital for this type of lending will be amongst the topics covered, including many Excel-based examples.
  • Join us for the latest developments in Basel from one of Europe’s leading Consultants on the matter, having recently done extensive Stress Testing on Basel for the European Central Bank.

Course Description

This practical course offers advanced-level insights into the Basel accords with emphasis on the Basel III and IV accords and also:

  • Basel I – a brief overview of the what were the big ideas, why was it necessary in the first place and what risks did it cover?
  • Basel II – why was it necessary, what improvements and additions were made to the Basel I accord?
  • Basel III – a patchwork of corrective measures designed to repair flaws detected in Basel II, not replace Basel II. What are the timings involved in the implementation, why are these staggered, what are the big changes and how do they affect bank capital?
  • Basel IV – which introduces sweeping changes to the trading book. What are these changes? How will they affect bank capital and what is the timing involved?

New changes (2014) to both the standardised approach to credit risk and to the simpler approaches to operational risk will be explored.

Extra Value Add! All aspects of the course will be reinforced using Microsoft Excel-based spreadsheets and models. Unique and exclusive pre-made spreadsheets will be provided to all delegates and explained to unlock their value.

Earn 16 hours CPD points for attending this event!
For the past two years, Gary has worked as an independent consultant on projects for the European Central Bank’s TRIM (targeted review of internal models). His focus has been on quantitative credit risk assessment and management in financial institutions (principally the Basel regulatory accords).





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Terms and Conditions

Payment Methods: Kindly note that payment is required no later than 14 days from invoice date. In the event of nonpayment, Masterclass Events reserves the right to cancel the booking and the full amount under disagreement will be due and payable.

Confirmation Details: Upon reception of your booking, we will e-mail each registered person our delegate confirmation pack. This pack will include venue information with a map and specific event details. If you have not received confirmation within one week of booking, kindly contact us on 012 654 8615 for assistance. Delegate fees include all workshop materials, lunch and refreshments for each day. Please note that hotel accommodation and travel are not included in the price. We can offer travel and hotel booking assistance if required. If you require any travel assistance please contact us.

Cancellation and Transfer Policy: Delegates unable to attend the event may send a substitute delegate in their place. Please send written details of substitution. Written cancellations must be received more than 10 working days prior to the date of the event and will be liable for 50% of the event fee. Failure to cancel, or cancellations received 10 working days or less prior to the event date, will result in liability for the full event fee. Masterclass Events reserves the right to alter the program and speaker details without notice.

R 13 495.00 (VAT Excl) per delegate

Group Discounts
3+ delegates: 10% group discount
5+ delegates: 15% group discount

Bookings are confirmed upon receipt of signed registration form. All prices are exclusive of 15% VAT.

There is a R605 per day surcharge for Kosher & Halaal Meals.

Payment Methods:
Kindly note that payment is required no later than 14 days from invoice date. In the event of nonpayment, Masterclass Events reserves the right to cancel the booking and the full amount under disagreement will be due and payable.

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Great Course

Thanks for a great course. I thoroughly enjoyed myself and your staff were excellent.

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