Basel Regulatory Capital Landscape

In this session, we go over the Regulatory Capital Landscape. Impact assessment, impact of Covid and implementation challenges. Followed by a Q&A session.
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Time Stamps:
0:00 - Introduction
2:00 - Agenda
3:04 - Banks today look at Risk from the context of Business Strategy
4:26 - Basel III to Basel IV
10:19 - Economic Capital vs Regulatory Capital
13:33 - Basel Capital Framework
15:36 - Basel Framework - Time Line
23:40 - Comparison of Basel II and Basel III Capital Requirements
25:56 - Basel III standards and phase-in arrangements
29:02 - Regulatory CET1 capital Adjustments
31:15 - Capital Conservation Buffer (CCB)
34:12 - Counter Cyclical Buffer
36:16 - TLAC - G-SIBs
39:15 - Level of Capital (from June 2011 to December 2019)
41:24 - Capital Raised Externally
41:47 - Structure of Regulatory Capital Under Initial Basel III
42:44 - Combined shortfall amounts under the final Basel III framework
43:47 - Early lessons from Covid-19 pandemic on the Basel reforms
45:21 - Covid-19 measures related to the Basel Framework
47:08 - Evolution of GDP in the Covid-19 pandemic and the Great Financial Crisis
48:47 - Developments in bond and equity markets
50:02 - Banks profits and equity price movements
50:28 - Developments in CET1 ratios, Leverage Ratios and LCRs
51:37 - Basel Framework - Implementation challenges
1:01:16 - Basel Framework - Implementation challenges - Macro Issues
1:06:39 - Reference documents
1:07:50 - Recap
1:11:08 - Q&A