Latest Developments in Risk Management, Basel III & Capital Adequacy for Banks
SIDC CPE - accredited: 10 CPE Points
Date: 23rd February 2017 Venue: InterContinental, Kuala Lumpur

Agenda

   
9:00 Introduction & Welcome
9:15 – 10:30 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

17:00 Coffee and Networking

 

 

 


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