Session 1: Undertaking an Overview of the Basel lll Developments since 2009 and Understanding How Financial Institutions are Impacted
Examining the work of the Basel Committee of Banking Supervision (BCBS)
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
Panelist:
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 - 11:45
Session 2: Examining the Practical Impact of Basel lll on Asian Banks and Successfully Incorporating the Internal Capital Adequacy Assessment Process (ICAAP)
Analyzing the Internal Capital Adequacy Assessment Process (ICAAP) for financial institutions: Pillar 2 ICAAP under Basel lll
BCBS 239 Basel lll reporting requirements under Basel lll - the real regulatory burden for Asian banks
Addressing key challenges for financial institutions
Panelist:
Eckart Koerner — Executive Director, PwC
11:45 - 12:30
Session 3: Embracing New Regulatory Philosophies Embedded in Basel lll
Shifting a financial institution’s focus from a principle to a rules-based risk management approach
Strategies to focus on a stress testing-based macro-prudential regulatory approach
Analysing the implications of systemic risk, moral hazard ('too big to fail'), and the development of Living Wills for financial institutions
Moving Pillar 2 risks into the Pillar 1 framework, and assessing the implications
Panelist:
Eckart Koerner — Executive Director, PwC
12:30 - 13:45
Luncheon
13:45 - 14:45
Session 4: Examining Major Recent Changes under Basel lll on Financial Institutions
Overview of requirements on counterparty credit risk capital and central clearing (2014)
Analysing recently revised Market Risk Capital requirements and finalizing 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
Panelist:
Douglas Bongartz Renaud — Former Global Head of Currency Derivatives and Global Head of Rate Derivatives and Structured Products, ABN AMRO
14:45 - 15:45
Session 5: Analysing the Impact of Basel lll on Islamic Financial Institutions
Identifying how the changes introduced by Basel III will affect Islamic banks and their operations
Assessing Basel III and the specific challenges regarding capital quality and buffers, and liquidity ratios for Islamic banks
Other issues and how they are applicable to Islamic banks and financial institutions
Panelist:
Sophia Lee — Co-Head of Financial Institutions, Rating Agency Malaysia
