Day 1 - 8 December 2010

08.30 Registration

09.00 A NEW REGULATORY LANDSCAPE

  • Basel III- potential impact in Asia
  • Basel proposals – realistic or not
  • Liquidity measures
  • Capital control
  • Ratios
  • Definition of capital
  • Capital Instruments
  • Contingent of Capital
  • Market vs funding liquidity
  • How to deal with regulator engagement
  • Local regulations

James Atkinson, Senior Associate, NORTON ROSE

10.30 Morning break

11.00 ALIGNING RISK, RISK APPETITE AND CAPITAL

  • Defining a risk appetite
  • How to articulate that to interested parties - Directors, Supervisors, etc.
  • Measuring and aggregating risk
  • Stress tests - what kind and how often
  • Capital measures and planning

Preston Thompson, Assistant Vice President, FEDERAL RESERVE BANK OF BOSTON

12.30 Lunch

13.30 STRESS TESTING FOR BALANCE SHEET RISK MANGEMENT

  • The risk drivers and scenarios if stress testing
  • Building scenarios to cover liquidity – incorporating the major funding and market liquidity risks
  • How to collect data
  • Backward looking versus forward looking scenarios
  • The importance of the involvement of senior management in designing effective stress scenarios
  • Looking at the results of the EU’s stress tests

Diane Reynolds, Senior Director ALGORITHMICS

15.00 Afternoon break

15.30 RATING AGENCIES EXPECTATIONS ON BANK CAPITAL AND LIQUIDITY ADEQUACY

  • Compliance with new regulatory requirements
  • Basel III capital requirements
  • What Basel III might mean for Asia's banks
  • Risk Management - horses for courses
  • Risk measurement & controls
  • Off-balance sheet risks
  • Key factors considered in bank ratings
17.00 End of day 1

 


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