On-Demand Webinar hosted by Asia.Risk
Date: April 07, 2020
Time: 2pm HKT
Basel IV works to narrow the gap between IRB approach and the standardised approach for calculating risk-weighted assets. As the banking systems across the region are not uniform in IRB usage levels, this variation across the region means that banks in different jurisdictions will be affected differently.
In this webinar, our panel of speakers discuss the current pain points and provide insights on Basel IV implementation in Asia Pacific, address the most common challenges and what it takes to transform to a Basel IV compliant financial institution:
- An overview of Market-specific Risk drivers – Australia, Hong Kong, Thailand, and overall South East Asia
- What are the key implications of the change to current practices and business models?
- How do financial institutions prepare to adopt and implement these changes?
- What are the impacts across business units (Corporate, Retail, Investments), and overall capital management?
- What are the key challenges to technical implementation, around data, models and methodology and choice of new technology?
- How do FIs address data quality, transparency, auditability and lineage to improve the accuracy of intermediate (FRTB, CVA, SA-CCR) and final RWA calculations
Blake Evans-Pritchard, Bureau Chief, Asia WatersTechnology
Sam Mukhopadhyay, Director Risk and Finance APA, Wolters Kluwer
Michiel Haasbroek, Former Chief Risk Officer, ABN Amro & visiting fellow, visiting research fellow Xi'an Jiaotong-Liverpool University