"International Regulatory Reporting" series :
What firms need to know about Basel III - Session two
| Date : | 30th November 2010 (16:00 GMT / 17:00 CET / 11:00 am EST) |
| Venue: | Online – Log in details sent upon registration |
Session one was held on 25th November 2010 - Register here for post webinar collateral »
Basel III is the regulator’s attempt to address the lessons learnt from the 2007-8-9 financial crises. In it, many of the policy changes previously mentioned by commentators and regulators have been included. Not ALL have been implemented as initially advertised. Basel III represents a significant tightening of the regulatory rules and will impact almost every business model throughout the financial sector.
Selwyn Blair-Ford, Head of Global Regulatory Policy - FRSGlobal, covered the main issues (below) and also gave analysis of how the change in capital structure could impact financial institutions.
Main issues:
- Capital
- Risk coverage
- Leverage ratio
- Capital buffers
- Liquidity standards
- Transitional arrangements
This webinar answered questions being raised in every financial institution:
- “What are the impacts of the new, more stringent rules around allowable capital on your enterprise?”
- “Are you clear on the additional risk charges your firm will face as a result of the Basel III changes?”
- “Leverage ratio represents a significant tightening around the risks financial firms will be allowed to take – do you understand how the leverage ratio could potentially impact your organisation?”
- “How will the penalties associated to capital buffers operate?”
Note
Attendees automatically receive a summary of the webinar, complete with results of on-line polls and questions submitted during the Q&A session, the PowerPoint slides used during the presentation, and a link to a recording of the webinar.

