BASEL IV & CREDIT RISK MANAGEMENT (WHAT WILL BE THE CAPITAL IMPACT ON THE BANKS)

#BASEL4 #BASELACCORD #ECB #CREDITRISK #marketrisk #datascience
#finance #FINANCIALREGULATION
Basel IV is a follow up to Basel III. It will have significant impact on the banks. Regulators want it to reduce degree of variability in Capital assessment and harmonize how banks calculate risk capital. For corporates with greater than 500 million in turnover, banks can not use the internal models. Basel IV introduces output floor which ensures that the RWA from bank’s internal estimates is at least 72.5% of the standardized approach (regulatory approach). Besides, there are changes to CVA and operational risk frameworks
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[@AnalyticsUniversity]

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[@trusharptooth]

Hello there, came across your video. Very interesting. I have an inquiry regarding basil 4+5. Will they allow Banks to offer new products such as rainbow currency accounts with crypto custody. ? TY

[@adityadeshmukh835]

Are the Basel 4 also applicable for US markets and what is deadline of implementation for same?
Also can u share the guideline link from where you extracted this information will be great help.
Thanks 😊

[@LifelongStudentBelgium]

Some remarks:
1) flat weight 35% is based on the ltv as well… for fully secured art 124 CRR up to 80% of the property value/exposure is weighted 35% others are weighted as unsecured
2) ltv ratio based method (etv according to terminology european parliament - council & original european commission proposal (still ongoing) they have a bucketing per etv for income producing residential property… but for residential real estate which is non-IPRE this is 20% weighted for the amount up to 55% of the property value/outstanding

[@LifelongStudentBelgium]

Both for standardized approach credit risk