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A practical approach to APRA's QIS and Basel IV readiness

About this event

APRA is consulting on changes to the Basel III (IV) framework and is conducting a Quantitative Impact Study (QIS). In this webinar we will present a practical approach to assess your organisation's preparedness for Basel IV and prepare the QIS in a strategic way. In this session we will focus on the standardised approach to credit risk (APS 112).

The upcoming capital reforms introduced by APRA aim to align to the BASEL III revisions from the BCBS (colloquially known as BASEL IV). This reform will introduce major revisions to the prudential and reporting standards pertaining to capital adequacy. APRA’s request for QIS data is a strategic opportunity to identify impacts early and be prepared to implement the proposed regulatory changes.

In this session we will cover how entities can:

  • Efficiently interpret the revisions to the standards and identify the delta (utilising our decision trees)
  • Assess impacts across business, operations, process, systems and data
  • Quickly identify additional data required for revised calculations (utilising our BASELIV data model)
  • Efficiently perform BASEL IV RWA calculations
  • Run simulations by changing supervisory rules to enable a more fact based response to APRA as part of industry consultation

Can't make it on the date? No problem, a recording of this session will be made available to anyone who has registered for the session.

Hosted by

  • Team member
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    Thomas Verlaet RegCentric

  • Team member
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    Subu Hebbar Consultant @ RegCentric

RegCentric

Experts in Data Management, Finance, Risk and Regulatory Reporting.