HomeAdapting to Market Risk in the New Basel 3.1 Framework – S3EP2
Adapting to Market Risk in the New Basel 3.1 Framework – S3EP2

Adapting to Market Risk in the New Basel 3.1 Framework – S3EP2

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Hosted By Jawad Akhtar

Episode 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 by VERMEG 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.

Links & References

VERMEG:

https://www.vermeg.com

https://www.linkedin.com/company/vermeg

Deloitte:

https://www.linkedin.com/company/deloitte/

Jawad Akhtar:

https://www.linkedin.com/in/jawad-akhtar-fintalk

Enrico Messori:

https://www.linkedin.com/in/enrico-messori

Stay tuned for more insightful conversations on the FinTalk podcast.

Episode Highlights

“Nothing groundbreaking, but more of a confirmation rather than a change, which is relevant for everyone considering the implementation.” – Enrico on the Basel rules.

“The PRA seems to have taken the most pragmatic approach, giving a bit more leeway.” – Enrico on market risk approaches.

“It’s going to be a significant change… up to 28 templates, which is quite an increase.” – Enrico on the EU’s new regulatory technical standards.

Listen to the full episode now on your favorite podcast platform and stay informed about the latest trends and regulations affecting your business.

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