LATEST DEVELOPMENTS IN RISK MANAGEMENT & BASEL III FOR FINANCIAL INSTITUTIONS
Date: 25th July 2016 Venue: InterContinental, Kuala Lumpur

Agenda

09:00 - 09:15 Introduction & welcome
09:15 - 10:30 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
15:45 Coffee and Networking