Introduction
The Risk and Regulation Conference is Asia's most important annual risk event featuring leading practitioners from a cross-section of banks and global regulators on a number of critical areas affecting the industry today. These include representatives from the US Federal Reserve Bank, the European Union, the Bank for International Settlements and leading Asian regulators. With the 2012 conference to be held in Bangkok, we will also have sessions featuring some of the senior management from the Bank of Thailand, the Thai Bankers' Association and Thailand's Securities and Exchange Commission.
Key issues to be discussed:
- Challenges in the implementation of Basel III
- Capital stress testing under Basel III and the G-SIFI regime
- Implication of the Foreign Account Tax Compliance Act on Asian financial institutions
- Systemically important financial institutions in Asia
- The new risk management framework requirements
- Good corporate governance essential for financial institutions to reassure markets
- Loan portfolio expansion and whether it is compatible with reducing capital requirements
Specially designed for:
- CEOs & Board members who want to understand recent developments in risk at the regulatory & global level
- Chief Risk Officers and senior executives with risk functions
- Chief Financial Officers & senior executives with capital adequacy function Regulators from across the region
- Consultants and partners providing enterprise risk solutions to financial institutions.
Agenda: Day 1
| 26th April 2012 | |
| 07:30 –08:30 | Registration |
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08:30 – 11:00 |
Summit opening session.
Keynote address by Prasarn Trairatvorakul, Governor, Bank of Thailand Leadership Dialogue with Richard M. "Dick" Kovacevich, Former Chairman of the board of directors, CEO of Wells Fargo & Company and Banthoon Lamsam CEO of Kasikorn Bank Panelist:Richard Brown, Head of treasury services, Asia Pacific, BNY Mellon Paul Jameson, Global Director for Financial Industry at Cisco |
| 11:00 – 11:30 | Tea/Coffee Break |
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11:30 – 12:30 |
Basel III – The implications on the financial institution’s capital and risk management framework and how to build in the changes. Financial institutions in Asia have for the most part already implemented Basel II frameworks. They now need to implement the changes planned for Basel III and prepare an implementation plan that will run for at least seven years. The schedule seems leisurely but there are major changes afoot and the programme needs to be carefully thought through.
Invited speakers and panellists:
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| 12:30 – 14:00 | Luncheon |
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14:00 – 15:00 |
Capital stress testing under Basel III and the G-SIFI regime– how to ensure institution are satisfying the new capital requirements Basel III significantly increased the regulatory capital requirements that Asian banks will experience. Tier 3 capital will be eliminated as a valid component, the constraints on Tier 1 capital have been strengthened and the G-SIFI requirements will make further demands on selected banks. At the same time international markets and the banks’ own paper are experiencing difficult times. In this environment the stress testing of capital requirements becomes crucial to the survival of all banks.
Invited speakers and panellists:
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15:00 – 16:00 |
The new risk management framework requirements – New and changed regulations, wider definitions of risks, and increased focus by external parties mean the yesterday’s structure reporting to the CRO is no longer enough. Credit and market risk are mature disciplines. There requirements are getting more onerous but the structures to manage these are relatively clear. This is not true of operational risk and all the new risks that that are now being discussed. Liquidity risk requires a different structure to be adequately managed. Management and remuneration risks are difficult for an operational risk manager to control. Strategic risks may need to be managed at board level. And does the CRO take responsibility for the wide range of compliance risks that come with the ever increasing number of new regulations.
Invited speakers and panellists:
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| 16:00 – 16:30 | Tea/Coffee Break |
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16:30 – 17:30 |
Is expanding the loan portfolio incompatible with reducing your capital requirements? Risk managers have to balance a sensible approach to risk in their loan portfolio with the drive from the business to increase sales and revenues. They also have to consider pressure from the treasury to reduce their overall capital costs and from the regulators to comply with capital requirements, both my value and spread of risks. It is difficult to get these four interests to line up together. How does the CRO balance these and satisfy all the various parties?
Invited speakers and panellists:
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*Please note that we are in various stages of confirming speakers/panellists.
*The Asian Banker reserves the right to change the price without prior notice.
Agenda: Day 2
| 27th April 2012 | |
| 08:00 – 09:00 | Registration |
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09:00 – 10:00 |
Systemically important financial institutions—How will this look in Asia? The Financial Stability Board has created the concept of global systemically important financial institutions (G-SIFIs), referring to large, highly interconnected financial institutions that cannot exit the market without causing major disruptions to the wider financial system. From Asia, three Japanese banks and one Chinese bank made it onto the initial list of 29 banks identified using a selection methodology devised by the BCBS.
Invited speakers and panellists:
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10:00 – 11:00 |
Establishing an effective liquidity management framework with stress testing and contingency planning. Basel III has stipulated stringent new regulatory liquidity regulations, developed following investigations of the recent credit crisis that concluded that leverage, concentration and low levels of liquidity were key drivers for disaster in financial institutions. This session will discuss the BCBS requirement, question the implementation of the new liquidity conditions and look at their impact on markets and institutions in Asia:
Invited speakers and panellists:
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| 11:00 – 11:30 | Tea/Coffee Break |
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11:30 – 12:30 |
Good corporate governance, including risk governance, is now seen as essential by investors, analysts and regulators. What are the key steps an institution must take to reassure the markets? The failings of the recent credit crisis have largely been attributed to poor governance and a failure of boards and senior management to understand the risks they were taking. Vendors and services have recognised this and Governance, Risk and Compliance (GRC) is a tag attached to many products and services. What are the objectives to which a financial institution must aspire to satisfy the markets – investors, analysts and regulators, also counterparties and depositors – that they are model organisations?
Invited speakers and panellists:
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| 12:30 – 14:00 | Luncheon |
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14:00 – 15:30 |
The Foreign Account Tax Compliance Act (FATCA) – The long arm of U.S. regulation will impact all Asian institutions with international clients FATCA was enacted by the U.S.A. to constrain the tax abuse by U.S. citizens involving off-shore investments. However it places onerous requirements on foreign banks who are now obliged to identify U.S. investors and U.S.-controlled investing organisations and ensure they are reporting all benefits to the U.S. tax authorities. Otherwise the foreign institution must withhold part payments and remit these to the U.S.A. Failure by the foreign institution could result in penalties impacting its own overseas business.
Invited speakers and panellists:
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| 15:30 – 16:00 | Tea/Coffee Break |
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16:00 – 17:30 |
Closing Keynote Dialogue Looking forward to upcoming trends has always been difficult this has been exasperated with the rapid technological developments across the globe. This rapid development has allowed a new type of collaboration and competition as the world has become flat. Our panel of expert strategists, business leaders and technologists from around the world will discuss disruptive innovation across a range of industries and explore the trends in the coming year. |
*Please note that we are in various stages of confirming speakers/panellists.
*The Asian Banker reserves the right to change the price without prior notice.
Pre-Conference Training Agenda
Best Practices in Measuring & Stress Testing Liquidity Risk
Wednesday, 25 April 2012 | 1:00 PM - 4:30 PM (3.5 hours)
A key characteristic of the financial crisis was the inaccurate and ineffective management of liquidity risk. This has led to managing liquidity and its associated risk being the 'hot topic' in the industry and many financial institutions are investing to improve their ability to face potential future crises and comply with or prepare for new regulations.
This course will give you the tools to evaluate methodologies for measuring and stress testing liquidity risk whilst examining how you can manage the critical data issues that continue to impede progress on liquidity risk management strategies. We will help you to understand how to use the liquidity risk framework to measure performance, how to incorporate liquidity into pricing and how to anticipate changing regulations and supervisory guidance on the management of bank liquidity.
| April 25th 2012 | |
| 13:00 – 13:30 | Introduction, Industry and Regulatory Environment Overview |
| 13:30 – 14:15 | Understanding the Basel III Framework for Liquidity Risk Management: Standards, Monitoring, Stress Testing |
| 14:15 – 15:00 | Advanced Methods for Implementing a Risk Framework for Liquidity and Implementation Case Studies |
| 15:00 – 15:15 | Break |
| 15:15 – 16:00 | Recent Developments in Regulatory Outlook, What to Watch-Out for, and Potential Impact on Your Organization |
| 16:00 – 16:30 | Q&A Session and Closing |
*Please note that we are in various stages of confirming speakers/panellists.
*The Asian Banker reserves the right to change the price without prior notice.
