Event Agenda

Agenda

Basel IV: Looking ahead to 2023 | Agenda

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Live virtual course | Agenda timing is in GMT

Respective time in HKT/SGT:
Start: 3:30pm
Break: 4:30pm
Finish: 5:45pm
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08:3009:30

Overview of Basel III and IV

10:00 - 11:00

  • Where are we going with Basel IV?
  • The next generation of RWA
  • The new capital floor
  • Impact and implications of on banks' business models, pricing, and return on equity
Martin Neisen

Global basel IV leader

PwC

Martin is the Global Basel IV leader of PwC and coordinates PwCs initiative for the implementation of Basel IV. This initiative covers all aspects regarding the impact and the implementation of Basel IV, including strategic implications, standardized approaches, internal models, business implications, IT and also knowledge management.

He leads the Regulatory Management department in PwC Europe and is our central expert in the area of Basel II / III / IV and projects regarding other regulatory topics.

Martin has strong experience in both, IT and technical implementations. Furthermore he is a leading expert for projects that combine accounting, risk management and  regulatory aspects. 

09:3009:45

Break

10:00 - 11:00

09:4510:45

The new standardised approach under Basel IV and its implications

10:00 - 11:00

  • The standard approach in the context of Basel IV  
  • Deep dive into the new standard approach 
  • Impact on credit risk, RWA and the industry 
Sofiene Cherif

Senior Business Consultant

BearingPoint

08:3009:30

FRTB and Basel IV

10:00 - 11:00

  • Trading book and banking book boundary and implementation challenge
  • FRTB standardised approach 
  • FRTB internal model approach 

09:3009:45

Break

10:00 - 11:00

09:4510:45

Impact on capital management

10:00 - 11:00

  • Challenges in capital management under Basel reform 

08:3009:30

Credit risk and internal ratings-based approaches

10:00 - 11:00

  • Background to the proposed changes
  • Introduction of input floors for probability of default and loss given default
  • Changes to risk parameters and restricted use of IRB
  • Impact on firms and likely challenges
Krishnan Ranganathan

Executive Director and Head-Risk, Finance and Operations Change

Nomura

Krishnan Ranganathan is an Executive Director and heads Risk, Finance and Operations Change in Nomura India. He is responsible for the execution of various projects covering post-crisis Basel and regulatory initiatives. He is also the co-Program Manager for IBOR Replacement across Nomura group. Immediately prior to this, he was the EMIR Program Manager responsible for the global implementation of EMIR in the firm, the post-crisis OTC derivatives reform and the European equivalent of Dodd Frank Act.

Being passionate about Banking and Capital Markets, he is a regular speaker in industry forums across the globe on Risk and Regulatory themes. He is an alumnus of Harvard Business School and a member of the Young Scholars Initiative at the Institute for New Economic Thinking and is based in Mumbai.

09:3009:45

Break

10:00 - 11:00

09:4510:45

Standardised approach for counterparty credit risk

10:00 - 11:00

  • Historical context and market overview
  • SA CCR methodology and add-on calculation approaches for the five asset classes in the SA-CCR framework
  • Industry pain points delaying implementation 
Krishnan Ranganathan

Executive Director and Head-Risk, Finance and Operations Change

Nomura

Krishnan Ranganathan is an Executive Director and heads Risk, Finance and Operations Change in Nomura India. He is responsible for the execution of various projects covering post-crisis Basel and regulatory initiatives. He is also the co-Program Manager for IBOR Replacement across Nomura group. Immediately prior to this, he was the EMIR Program Manager responsible for the global implementation of EMIR in the firm, the post-crisis OTC derivatives reform and the European equivalent of Dodd Frank Act.

Being passionate about Banking and Capital Markets, he is a regular speaker in industry forums across the globe on Risk and Regulatory themes. He is an alumnus of Harvard Business School and a member of the Young Scholars Initiative at the Institute for New Economic Thinking and is based in Mumbai.

08:3009:30

Minimum requirement for eligible liabilities and total loss absorbing capacity

10:00 - 11:00

  • Minimum requirements for eligible liabilities and own funds 
  • Defining eligible and excluded liabilities   
  • Impact comparisons for going concern capital   
  • Consolidating with total loss absorbing capacity 
  • An overview of resolution strategies: modified insolvency, partial transfer, and bail in 
Gilles Renaudiere

Director, Capital Products - DCM Solutions

BNP Paribas

Gilles Renaudière is the Director, Capital Products - DCM Solutions at BNP Paribas, focussing on the structuring of banks and insurance companies’ hybrid and TLAC/MREL instruments globally, as well as on the impact on financial institutions of broader regulatory capital developments.

As part of his role, Gilles liaises closely with the Financial Management team of BNP Paribas, as well as with other financial institution issuers, bond investors, rating agencies and regulatory bodies, balancing the interests of all stakeholders in order to provide advice on optimal capital structures and the instruments available to meet regulatory requirements.

Prior to joining BNP Paribas in 2014, Gilles spent 8 years at UBS where he started his career in the Capital solutions team. He then held positions in the FIG Benelux (2005-2007) and Nordic teams (2007-2013)

09:3009:45

Break

10:00 - 11:00

09:4510:45

Looking ahead to 2023

10:00 - 11:00

  • Banking in a Basel IV era 
  • Approaches to mitigating risk for banks 
  • Correlations to other global regulations: EMIR and structural reform 
Roland Schneider

Expert in Basel IV

McKinsey & Company

Sebastian Schneider

Partner

McKinsey & Company

Experienced management consultant with a demonstrated history of working in the financial service industry. Skilled in risk management, capital and balance sheet management, corporate finance, trading risk, investment banking, and passionate about digitalization of banking. Strong finance professional with a Dr. rer. pol. (Ph.D.) focused in mathematical finance.