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Basel IV is a comprehensive framework that aims to enhance the stability and resilience of the banking system by addressing the inherent risks associated with credit. Basel IV is to update the framework for Credit Risk in the banking book.

 The reforms brought by Basel IV have brought significant changes to the calculation of Risk Weighted Assets (RWA), irrespective of the type of risk and whether standardized approaches or internal models used. These changes represent a significant shift in the regulatory landscape and provide a more accurate representation of the risk associated with banks' assets. The ultimate aim is to improve the financial stability of the banking system, which is of utmost importance to the global economy.

This course provides a detailed analysis of the differences between Basel III and Basel IV and the regulatory capital reforms.