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VAT is applicable on virtual programmes to delegates attending from the UK*. If participating from the EU, a valid VAT number is required to ensure VAT will not be charged under the reverse charge mechanism. VAT is not applicable to attendees from all other countries.
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VAT IT have spent two decades identifying, researching and perfecting the foreign VAT Reclaim process and built the best back end technology in the industry. By partnering with Euromoney Learning, we can provide you with a fast and effective way to reclaim your VAT which helps reduce the cost of your training.

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Basel IV / CRD V

Understand the current Basel regulatory framework and prepare for Basel IV with this course
  • In the wake of the global financial crisis and in response to the lessons learnt during it, Basel III was introduced requiring banks to hold far higher quality of balance sheet resources than ever.

    Even before Basel III was fully adopted it was followed by further regulation covering areas such as gone concern capital, capital charges traded and non-traded risk which initially informally but more recently formally in certain regions (e.g. CRD V/CRR II in Europe) was/is seen as a blueprint for Basel IV.

    This intensive programme, Basel IV/CRD V, looks to provide an overview of these subsequent updates to Basel III and in so doing better prepare delegates for adopting Basel IV when/if it becomes formalised.

    Learning outcomes:

    • Describe the key regulatory updates since Basel III and the rationale for them
    • Evaluate the impact on Standard Approach and IRB approach models for calculation of credit risk capital
    • Explain the shortcomings of Basel II.5/III treatment of market risk and by extension the motivation for a Fundamental Review of the Trading Book
    • Appreciate the impact of IFRS impairment regulation on the balance sheet
    • Understand the Standardised Approach for Counterpart Credit Risk [SA-CCR]
    • Interpret the proposed standards for treatment of Interest Rate Risk in the Banking Book and describe what types of cash flows are impacted, how they should be treated and evaluated
    • Interpret the Standardised Measures Approach for calculation of Operational Risk Capital
    • Articulate what qualifies as Going Concern and what qualifies as Gone Concern Capital, and proposed regulation in particular of the later in MREL and TLAC
  • Day 1:


    Session 1: Recap on ambitions and impact of Basel III
     Basel III – Raising Quality of Balance sheet and ending ‘TBTF’
     Impact on Capital
     Impact on Liquidity
     Linking Impact on Capital and Liquidity to RoE
     What are banks doing to mitigate impact?

    Session 2: Overview of ‘Basel IV’
     ‘Highlights’ and timelines
     Why the need for a fourth accord?
     What would be the impact of a fourth accord?
     Impact on Capital and Liquidity


    Session 3: Focus on Revisions to Standardised Methodology for Credit Risk

     Treatment of Exposures to Banks
     Treatment of Exposures to Corporates
     Treatment of Exposures to Banks
     Treatments of Exposures to Retail
     Treatment of Exposures to Real Estate
     Treatment of Credit Conversion Factors [CCF]


    Session 4: Focus on Internal Ratings Based [IRB] Approach

     Recap on IRB methodology
     Current benefits of IRB
     What is changing
     When IRB can be used
     Parameter Changes
     Floors
     Impact on benefits of IRB

    Day 2:


    Session 1: Focus on IFRS 9

     Overview of IFRS 9 – what’s new?
     Linking Accounting Regulation to Prudential Regulation
     The drivers of rising impairment under IFRS 9
     Impact on Standardised and Internal Ratings Based Banks
     The impact on stress testing and capital buffers

    Session 2: Focus on Traded Risk - Fundamental Review of the Trading Book [FRTB]
     Why the need for a Fundamental Review
     Recap of Basel II.5
     Issues with Basel II.5
     Highlights of FRTB
     Amendments to the standardised approach
     Capital against Expected Shortfalls
     Hard bordering of trading book and banking book
     Individual treatment of asset classes – holding periods etc
     Operational considerations


    Session 3: Focus on CCR - Standardised Approach for Counterparty Credit Risk [SA-CCR]

     Overview of Standard Approach to Counter Party Credit Risk Management [SA-CCR]
     Recap on methodologies and rationale for change
     Breaking down the model
     Overview
     Calculation of Replacement Cost
     Calculation of PFE multiplier and add-on’s
     Operational impact and strategies to maxamise


    Session 4: Interest Rate Risk in the Banking Book [IRRBB]

     Rationale for BIS 368 – Update to Pillar 2 requirements
     Recap on sources of interest rate risk in the banking book
     Considering Equity and Earning measures
     Economic Value of Equity [EVE]
     Net Interest Margin [NIM]
     In scope cash flows and treatment for time bucketing
     Standardised stress tests


    Day 3:


    Session 1: Operational Risk and Impact on Capital

     Defining Operational Risk
     Challenges in predicting it
     Challenges in quantifying loss
     Previous approaches for measuring operational risk capital
     Basic Indicators Approach (BIA)
     Standardised Approach (STA)
     Advanced Measures Approach (AMA)
     Review of ‘Basel IV’/’CRDV’ amendments
     Overview of Standardised Measures Approach (SMA)


    Session 2: Focus on Net Stable Funding Ratio [NSFR]

     Rationale for NSFR and how it works in harmony with Liquidity Coverage Ratio
     Defining the Denominator – what qualifies as Required Stable Funding [RSF]
     Defining the Numerator – what qualifies as Available Stable Funding [ASF]
     Strategies to optimise compliance


    Session 3: Gone Concern Capital – MREL&TLAC

     Defining Going and Gone Concern Capital
     The concept and regulation of resolution
     Minimum Requirement for Eligible Liabilities and Own Funds [MREL]
     What are eligible and excluded liabilities
     Impact – comparing to Going Concern Capital
     Timelines
     Dovetailing with Total Loss Absorbing Capacity [TLAC]
     How, why and when resolution strategies vary – modified insolvency vs partial transfer vs Bail In


    Session 4: Look ahead - what has yet to come?

     Banking in a Basel IV world – what can we expect
     What are banks doing now to mitigate?
     Linking to other global regulation – Dodd Frank, EMIR and Structural Reform
     3 Days in 30 minutes – wrap and review of key messages
  • Our Tailored Learning Offering

    Do you have five or more people interested in attending this course? Do you want to tailor it to meet your company’s exact requirements? If you’d like to do either of these, we can bring this course to your company’s office. You could even save up to 50% on the cost of sending delegates to a public course and dramatically increase your ROI.

    If you want to run this course at a location convenient to you or if you want a completely customised learning solution, we can help.

    We produce learning solutions that are completely unique to your business. We’ll guide you through the whole process, from the initial consultancy to evaluating the success of the full learning experience. Our learning specialists ensure you get the maximum return on your training investment.

  • We have a combined experience of over 60 years providing learning solutions to the world’s major organisations and are privileged to have contributed to their success. We view our clients as partners and focus on understanding the needs of each organisation we work with to tailor learning solutions to specific requirements.

    We are proud of our record of customer satisfaction. Here is why you should choose us to help you achieve your goals and accelerate your career:

    • Quality – our clients consistently rate our performance ‘excellent’ or ‘outstanding’. Our average overall score awarded to us by our clients is nine out of ten.
    • Track record – 10/10 of the world’s largest banks have chosen us as there training provider and we have delivered training across the largest banks and have trained over 25,000 professionals.
    • Knowledge – our 100+ strong team of industry specialist trainers are world leading financial leaders and commentators, ensuring our knowledge base is second to none.
    • Reliability – if we promise it, we deliver it. We have delivered over 25,000 events both in person and online, using simultaneous translation to delegates from over 99 countries.
    • Recognition – we are accredited by the British Accreditation Council and the CPD Certification Service. In an independent review by Feefo we scored 4.2/5 on service and 4.7/5 on Coursecheck
This course can be run virtually online or as an in-house, tailored learning solution


  • Gareth Vance


    Gareth’s banking career spans more than two decades.From 2010 to 2014 he was Head of Barclays Corporates £110 billion liquidity portfolio, tasked with the end-end ownership of pricing and structuring of the portfolio and ensuring that margins were achieved whilst delivering funding ambitions and regulatory requirements.In parallel to this role from 2012 to 2013, Gareth was Co-Head of the Liquidity Management group (50 FTE and £1bn pa business), sitting on the Corporate ALCO and Global Treasury board and worked with treasury colleagues on the adaptation of Basel III/CRD IV within the Corporate Bank - with a particular focus on LCR/Buffer optimisation. Previous to this, Gareth had senior roles within risk solutions at Barclays, where he collaborated with corporate and investment banking colleagues in structuring and marketing bespoke hedging solutions to corporate clients. Prior to Barclays Gareth spent 10 years at Citi where he worked as a Short Term Interest Rate Trader. During that time he made markets and took proprietary risk in G10 currencies against a backdrop of often significant economic turmoil including the Tiger Crisis, formation of the EUR and implosion of the ‘dot com’ bubble. Since leaving Barclays in 2014 Gareth has been consulting on Asset and Liability management, in particular has been focused on the ‘so what’ of Basel III- looking at overcoming challenges in implementing it, it’s impact on Net Interest Margin and ultimately bank strategy.His ciients to date include Barclays, HSBC, Deutsche Bank, RBC, Credit Suisse, ING, Saudi Hollandi Bank, the Bank of England and Central Bank of Ireland, Saudi Arabian British Bank, Saudi Arabian Investment Bank, Santander, Standard Chartered, Standard Bank, Ahli United Bank, EIB, EBRD and many more.Examples of recent engagements include:On behalf of the EBRD working with treasurers of Egyptian, Serbian and Gerogian banks on adopting Basel III Capital and Liquidity RegimeWith the Group Treasurer and regional Heads of Treasury of a Bahrain HQ Gulf regional bank on optimising non wholesale liquidity portfoliosWith the ALM team of a Saudi Arabian Bank on IRRBB including adopting BIS 368 standardsWith the CFO and Treasurer of a Maltese bank on developing a maturity matched FTP mechanismGareth is passionate about developing and getting the best out of people, teams and businesses. His style is energetic and practical, believing that only through applying knowledge can we truly succeed.



This course will take place at a Central Paris Hotel

If you need help booking accommodation for your visit, please contact and one of our partners will help you get the best rate possible.