Programme
Programme
Programme
Day 1
08:30 |
Registration |
|
09:00 |
Looking ahead into Basel III
Brian Yiu, Partner, PwC |
|
10:00 |
Loss-absorbing capacity (LAC)
Samir Jamal, Head of ERM Review Function, STANDARD CHARTERED BANK |
|
11:00 |
Morning coffee break |
|
11:30 |
Recovery and resolution planning for banks
Bram van den Bergh, Head of Asset & Liability Management - Asia Pacific, NATIXIS |
|
12:30 |
Lunch |
|
13:30 |
High quality liquid assets (HQLA) under LCR
Samir Jamal, Head of ERM Review Function, STANDARD CHARTERED BANK |
|
15:00 |
Afternoon coffee break |
|
15:30 |
HQLA Management in Practice
Samir Jamal, Head of ERM Review Function, STANDARD CHARTERED BANK
|
|
17:00 |
End of day 1 |
Day 2
08:30 |
Registration |
|
09:00 |
Evolution of Basel Capital Standards from Basel I to Basel IV
Vishal Kapoor, Executive Director, Functional Audit Head for Risk and Group Finance, DBS BANK |
|
10:30 |
Morning coffee break |
|
11:00 |
Credit Risk RWA optimisation in the context of IRB and Standardised Approach
Samir Jamal, Head of ERM Review Function, STANDARD CHARTERED BANK; Former Senior Manager, BANK OF ENGLAND |
|
12:30 |
Lunch |
|
13:30 |
Case Study: Interplay of LCR, NSFR, RWA and LR
Puay Tin Teo, Executive Director CIB Structural Initiatives, STANDARD CHARTERED BANK |
|
15:00 |
Afternoon coffee break |
|
15:30 |
NSFR Practical Application
Vishal Kapoor, Executive Director, Functional Audit Head for Risk and Group Finance, DBS BANK |
|
17:00 |
End of training course |