Basel IV

Aptivaa, through its deliberations at international forums has been closely tracking the emergence of Basel IV and looking back, we see much of what we anticipated has come to pass. With the past experience of implementation of Basel accords and evolutionary vision into the Basel IV draft, Aptivaa clearly has industry edge in helping banks during the transition, as it can be predicted that one of the biggest challenges this change will bring is the increase in capital requirements and funding costs.

Our Services

Diagnostic Review

Review of the bank's current state of transition preparedness
Data gap assessment

Capital Computation Framework Revision

Develop and implement appropriate market risk approach (either sensitivity based approach or new IMA), as per bank's preparedness and business profile
Develop and implement new SA for operational risk

Liquidity Risk Framework Revision

Adjust Liquidity Risk Ratio framework like the new leverage ratio buffer for GSIBs
Revise other risks like sovereign and step-in risks, as per requirements

Reporting

Revise reporting frameworks adept to Basel IV requirements
Standardise disclosure templates as per Basel IV like the new RWA approach

Other Requirements

Revise policy and procedures across risk areas on account of changed rules
Define revised exposure recognition norms (introduction of new harmonized group and individual exposure definitions)

Why Aptivaa?

Tailored solutions meeting specific requirements
Strong team of risk quants helping Banks/FIs in adopting best practices
Deep industry knowledge with specialized expertise in risk management, capital management and risk modeling