Home > ISDA Conference Schedule > Basel III Conference
isdalogo

Basel III Conference
The New Capital Accord – Proposals and Implications

5.5 CPD Credit Hours Available (England and Wales)


Thursday, February 9, 2012
London


PROGRAM AGENDA

Basel III represents a fundamental change in the global regulatory framework for banks and investment firms. It introduces a number of new capital requirements, redefines how they are to be met, and sets standards for banks' leverage and liquidity management. Both the quantity and quality of capital required are increased significantly. This conference offers an ideal opportunity to understand the proposals and their implications for the financial system.

8:15 AM   Registration and Continental Breakfast
8:50 AM  

Welcoming Remarks

Peter Sime, Head of Risk and Research, ISDA

9:00 AM  

The Definition of Capital and the New Basel Ratios

  • What counts as capital
  • Deductions from capital
  • The new ratios
  • Bail in capital and contingent instruments
  • The appetite for new capital instruments

Peter Sime, Head of Risk and Research, ISDA

9:45 AM  

The Leverage Ratio

  • Definition of leverage
  • The ratio and its implications
  • Transition periods and implementing timelines

Caitriona O’Kelly, Head of Prudential Policy, Deutsche Bank

Peter Sime, Head of Risk and Research, ISDA

10:20 AM   Morning Break
10:50 AM  

Two New Buffers

  • The capital conservation buffer
  • The anti-cyclicality buffer
  • The implications of the buffers
  • Systematically important institutions

Caitriona O’Kelly, Head of Prudential Policy, Deutsche Bank

Peter Sime, Head of Risk and Research, ISDA

11:40 AM  

Liquidity Requirements

  • Net stable funding ratio
  • Liquidity coverage ratio
  • What assets count as good liquidity?

Peter Sime, Head of Risk and Research, ISDA

12:40 PM   Luncheon
1:40 PM  

Credit and Debit Valuation Adjustment

  • Credit valuation adjustments
  • Capitalizing variation in CVA: the proposals
  • Practical impact of the charges on CVA management
  • Debit Valuation Adjustments
  • BCBS Paper 214 and the Industry response

Peter Sime, Head of Risk and Research, ISDA           

Henry Wayne, Managing Director, ICG EMEA Risk Analytics, Citi
2:30 PM  

Capital Exposures to CCPs

  • Background
  • Trade-Related Exposures & “Qualifying” vs “Non-Qualifying” CCPs
  • Default Fund Exposures & Hypothetical Capital
  • Capital for client clearing
  • Practical Impact

Edwin Budding, Assistant Director, Risk and Research, ISDA

Peter Sime, Head of Risk and Research, ISDA

Henry Wayne, Managing Director, ICG EMEA Risk Analytics, Citi
3:20 PM   Afternoon Break
3:40 PM  

The Wider Context

  • Implementation Issues
  • Where next for CVA and DVA
  • Next steps for CCP and resolution
  • Issues not addressed by Basel III
  • Fundamental Review of the Trading Book
  • Update on US implementation, Dodd Frank

Peter Sime, Head of Risk and Research, ISDA

Henry Wayne, Managing Director, ICG EMEA Risk Analytics, Citi
4:40 PM   Conference Concludes

Agenda is subject to change

 

Please click here for the Conference Registration Form.

 

Allen & Overy LLP, One Bishops Square, London, E1 6AD. Phone +44 (0) 203 088 3550.

To obtain more information, please contact the ISDA conference department at +1 212-901-6000 or e-mail conferences@isda.org

® ISDA is a registered trademark of the International Swaps and Derivatives Association, Inc. Privacy Policy