FinTalk by VERMEG

Adapting to Market Risk in the New Basel 3.1 Framework #S3E2

February 05, 2024 VERMEG Season 3 Episode 2
FinTalk by VERMEG
Adapting to Market Risk in the New Basel 3.1 Framework #S3E2
Show Notes

Welcome to FinTalk, the leading podcast in financial services that addresses the most pressing topics in the banking and regulatory reporting industry.

In this episode, our host Jawad Akhtar is joined by renowned industry expert Enrico. Together, they delve into the nuances of the PRA's release of the near-final Basel rules and the implications for financial institutions.

This episode of FinTalk covers:

  • The PRA's approach to Basel implementation and the potential for last-minute changes.
  • The distinction between the Internal Model Approach and the Standardized Approach for market risk.
  • The explosion of detail in the EU's regulatory technical standards and what it means for reporting.
  • A pragmatic look at the trajectory of regulatory reporting and data quality.