Basel IV 2026: Strategic Impact on Risk Management, Capital, RWA and Banking Business
Basel IV 2026: Strategic Impact on Risk Management, Capital, RWA and Banking Business
Deskripsi
Pelatihan ini dirancang untuk memberikan pemahaman komprehensif mengenai perkembangan Basel III Final Reforms yang sering disebut Basel IV, serta dampaknya terhadap pengelolaan risiko, permodalan, Risk-Weighted Assets (RWA), strategi bisnis, dan ketahanan perbankan. Fokus pelatihan diarahkan pada bagaimana perubahan framework Basel memengaruhi pengukuran risiko dan kebutuhan modal bank.
Peserta akan membahas perubahan pendekatan pengukuran Credit Risk, Market Risk, Operational Risk, Counterparty Credit Risk, CVA Risk, serta penerapan Output Floor dan Leverage Ratio. Basel Framework saat ini memang mengatur RWA untuk credit risk, market risk, dan operational risk, dengan output floor sebagai pembatas agar kebutuhan modal berbasis model internal tidak turun terlalu jauh dibandingkan pendekatan standardised.
Pelatihan juga membahas dampak strategis Basel IV terhadap CAR, capital planning, risk appetite, pricing, portfolio management, profitability, dan business strategy, sehingga peserta tidak hanya memahami aspek regulatory compliance, tetapi mampu menerjemahkan perubahan Basel menjadi keputusan bisnis dan strategi manajemen risiko.
Tujuan
- Memahami perkembangan dan framework Basel IV/Final Basel III Reforms.
- Memahami perubahan metode perhitungan RWA dan capital requirement.
- Menganalisis dampak Basel terhadap CAR dan permodalan bank.
- Mengidentifikasi dampak perubahan RWA terhadap strategi bisnis.
- Mengintegrasikan Basel framework dengan risk management dan capital planning.
Materi
- BAB 1 – Basel IV 2026 & Regulatory Framework
- Overview Basel I, Basel II, Basel III hingga Final Basel III
- Konsep “Basel IV” dalam industri perbankan
- Tujuan Basel III Final Reforms
- Perubahan utama framework Basel
- Regulatory capital dan risk-based capital
- Dampak Basel terhadap banking resilience
- Update implementasi Basel secara global dan nasional
- BAB 2 – Basel IV & Risk Management Framework
- Integrasi Basel dengan Enterprise Risk Management
- Risk governance dan risk appetite
- Three Lines Model
- Risk identification, measurement, monitoring dan control
- Hubungan risk profile dengan capital requirement
- Integrasi Basel dengan ICAAP
- Strategic risk management berbasis capital
- BAB 3 – Basel IV Capital Framework
- Struktur regulatory capital
- CET1, AT1 dan Tier 2 Capital
- Capital adequacy ratio
- Capital conservation buffer
- Countercyclical capital buffer
- Capital planning
- Capital allocation
- Dampak perubahan RWA terhadap kebutuhan modal
- BAB 4 – Credit Risk & Revised RWA
- Perubahan framework Credit Risk
- Standardised Approach for Credit Risk
- Risk weight berdasarkan jenis eksposur
- Credit risk mitigation
- External rating dan unrated exposure
- Real estate exposure
- Corporate, retail dan SME exposure
- Internal Ratings-Based Approach
- Input floors dan model limitations
- Dampak Credit Risk RWA terhadap capital
- BAB 5 – Market Risk & Trading Book
- Fundamental Review of the Trading Book (FRTB)
- Banking Book vs Trading Book
- Standardised Approach for Market Risk
- Sensitivities-Based Method
- Default Risk Charge
- Residual Risk Add-on
- Internal Models Approach
- Backtesting dan P&L Attribution Test
- Dampak Market Risk RWA terhadap capital
- BAB 6 – Operational Risk & RWA
- Perubahan framework operational risk
- Standardised Approach for Operational Risk
- Business Indicator Component
- Internal Loss Multiplier
- Historical operational loss
- Operational risk data
- Operational resilience
- Dampak operational risk terhadap RWA
- Integrasi operational risk dengan capital management
- BAB 7 – Counterparty Credit Risk & CVA
- Konsep Counterparty Credit Risk
- Exposure at Default
- SA-CCR
- Counterparty exposure measurement
- Credit Valuation Adjustment
- BA-CVA dan SA-CVA
- Collateral dan netting
- Dampak CCR dan CVA terhadap RWA
- BAB 8 – Output Floor & Internal Model
- Konsep Output Floor
- Tujuan dan prinsip Output Floor
- Standardised RWA vs Modelled RWA
- Dampak Output Floor terhadap total RWA
- Hubungan internal model dengan capital requirement
- Model risk
- Capital impact analysis
- Strategi menghadapi peningkatan RWA akibat Output Floor
- BAB 9 – Leverage Ratio & Capital Constraint
- Konsep leverage ratio
- Tier 1 capital dan leverage exposure
- Perbedaan risk-based capital dan leverage ratio
- Leverage ratio sebagai backstop
- Dampak balance sheet terhadap capital
- Hubungan leverage ratio dengan business growth
- Capital optimisation
- BAB 10 – Basel IV Impact on Banking Business
- Dampak RWA terhadap lending strategy
- Risk-adjusted pricing
- Portfolio optimisation
- Capital allocation
- Profitability dan Return on Capital
- Dampak terhadap produk dan segmen bisnis
- Credit portfolio strategy
- Treasury dan market activities
- Trade-off antara growth, risk dan capital
- BAB 11 – Stress Testing, ICAAP & Capital Planning
- Basel stress testing framework
- Scenario analysis
- Sensitivity analysis
- Capital adequacy under stress
- Reverse stress testing
- Integrasi stress testing dengan ICAAP
- Capital planning
- Capital contingency strategy
- Linkage antara risk appetite, stress testing dan capital
- BAB 12 – Strategic Implementation Basel IV 2026
- Basel gap analysis
- Regulatory impact assessment
- RWA impact assessment
- Capital impact assessment
- Data dan system readiness
- Model governance
- Risk data quality
- Regulatory reporting
- Basel implementation roadmap
- Strategic action plan bagi bank
- BAB 13 – Basel IV & Future Banking Strategy
- Basel dan digital banking
- Basel dan operational resilience
- Basel dan climate-related financial risks
- Basel dan emerging risks
- Data-driven risk management
- Risk-adjusted business strategy
- Sustainable capital management
- Building resilient and capital-efficient banking business
- BAB 14 – Case Study & Practical Exercise
- Simulasi perhitungan RWA
- Analisis perubahan risk weight
- Perbandingan standardised RWA dan modelled RWA
- Simulasi Output Floor
- Analisis dampak terhadap CAR
- Capital impact assessment
- Risk-adjusted business decision
- Penyusunan rekomendasi strategi Basel IV
Peserta
Divisi Risk Management
Divisi Credit Risk
Divisi Market Risk
Divisi Capital Management
Divisi Regulatory Reporting
Divisi Strategic Planning
Divisi Finance & Accounting
Metode
• Pre Test
• Presentasi Materi
• Diskusi
• Studi Kasus
• Post Test
Fasilitas
• Training Amenities
• Peralatan Pelatihan (Tas, Hand Out, Block Note, Pulpen, Watermark)
• Sertifikat
• Souvenir
• 2x Coffee Break, 1x Lunch