Understanding Basel IV: New Standards for Banking Risk Management

Understanding Basel IV: New Standards for Banking Risk Management

Understanding Basel IV: New Standards for Banking Risk Management

25 - 27 May 2026 Yogyakarta Hotel Ibis Style

Deskripsi

Basel IV merupakan reformasi lanjutan dari Basel III yang diperkenalkan oleh Basel Committee on Banking Supervision (BCBS) untuk memperkuat ketahanan sistem perbankan global melalui pendekatan pengukuran risiko yang lebih sensitif, transparan, dan konsisten. Perubahan dalam Basel IV membawa dampak signifikan terhadap pengelolaan risiko, perhitungan modal, Risk Weighted Assets (RWA), tata kelola risiko, hingga strategi bisnis bank secara keseluruhan.

Pelatihan ini dirancang untuk memberikan pemahaman menyeluruh mengenai framework Basel IV dan implementasinya dalam praktik manajemen risiko perbankan modern. Peserta akan mempelajari perubahan utama Basel IV dibandingkan Basel III, penguatan pengelolaan risiko kredit, risiko operasional, risiko pasar, liquidity risk, IRRBB, stress testing, ICAAP, hingga penguatan governance dan compliance.

Selain membahas konsep dan regulasi internasional, pelatihan ini juga akan mengulas tantangan implementasi Basel IV di industri perbankan Indonesia, termasuk strategi adaptasi, penguatan internal control, pengelolaan capital adequacy, dan penerapan best practices risk management di era digital banking dan emerging risk.

Tujuan

  • Memahami konsep dan struktur Basel IV Framework
  • Mengidentifikasi perubahan utama Basel IV dibanding Basel III
  • Memahami pengelolaan risiko sesuai pendekatan Basel IV
  • Memahami perhitungan Risk Weighted Assets (RWA)
  • Memahami penerapan ICAAP dan stress testing
  • Mengembangkan strategi risk governance dan compliance
  • Mengidentifikasi dampak Basel IV terhadap modal dan bisnis bank
  • Mengimplementasikan best practice risk management modern

Materi

  • Basel IV Framework & Regulatory Overview
  • Evolusi Basel I, Basel II, Basel III hingga Basel IV 
  • Latar belakang reformasi Basel IV 
  • Tujuan utama Basel IV 
  • Struktur Basel Framework 
  • Tiga Pilar Basel: 
  • Pilar 1: Minimum Capital Requirement 
  • Pilar 2: Supervisory Review Process 
  • Pilar 3: Market Discipline 
  • Dampak Basel IV terhadap industri perbankan 
  • Harmonisasi Basel IV dengan regulasi OJK 
  • Tantangan implementasi Basel IV di Indonesia 
  • Module 2 — Credit Risk Management under Basel IV
  • Konsep risiko kredit modern 
  • Standardized Approach (SA-CR) 
  • Internal Ratings-Based (IRB) limitations 
  • Risk Weighted Assets (RWA) 
  • Exposure at Default (EAD) 
  • Probability of Default (PD) 
  • Loss Given Default (LGD) 
  • Credit Risk Mitigation (CRM) 
  • Counterparty Credit Risk (CCR) 
  • SA-CCR framework 
  • Off-balance sheet exposure 
  • Default management strategy 
  • Module 3 — Operational Risk Framework & SMA Approach
  • Operational Risk Basel IV 
  • Standardized Measurement Approach (SMA) 
  • Penghapusan Advanced Measurement Approach (AMA) 
  • Operational loss event 
  • Fraud risk management 
  • Cyber risk & digital banking risk 
  • Risk Control Self Assessment (RCSA) 
  • Key Risk Indicator (KRI) 
  • Incident reporting framework 
  • Business Continuity Management (BCM) 
  • Operational resilience 
  • Module 4 — Market Risk & IRRBB Management
  • Fundamental Review of the Trading Book (FRTB) 
  • Trading book vs banking book 
  • Interest rate risk 
  • Foreign exchange risk 
  • Equity & commodity risk 
  • Value at Risk (VaR) 
  • Expected Shortfall (ES) 
  • Interest Rate Risk in Banking Book (IRRBB) 
  • Earnings at Risk (EaR) 
  • Economic Value of Equity (EVE) 
  • Gap analysis & repricing risk 
  • Module 5 — Liquidity Risk & Capital Adequacy
  • Liquidity risk framework 
  • Liquidity Coverage Ratio (LCR) 
  • Net Stable Funding Ratio (NSFR) 
  • Funding concentration risk 
  • Liquidity stress testing 
  • Contingency funding plan 
  • Capital adequacy framework 
  • Capital conservation buffer 
  • Countercyclical buffer 
  • Capital planning strategy 
  • Module 6 — ICAAP, Stress Testing & Risk Appetite Framework
  • Internal Capital Adequacy Assessment Process (ICAAP) 
  • Economic capital vs regulatory capital 
  • Stress testing methodology 
  • Scenario analysis 
  • Reverse stress testing 
  • Risk Appetite Framework (RAF) 
  • Risk tolerance & limit management 
  • Early warning indicator 
  • Recovery planning 
  • Module 7 — Risk Governance, Compliance & Internal Control
  • Risk governance structure 
  • Three Lines Model 
  • Peran Board & Risk Committee 
  • Risk culture implementation 
  • Regulatory reporting 
  • Disclosure & transparency 
  • Internal control framework 
  • Compliance monitoring 
  • Internal audit approach 
  • Supervisory review expectation 
  • Module 8 — Emerging Risk & Basel IV Implementation Strategy
  • ESG & climate risk 
  • Fintech & digital banking risk 
  • AI & model risk management 
  • Data governance 
  • Cybersecurity governance 
  • Third-party risk management 
  • Basel IV implementation roadmap 
  • Gap assessment methodology 
  • Best practice global banking 
  • Strategic action plan

Peserta

Divisi Risk Management

Divisi Credit Risk

Divisi Market Risk

Divisi Operational Risk

Divisi Treasury

Divisi Compliance

Divisi Regulatory Reporting

Metode

• Pre Test 
• Presentasi Materi 
• Diskusi 
• Studi Kasus 
• Post Test 
 

Fasilitas


• Training Amenities 
• Peralatan Pelatihan (Tas, Hand Out, Flashdisk, Block Note, Pulpen, Watermark) 
• Sertifikat 
• Souvenir 
• 2x Coffee Break, 1x Lunch

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