Basel IV Capital, Liquidity & Prudential Standards Training

Basel IV introduces substantial reforms under CRR III and CRD VI. These changes reshape how banks calculate credit, market, and operational risk. They also change the treatment of risk-weighted assets (RWA) across the EU, UK, and global markets. The reforms include the revised Standardised Approach, new limits on IRB models, updated SA-CCR rules, the FRTB market risk framework, and the output floor. Together, these measures redefine capital adequacy expectations. Since implementation runs from 2025 to 2030, institutions must understand how Basel IV affects lending, pricing, regulatory ratios, and supervisory engagement.

Shasat’s Basel IV training courses give participants a clear and practical understanding of these reforms. The programs combine regulatory explanation with real capital-impact analysis. Learners examine EU and UK differences in implementation, model-approval standards, disclosure rules, and prudential reporting changes under CRR III. In addition, the course explains how Basel IV reshapes ICAAP expectations, governance requirements, and risk-management practices. This guidance helps organisations prepare for reviews by the ECB, PRA, and other supervisors.

These courses are essential for teams in risk management, finance, regulatory reporting, prudential policy, internal audit, and supervision. Basel IV marks the most significant overhaul of capital rules since Basel III. Professionals must therefore build a strong understanding of the new framework. By attending, participants gain the insight needed to assess portfolio impacts, improve capital planning, strengthen compliance, and prepare their organisation for Basel IV’s global rollout.