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BCBS – FSI – AMF (Arab Monetary Fund)

11th High-Level Meeting for the MENA Region “Potential Impact of the Changes to Standardised Approaches for the Banking Industry”

Back to basics:

  • Banking business is about financing the real economy
  • ... and not only regulatory compliance

The Standard Approach reform in the context of so-called “Basel IV”

Standard Approach (SA) is part of pending reforms to complete Basel III:

  • Interest Rate Risk in the Banking Book (IRRBB)
  • Fundamental Review of the Trading Book (FRTB)
  • Standardised Approach
  • Floors for IRB (based on new Standardised Approach)
  • Credit Valuation Adjustment (CVA) risk framework
  • Pilar III disclosure requirement
  • LGD, EAD fixed by supervisors? 2 Industry calls this “Basel IV”

José María Roldán, presidente de la Asociación Española de Banca

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