Basel III unpacked: credit risk implications

Panel discussionCredit risk

2025-06-17 | 04:10 PM - 04:50 PM

Breaking down Basel III’s direct impacts on credit risk management, focusing on recalibrated RWA calculations, output floor requirements, and their implications for loan pricing and portfolio strategies
Addressing challenges faced by credit risk teams in adapting internal ratings-based (IRB) models under stricter validation benchmarks, particularly for SME and specialised lending exposures
Exploring counterparty credit risk (CCR) and CVA risk impacts, including increased capital charges for derivative exposures and credit guarantees
Identifying winners and losers in the credit space, including which institutions may face disproportionate cost pressures or opportunities to optimise capital efficiency