Session 1: Undertaking an Overview of the Basel lll Developments since 2009 and Understanding How Financial Institutions are Impacted
Examining Basel lll reforms as a significant shift from a principles-based to a rules-based framework and its expansion from the Trading Book focus of Basel ll into traditional bank Banking Book activities
Identifying key timelines, objectives and outcomes of the Basel initiative and framework
Assessing Basel III and its impact on different types of banks: international, Asian-based, GCC-based institutions
Implications of Basel III capital, leverage and liquidity ratios on bank balance sheet structures
Undertaking a comparative analysis of the Basel II and Basel III bank balance sheet restrictions and economics
Assessing the likely structure, direction and requirements for post Basel lll developments
Douglas Bongartz Renaud — Former Global Head of Currency Derivatives and Global Head of Rate Derivatives and Structured Products, ABN AMRO
10:30 – 11:00
Coffee
11:00 – 13:00
Session 2: Examining Major Recent Changes under Basel lll on Financial Institutions -
Overview of requirements on counterparty credit risk capital, central clearing (2014) and initial margining of non-cleared OTC transactions (2016)
Analysing recently revised Market Risk Capital requirements stemming from completion of the Fundamental Review of the Trading Book process (January 2016)
Examining the final decisions on Interest Rate Risk Banking Book (IRBBB) capital revisions (April 2016)
Assessing the current status of the two significant remaining changes under the consultation process:
Revisions of Credit Risk Capital requirements - new standardized and revised Internal Ratings based approaches, the Basel advanced model-based method for calculating credit risk regulatory capital
Complete revision of Operational Risk Capital requirements
Douglas Bongartz Renaud — Former Global Head of Currency Derivatives and Global Head of Rate Derivatives and Structured Products, ABN AMRO
13:00 – 14:00
Lunch
14:00 – 15:30
Session 3: Examining the Practical Impact of Basel lll on Asian Banks and Successfully Incorporating the Internal Capital Adequacy Assessment Process (ICAAP)
Analyzing the impact of Basel lll on the Pillar 2 Internal Capital Adequacy Assessment Process (ICAAP) for financial institutions
BCBS 239 Basel lll reporting requirements under Basel lll - the real regulatory burden for Asian banks
Overview of the forthcoming Basel lll, Pillar 2 Internal Liquidity Adequacy Assessment Process requirements (ILAAP)
Eckart Koerner — Executive Director, PwC
15:30 – 16:00
Coffee
16:00 – 17:00
Session 4: Analysing the Impact of Stress Tests for Financial Institutions in Malaysia
Overview of Stress Testing requirements under the Basel lll framework
Overview of Bank Negara Malaysia ‘Stress Testing Concept Paper’ (14 October 2016)
Analysing the increasing role of stress testing in financial institution risk management and regulatory capital requirements
What stress tests for financial institutions cover and what they don’t: limitations to the tests and potential shortcomings in the process
Preparing for and undertaking stress tests for financial institutions: determining relevant and sufficiently conservative stress scenarios across different financial institution risk classes
The role of ‘reverse stress testing’
Examining the relevance of stress tests to banks in the Asian market and assessing results and implications
Douglas Bongartz Renaud — Former Global Head of Currency Derivatives and Global Head of Rate Derivatives and Structured Products, ABN AMRO