Event Agenda

Agenda

Day one

Monday September 9

08:30

Registration and refreshments

09:00

Supervisory context

  • Aim of RRP
  • Resolution planning
  • Multiple-Point-of-Entry vs Single-Point-of-Entry
  • Impact on bank management
  • Cooperation with supervisor
  • Relation to other regulations

Speaker: Johannes Langthaler, bank resolution policy expert, Austrian Financial Market Authority

10:30

Morning break

11:00

MREL and TLAC

  • SRB MREL regulation
  • Setting MREL targets
  • Internal vs external MREL
  • Impact of bail in rules on funding strategies
  • Eurozone banks with potential shortfall in MREL buffers
  • AT1 and tier 2 debt
  • Implementation of TLAC principles and term sheet
  • MREL and TLAC debt issuance
  • Internal TLAC
  • TLAC & MREL – similarities and differences
  • BRRD2 – potential future regulations

Speaker: Daniel McCarthy, head of unit, resolution planning and decisions, Single Resolution Board

12:30

Lunch

1:30

Valuation and resolution

  • EBA handbook
  • Valuations SoP
  • Regulatory technical standards
  • Documenting valuation capabilities
  • Tool specific considerations
  • Firm capabilities in business-as-usual
  • Testing and review ahead of implementation date

Speaker: Sjoerd Kuipers, banking resolution division, Dutch Central Bank

3:00

Afternoon break

3:30

Capital requirements and ICAAP

  • Introduction to the banking reform package
  • Introduction to the ICAAP

  • Pillar 2 capital requirements and guidance
  • Stress testing
  • Linking ICAAP process to recovery plan indicators

Speaker: Ben Arram, prudential regulation consultant, Bovill

5:00

End of day one

Day two

Tuesday September 10

08:30

Refreshments

09:00

Establishing core elements of recovery planning

  • Identifying critical functions
  • Ensuring use of a range of scenarios
  • RRP playbooks development and testing process
  • How to develop a comprehensive suite of recovery options
  • Governance of recovery planning
  • Defining governance and roles in recovery planning
  • Solvent wind down planning in support of recovery and resolvability
  • Linking risk and recovery management with risk appetite framework

Speaker: Kavita Savur, managing director, head of UK recovery & resolution planning, UBS

10:30

Morning break

11:00

Funding and resolution

  • Key issues for resolution planning activities
  • Role played by central bank and need of a public backstop
  • Liquidity in resolution at legal entity level
  • Considering various types of HQLA
  • Discussion – How resilient is your environment?

Speaker: Geoff Carpenter, treasurer, Pershing EMEA (BNY Mellon),

12:30

Lunch

1:30

Impediments to resolution

  • Impediments that need remediation
  • Mapping services to critical economic functions
  • Operational continuity assessments
  • Operational subsidiarisation
  • Proposed future expansion of OCIR requirements
  • Impacts on operational continuity

3:00

Afternoon break

3:30

Embedding RRP

  • Integrating recovery and resolutions into bank procedures
  • The coordination of management, governance and communication
  • Role of an overarching master playbook and other tools
  • Best practice approaches to internal communications
  • How to relate to other regulations
  • Assurance and testing of capabilities, fire drills and simulations
  • Case study: resolution in practice

5:00

End of course