28 to 30 November 2016, Frankfurt am Main European … · European Banking Regulation Julie...
Transcript of 28 to 30 November 2016, Frankfurt am Main European … · European Banking Regulation Julie...
THE platform in autumn to talk to representatives from supervision, politics, association, the industry and research!
European Banking Regulation
Julie Dickson, ECB | Dr Jutta Dönges, FMSA | Piers Haben, EBA | Dr Levin Holle, BMF | Dr Elke König, SRBDr Torsten Kelp, BaFin | Reinhold Stahl, Deutsche Bundesbank | Dr Jukka Vesala, ECB | Dr Klaus Wiedner, European Commission
17th Handelsblatt Annual Conference28 to 30 November 2016, Frankfurt am Main
17�× Supervision
and politicians
14�×Practitioners, associations and auditors
From US:
Prof. Dr Anthony
M. Santomero,former president and
CEO of the Federal Reserve Bank of
Philadelphia
New developments in banking supervision
The final programme is online – register now!
Simultaneous translation on site
Design and organisation:
Current information can be found online at:
www.banking-regulation.com
Sponsor:
Meet experts from the ECB, EBA, SRB, Bundesbank, BaFin, European Commission and politics as well as practitioners, associations and auditors
Julie Dickson, ECB
Dr Elke König, SRB
Dr Jukka Vesala, ECB
Reinhold Vollbracht, Deutsche Bundesbank
Dr Stefan Blochwitz, Deutsche Bundesbank
Dr Korbinian Ibel, ECB
Ingo Techet, Deutsche
Bundesbank
Michael Fuchs, BaFin
Carmen Isabel Kutzner, Deutsche Bundesbank
Dr Jutta Dönges, FMSA
Dr Torsten Kelp, BaFin
Dr Thorsten Funkel, BaFin
Dr Klaus Wiedner, European
Commission
Daniel Schäfer, Handelsblatt
Piers Haben, EBA
Peer Ritter, European
Commission
Prof. Dr Christian
Schmaltz, Aarhus School of
Business (Denmark)
Dr Levin Holle, BMF
Reinhold Stahl, Deutsche
Bundesbank
Prof. Dr Hermann
Schulte-Mattler, University of Applied
Sciences and Art, Dortmund
Prof. Dr Anthony M. Santomero, former president and CEO of the Federal Reserve
Bank of Philadelphia and Professor of Finance at the Wharton School of University of Pennsylvania
Univ.-Prof. Mag. Dr Markus Hengstschläger, University Vienna
17�× Supervision and politicians
14�× Practitioners, associations and auditors
Moderation
Keynote speech from the US
Out-of-the-box
Burkhard Eckes, PWC
Dr Bertrand K. Hassani, Grupo Santander
Thilo Kasprowicz,
KPMG
Zacharias Kolias, Europäischer
Rechnungshof
Dr Peter Mitic, Santander UK
Michel Dorval, Misys
RechRechnungshofshofee n gRecchnungshoofoo
Martin Neisen, PWC
Robert Priester, EBF
Dr Christian Ossig, BdB
Dr Cornelius Riese, DZ BANK AG
Achim Sprengard, GAR
Jacqueline Mills, AFME
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Dr Karl-Peter
Schackmann-Fallis, DSGV
ni,n TLothar Jerzembek,
VÖB
The meeting place to discuss regulatory reforms
1. Valuable information for banking supervision at first hand Listen to more than 30 experts from European and national supervisory, politics, associations, practitioners and auditors both from
Germany and abroad – you won‘t miss a thing!
2. Sufficient time for talks and networking during the breaks Meet the experts in the networking break at the Speakers‘ Corner. Benefit from
expert discussions with your colleagues on the direct and indirect supervision during the breaks and also at two exclusive evening events.
3. Sufficient time for questions – we ask the speakers Following the discussions, we have provided sufficient time in our program to answer
any topic-related question. You can make an active contribution and ask our experts. Is there a question you would like to ask, but not officially in plenary, althoughthe subject could be exciting for everyone? Send me your questions and it will be answered at the right moment in complete confidence: [email protected]
4. Simultaneous translation into English and German will be provided – please bring your colleagues!
Simultaneous translation into English and German will be provided. Therefore please bring your English-speaking colleagues from the European offices.
5. This is where you will gain an information edge!
Simultaneous translation on site
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„The meeting place for updating supervisory requirements.“ (Gerhard Bappert, Westdeutsche Immobilienbank AG)
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Monday, 28 November 2016 9.00 – 9.30 Reception with coffee and tea, distribution of the congress documents
9.30 – 9.45 Opening of the conference and welcome by the moderators
Daniel Schäfer, Finance Editor, Handelsblatt and
Prof. Dr Hermann Schulte-Mattler, Finance and Risk controlling,
University of Applied Sciences and Art, Dortmund
Current developments: SSM, stress tests, Basel IV
9.45 – 10.05Opening keynote speech
Julie Dickson,member of the supervisory committee of the Single
Supervisory Mechanism (ECB representative), ECB
10.05 – 10.15 Talk
Daniel Schäfer, Finance Editor, Handelsblatt
and Julie Dickson
10.15 – 10.30Bank consolidation and fusions in the current regulatory environment
The need for structural change in the banking sectorIs regulation a driver or a constraint?DZ BANK/WGZ BANK as first practical example of SSM
Dr Cornelius Riese,Member of DZ BANK AG Board of Managing Directors
10.30 – 10.50European Banking Supervision and Regulation: What’s on the agenda for 2017?
Assessment of the SSM regarding current risks in the banking sector and supervisory priorities for 2017SREP 2016 and follow-up work relating to the stress testOther current topics
Dr Korbinian Ibel,Director General, Microprudential Supervision 4, ECB
10.50 – 11.30Discussion:Continued development of the SSM, SREP, business models and profitability of banks – what next for the future?Moderation:Daniel Schäfer, Finance Editor, Handelsblatt
With:
Burkhard Eckes, Partner, Banking & Capital Markets Leader, PWC
Dr. Korbinian Ibel, Director General, Microprudential Supervision 4, ECB
Dr Cornelius Riese, Member of DZ BANK AG Board of Managing
Directors
Reinold Vollbracht, Director, Deutsche Bundesbank
An additional (European) bank representative is in consultation
11.30 – 12.00 Coffee Break – Meet the experts at the Speakers‘ Corner
Impact of the Brexit on the regulation
12.00 – 12.20Brexit – the how, why and the impact on regulation
Dr Peter Mitic, Head of Operational Risk Methodology,
Santander UK
Information at first hand – Keeping pace with banking supervision
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Basel IV-recommendations for the equity capital standards
12.20 – 12.50 Revised Basel CRSA – A new standard model for credit risk (2nd consultation paper)
Current status of consultationsSignificant changes compared to the status quoNew risk weights and effects on individual business areasProcedural implications
Thilo Kasprowicz,Partner, Financial Services Regulatory,
KPMG AG
12.50 – 13.00Q & A
13.00 – 14.00Lunch
14.00 – 14.30Out-of-the-Box presentationThe average trap: why you must go beyond your limits
Univ.-Prof. Mag. Dr Markus Hengstschläger,Professor of Genetics,
Medical University of Vienna
14.30 – 15.00The future of the IRB approach: New requirements of EBA, the ECB and the Basle Committee
Forthcoming revision of the identified weaknesses of the IRBA by EBA and Basel CommitteeObjective of comparability and limitation of the RWA controlReassessment of all internal models in the euro area to ad-dress the observed weaknesses of the IRB ApproachInterplay and interaction with the other Basel IV innovations (KSA, SA-CCR and FRTB)
Martin Neisen,Partner,
PricewaterhouseCoopers AG
15.00 – 15.30 Revision of the rules regarding the market risks/trading bookSpeaker is in consultation
15.30 – 16.00The new Basel OpRisk approach – a symbiosis of pillars I and II
Conception, risk factors and criticismStandardization of internal control at European banks as a result?Impact on assessment opportunities in SREP
Carmen Isabel Kutzner,Audits of banking operations,
Deutsche Bundesbank
16.00 – 16.15Q & A
16.15 – 16.45 Coffee Break – Meet the experts at the Speakers´ Corner
On the path to the new European rules
16.45 – 17.05KeynoteCRD V, new CRR – toughts from the European Commission� � Plans of the European Commission� � State of play of discussions and comments
Dr Klaus Wiedner,Head of Unit D1 Bank Regulation and Supervision,
European Commission
17.05 – 17.45 Discussion:On the path to a new CRR II/CRD V – planned new European rulesModeration:Prof Dr Hermann Schulte-Mattler, Finance and Risk controlling,
University of Applied Sciences and Art, Dortmund
With:
Dr Klaus Wiedner, Head of Unit D1 Bank Regulation and Supervision,
European Commission
Jacqueline Mills, Director Prudential Regulation, AFME
Robert Priester, Deputy CEO, EBF (European Banking Federation)
17.45 End of day one
ab 18.15 Exclusive evening event at the “Vinum Weinkeller Frankfurt”Handelsblatt and EUROFORUM cordially invite you to an evening meal together. Take this opportunity to make new contacts and refresh existing ones. Continue discussions about banking regulation issues in a relaxed atmosphere.
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Tuesday, 29 November 2016
8.30 – 9.00 Reception with coffee and tea
9.00 – 9.05 Welcome by the hostsDaniel Schäfer and Prof Dr Hermann Schulte-Mattler
Return on Equity and securitization
9.05 – 9.35Impact of regulatory changes on return on equity and equity costs� � Basel IV
IFRS 9-ImpairmentSREP-bonusesMRELMiFID II et altera
Lothar Jerzembek,Member of the Executive Board,
Federal Association of Public Banks in Germany
9.35 – 10.05Securitization – State of development on Basel and European level
Structure and hierarchy of the revised securitization frame-work (Basel III)Inclusion of “simple, transparent and comparable securitiza-tion” (STC-Transactions)Comprehensive European legislative process
Dr Thorsten Funkel,Senior Government Official,
General Policy Division Banking Regulation, BaFin
Stress test, indirect banking supervision and small banking box
10.05 – 10.35Stress testing as a key tool in the SREP
Piers Haben,Director of Oversight,
EBA
10.35 – 10.45 Q & A
10.45 – 11.15Coffee Break – Meet the experts at the Speakers´ Corner
11.15 – 11.45Small Banking Box – Projects for regulation of smaller banks
Dr Jukka Vesala,Director General, Microprudential Supervision 3, ECB
11.45 – 12.30 Discussion:Projects of Small Banking Box, stress testing and SREP process for banks under the indirect supervision ECB – Recent DevelopmentsModerationProf Dr Hermann Schulte-Mattler
With:
Piers Haben, Director of Oversight, EBA
Dr Levin Holle, Director General Financial Market Policy,
Federal Ministry of Finance
Dr Karl-Peter Schackmann-Fallis, Executive Member of the Board,
European Banking Authorities (ECB/EBA), Deutscher Sparkassen- und
Giroverband e. V.
Dr Jukka Vesala, Director General, Microprudential Supervision 3, ECB
12.30 – 13.30 Lunch
MREL, TLAC, bank resolution and financial stability
13.30 – 13.45Updates to MREL, TLAC and bank resolution
Dr Elke König,Chair of the Resolution Steering Group,
Single Resolution Board
13.45 – 14.00State aid control in the banking union, current developments
Peer Ritter,Head of Unit European Commission’s Directorate General
for Competition, European Commission
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14.00 – 14.15Impulse
Dr Christian Ossig,Member of the Executive Board,
Association of German Banks
14.15 – 14.30Financial Stability – Laws, realities, expectations
Dr Jutta Dönges,Chairman of the Management Board,
Federal Agency for Financial Market Stabilisation (FMSA)
14.30 – 15.15Discussion:MREL, TLAC, BRRD and financial stability – what comes in the future?Moderation:Daniel Schäfer, Finance Editor, Handelsblatt
With:
Dr Jutta Dönges, Chairman of the Management Board, Federal Agency
for Financial Market Stabilisation (FMSA)
Dr Elke König, Chair of the Resolution Steering Group,
Single Resolution Board
Dr Christian Ossig, Member of the Executive Board, Association of
German Banks
Peer Ritter, Head of Unit European Commission’s Directorate General
for Competition, European Commission
15.15 – 15.45Coffee Break – Meet the experts at the Speakers´ Corner
Shadow banks
15.45 – 16.15EBA shadow banking guidelines and BaFin circular on limiting exposures to shadow banking entities
New developments relating to the EBA guidelines on shadow bankingDefinition of a shadow bank and exceptionsRequirements
Michael Fuchs,Head of the Expert Group on „Groß- und Millionen-
kreditverordnung“ (large exposures and million loans), BaFin
Risk managements at banks
16.15 – 16.45 Risk Measures at Risk – Are we missing the point?
Regulatory RequirementsDiscussions around sub-additivity and distortionSpectral representation
Dr Bertrand K. Hassani,Global Head of Research and Innovation –
Risk Methodology, Grupo Santander
16.45 – 17.15 Pillar 2: Risk Management, ICAAP, SREP and banking supervision
Proportional regulation5. MaRisk amendment: BCBS 239, ICAAP and other projectssupervisory practices
Dr Stefan Blochwitz,Head of Banking business audits and implementation of
international standards, Deutsche Bundesbank
17.15 – 17.30Q & A
17.30 – 18.00KeynoteThe role of the board in risk management
Anthony M Santomero,former President and CEO of the Federal Reserve
Bank of Philadelphia
18.00End of day twoAt the end of day two we cordially invite you to an evening get-together with wine and finger food at the hotel. Bring this day to a relaxing close with enjoyable conversa-tions.
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8.30 – 9.00 Reception with coffee and tea
9.00 – 9.05 Welcome by the hosts
Prof. Dr Hermann Schulte-Mattler and
Prof. Dr Christian Schmaltz, Associate Professor,
Aarhus School of Business
Liquidity, leverage ratio and large exposures
9.05 – 9.45European regulations regarding liquidity regulation
LCR Impact Assessment at the European levelEuropean implementation of the NSFR (ongoing process)Submission and evaluation of funding plans in accordance with the recommendations by the ESRB and EBA
Dr Torsten Kelp,Head of Unit BA 55,
BaFin
9.45 – 10.15New developments relating to the leverage ratio
Scope of the codePerspective of supervisionInteraction with risk-weighted capital ratiosWhich institutions are most affected?Should we do something? If so, what should we do?
Prof. Dr Christian Schmaltz,Associate Professor,
Aarhus School of Business
10.15 – 10.45Current developments in the large exposure regime
The Basel frameworkCall for Advice of the European Commission and EBA response Revised Guidelines for connected clients
Achim Sprengard,CEO, GAR Gesellschaft für Aufsichtsrecht und Revision mbH
Wirtschaftsprüfungsgesellschaft
10.45 – 11.00Q & A
11.00 – 11.30 Coffee Break – Meet the experts at the Speakers‘ Corner
Disclosure and SREP
11.30 – 12.00 New developments in European disclosure and reportingThe speaker is in consultation.
12.00 – 12.30 SREP process for European banks under direct and indirect supervisionThe speaker is in consultation.
12. 30 – 12.45 Q & A
12.45 – 13.45 Lunch
AnaCredit
13.45 – 14.10AnaCredit: European standards and national implementa-tion
European reporting requirements of AnaCredit-RegulationNational specifics of implementation in GermanyBenefits of AnaCredit
Reinhold Stahl,Head of the Statistics,
Deutsche Bundesbank
14.10 – 14.30AnaCredit and how adjacent regulations will impact pre-parations
Overview of current status of AnaCredit in EuropeWalkthrough of adjacent regulations and their impact to be considered alongside AnaCreditWhich IT considerations should drive your AnaCredit com-pliance?
Michel Dorval,Global Regulatory Architect,
Misys
essses
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Super-vision
Wednesday, 30 November 2016
First audit of banking supervision
15.15 – 15.45 Banking Union: Perspective of the European Court of Auditors (ECA)
ECA audit of ESMA: foundations, rules and risksECA and the ECB: our first audit of its banking supervision activitiesThe ECA’s role in auditing the Single Resolution Fund
Zacharias Kolias,Director, Financial and Economic Governance,
European Court of Auditors
15.45 – 16.00 Q & A
16.00 End of the 17th Handelsblatt Conference
14.30 – 15.15Discussion:
Is AnaCredit turning data on its head?Moderation:Prof. Dr Christian Schmaltz, Associate Professor,
Aarhus School of Business
With:
Michel Dorval, Global Regulatory Architect, Misys
Reinhold Stahl, Head of the Statistics, Deutsche Bundesbank
Ingo Techet, Group leader AnaCredit, Deutsche Bundesbank
An additional participant is in consultation
We thank our partners and sponsors
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registration until 26.09.2016
registration from
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17th Handelsblatt Annual Conference 28 to 30 November 2016European Banking Regulation/New developments in banking supervision
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European Banking RegulationNew developments in banking supervision
17th Handelsblatt Annual Conference
28 to 30 November 2016, Frankfurt am Main
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