Avantage Reply presents. Risk & Regulatory. AC ADEMY since 2004

Transcription

1 Avantage Reply presents Risk & Regulatory AC ADEMY since 2004 AGENDA 206

2 Professional development is an absolute necessity for all professionals within Reply, including all of us at Avantage Reply who specialise in Risk and Finance within asset management, banking, and insurance. The globalisation of financial markets, the dynamic nature of regulations, market disruptions such as the recent credit crisis and the regular introduction of new and complex financial products have dramatically elevated the role of compliance, finance (incl. treasury) and risk management in an organisation. As professionals, we are responsible for understanding, assessing and determining how financial concepts, theories and regulatory initiatives might impact our clients. We must then evaluate the effectiveness and efficiency of our clients compliance, finance, and risk management systems and their capacity to keep pace with the fast paced and ever-changing environment. The Avantage Reply Risk & Regulatory Academy offers Avantage Reply and Xuccess Reply staff members and, upon request, our clients, the opportunity to deepen their competencies and professional development. Our programs are interactive, high-quality, practical and developed by experienced practitioners.

3 AGENDA Q/206 February 5 LUNCH TIME Introduction to Banking Prudential Regulation in Europe (Eurozone and UK) The rationale for prudential regulation Overview of the prudential regulatory architecture The role of the Financial Stability Board The role of the Basel Committee on Banking Supervision Prudential banking regulation in the European Union, including: The role of the Commission, the Parliament, the Council, and the European Banking Authority ( EBA ) Eurozone (Banking Union) United Kingdom Key regulatory and supervisory developments in 206 Internationally: The Basel Committee agenda At the European level In the Eurozone in the UK Speaker: Freddy Gielen Cost: Free of charge Location: Videoconference (available from Brussels, London, Milan, Munich, Rome offices) Timing: :00PM - 2:00PM CET (2:00PM - :00PM BST) 8 ALL DAY Implementing the Common SREP: Business Model Analysis, Internal Governance, ICAAP and ILAAP Introduction to Pillar 2 The Common SREP The ECB SREP: regulatory background, overview and methodology Business Model Internal Governance and Risk Management Internal Governance Framework Risk Management Framework and Risk Culture Risk Infrastructure Risk Infrastructure, Internal Data and Reporting Remuneration Policies and Practices Risks to Capital and ICAAP Risks to Liquidity and ILAAP SREP: Overall Assessment and Horizontal Analyses SREP Decisions Capital Measures and Impact on MDA Liquidity Measures Qualitative Measures Specific Issues:Risks to Liquidity and ILAAP Treatment of CVA Interest Rate Risk in the Banking Book Stress Testing, incl. Supervisory Stress Testing Speaker: Arnold Veldhoen and Oleg Lebedev Cost: 450 Location: Brussels (5, Rue du Congrès) Timing: 0:00AM - 5:00PM CET (9:00AM - 4:00PM BST)

4 March 3 AFTERNOON Cyber Security: The Fundamentals for the Risk Manager and key regulatory (ECB/PRA/FCA) Requirements Overview of regulatory requirements (ECB, BoE, BaFin, CSSF, NBB,etc.) Approach to comply with regulatory cyber risk requirements The use of best practices and frameworks for cyber Risk Speaker: Dario Rossa Cost: 250 Location: Brussels (5, rue du Congrès) Timing: 2:00PM - 5:00PM CET (:00PM - 4:00PM BST) 7 LUNCH TIME Introduction to Conduct Regulation What is Conduct Risk? ECB and FCA definitions of conduct risk How does conduct risk differ from TCF? What are the drivers of conduct risk across different sectors of financial services? The regulators approach (UK & Eurozone) Regulators expectations, supervisory framework and approach Recent and future initiatives by regulators (UK & Eurozone) to improve conduct risk Recent fines, enforcement actions taken against firms Controls and monitoring What management information could/should be collected? Measure and monitor key conduct risk metrics and what does good reporting look like? Compliance controls vs conduct risk controls? How to embed a good conduct risk culture? Speaker: Piet de Vreese and Miguel Mairlot Cost: Free of charge Location: Videoconference (available from Brussels, London, Milan, Munich, Rome Offices) Timing: :00PM - 2:00PM CET (2:00PM - :00PM BST)

5 March 9 ALL DAY Implementing IFRS 9: Expectations from Risk and Finance IFRS 9 requirements - What does the IFRS 9 standard say? Expected credit loss - calculation of 2 month vs. lifetime expected losses IFRS 9 major challenges and risks (& how to overcome them): timescales, resources, regulatory uncertainty, engagement with the wider business, governance IFRS 9 key impacts Industry feedback Key Steps to Success compliance through evolution not revolution Credit risk primer credit spread puzzle Expected credit loss monitoring Static and dynamic credit risk modelling approach IFRS 9 credit risk modelling based upon IRBA models IFRS 9 credit risk modelling without IRBA models Methodological advanced views, tips and hints Speaker: Marc Labat and Ram Ananth Cost: 450 Location: Brussels (5, rue du congrès) Timing: 9:00AM - 5:00PM CET (8:00AM - 4:00PM BST) 4 AFTERNOON Introduction to the SSM and 206 ECB Supervisory Priorities Overview of the Banking Union Introduction to the Single Supervisory Mechanism (SSM) Distribution of tasks between the European Central Bank (ECB) and the National Competent Authorities (NCAs) Operating structure and decision-making Supervisory cycle Introduction to the Single Resolution Mechanism (SRM) Introduction to the Single Rule Book (including national options and discretions) The Conduct of supervision in the SSM Authorisation, acquisitions of qualifying holdings, and withdrawal of authorisations Supervision of significant institutions Supervision of less significant institutions Overview of the Comprehensive Assessment and ECB Stress Test Supervisory priorities for 206 Business model and profitability risk Credit risk Capital adequacy Risk governance and data quality Liquidity The ECB Supervisory Review and Evaluation Process (SREP) Speakers: Eddy Biondin Cost: 250 Location: Brussels Timing: 2:00PM - 5:30PM CET (:00PM - 4:30PM BST)

6 March 23 AFTERNOON Introduction to the SSM and 206 ECB Supervisory Priorities Overview of the Banking Union Introduction to the Single Supervisory Mechanism (SSM) Distribution of tasks between the European Central Bank (ECB) and the National Competent Authorities (NCAs) Operating structure and decision-making Supervisory cycle Introduction to the Single Resolution Mechanism (SRM) Introduction to the Single Rule Book (including national options and discretions) The Conduct of supervision in the SSM Authorisation, acquisitions of qualifying holdings, and withdrawal of authorisations Supervision of significant institutions Supervision of less significant institutions Overview of the Comprehensive Assessment and ECB Stress Test Supervisory priorities for 206 Business model and profitability risk Credit risk Capital adequacy Risk governance and data quality Liquidity The ECB Supervisory Review and Evaluation Process (SREP) Speaker: Freddy Gielen and Eddy Biondin Cost: 250 Location: Luxembourg (46A, av. J.F. Kennedy) Timing: 2:00PM - 5:30PM CET (:00PM - 4:30PM BST)

7 Our Offices Avantage Reply (Amsterdam) The Atrium Strawinskylaan ZX Amsterdam Netherlands Avantage Reply (Rome) Via Regina Margherita, Roma Italy Avantage Reply (Brussels) 5, rue du Congrès/Congresstraat 000 Brussels Belgium Avantage Reply (Turin) Via Cardinale Massaia, Torino Italy Avantage Reply (London) 38 Grosvenor Gardens London SWW 0EB United Kingdom Xuccess Reply (Berlin) Mauerstrasse Berlin Germany Avantage Reply (Luxembourg) 46A, avenue J.F. Kennedy 855 Luxembourg Luxembourg Xuccess Reply (Frankfurt) Hahnstrasse Frankfurt am Main Germany Avantage Reply (Milan) Via Castellanza, 205 Milano Italy Xuccess Reply (Hamburg) Brook Hamburg Germany Avantage Reply (Paris) 5, rue des Colonnes Paris France Xuccess Reply (Munich) Arnulfstrasse München Germany

8 /206 Visit Avantage Reply s LinkedIn page