Program

Monday, 19 November 2018Tuesday, 20 November 2018Wednesday, 21 November 2018
8.45 – 9.15

Registration and welcome coffee

9.15 – 9.30

Opening of the annual conference and welcome by the chairmen

Daniel Schäfer Prof. Schulte-Mattler

Daniel Schäfer, Finance editor, Handelsblatt and
Prof. Hermann Schulte-Mattler, Financial Management and Risk Controlling, Dortmund University of Applied Sciences

LATEST DEVELOPMENTS

9.30 – 10.00 THE ECONOMIC VIEW

How personalities change the world: Current trends and predictions

Dr. Gertrud R. TraudDr Gertrud R. Traud
Chief Economist
Landesbank Hessen-Thüringen

„There are many forces that affect economic growth and capital markets. Or is it really all down to just a handful of people?“

10.00 – 10.15

Discuss with

Dr. Gertrud R. TraudDr Gertrud R. Traud

10.15 – 10.45

In conversation with:

Danièle NouyDanièle Nouy
Chair of the Supervisory Board
ECB

10.45 – 11.15 THE POLITICAL ANGLE

CRR II/CRD V & EDIS: Proportionality and the perfect fit in banking regulation

Peter SimonPeter Simon
Member of the European Parliament

„In passing CRR II and CRD V, we in the Economic and Monetary Affairs Committee of the European Parliament have sent a strong message about greater financial stability and regulatory requirements that are a better fit for small and low-risk banks.“

 

11.15 – 11.25

Discuss with

Peter SimonPeter Simon

 

11.25 – 11.55

Networking break and discussion at the Speakers‘ Corner

11.45 – 12.40

The EU Banking Package: Latest developments from a German perspective

  • Special aspects of capital and liquidity requirements
  • Implementing proportionality
  • Equity and dividends
  • Scope

Erich LoeperErich Loeper
Director General Banking and Financial Supervision
Deutsche Bundesbank

„The Banking Package implements the internationally agreed Basel
standards, takes into account the specific nature of the European banking market and improves the resilience of the financial sector.“

12.40 – 12.55 IMPULSE

Artificial intelligence for risk management 4.0

Dr. Marcus ChromikDr. Marcus Chromik
Member of the Executive Board
Commerzbank

12.55 – 13.30 PANEL

Capital and business models in light of regulation, Brexit, low interest rates and new players

WITH

Dr. Marcus Chromik Dr. Robert Kilian Erich Loeper

Dr Marcus Chromik
Dr Robert Kilian, Chief Representative, N26 Group
Erich Loeper

13.30 – 14.30

Lunch

SUPERVISORY PRIORITIES

14.30 – 15.00

Supervisory priorities 2019

Dr. Korbinian IbelDr Korbinian Ibel
Director General, Microprudential Supervision IV
ECB

15.00 – 15.15

Discuss with

Dr. Korbinian IbelDr Korbinian Ibel

15.15 – 15.45 PANEL

Small Banking Box: Proportionality of regulation

WITH

Dr. Karl-Peter Schackmann-FallisDr Karl-Peter Schackmann-Fallis
Executive Member of the Board of Management
Deutscher Sparkassen- und Giroverband e. V.

„Proportionality is not an end in itself but is about ensuring the diversity and stability of the European banking market.“

Dr. Korbinian IbelDr Korbinian Ibel

15.45 – 16.15

Networking break and discussion at the Speakers‘ Corner

NEW REGULATIONS IN DETAIL

16.15 – 16.45

The new European regulations on securitisation and their impact

  • Implementing the new regulations
  • Supervisory requirements
  • Impact on asset backed commercial paper (ABCP)

Sascha ChevalierSascha Chevalier
Head of Securitization Trade Receivables
Landesbank Baden-Württemberg

„It’s welcome that we now have a European law on securitisation.
But is “STS” for ABCP really “simple”, and is it not too “transparent”
and overly “standardised”?“

16.45 – 17.15

Liquidity regulation and the leverage ratio

  • European implementation of the NSFR
  • State of play and latest developments

Dr Silvio AndraeDr Silvio Andrae
Head of Risk management for Banking Supervision
Deutscher Sparkassen- und Giroverband e. V.

17.15 – 17.45

Credit risks under the new Basel regulations: Revising the credit risk standardised approach (CRSA) and floor

  • CRSA under Basel: the new rules
  • Is the CRSA a suitable part of the floor rule?
  • Timetable and implementation

Frank PierschelFrank Pierschel
Head of the Department for International Policy
Financial Stability and Regulation – Banking Supervision
BaFin

17.45 – 18.15

Q&A session

18.15 – 18.30

Day-one sum-up

EVENING EVENT

We cordially invite you to our evening event and the chance for relaxed chat over dinner.

8.30 – 9.00

Welcome coffee

9.00 – 9.15

Welcome by the chairmen

Prof. Schulte-Mattler Prof. Dr. Christian Schmaltz

Prof. Hermann Schulte-Mattler
Prof. Christian Schmaltz, Associate Professor, Aarhus BSS – Department of Economics and Business Economics

9.15 – 9.45

ECB ICAAP requirements and EBA stress test: Impact on internal interest rate risk management

  • Requirements of ICAAP guidelines
  • Experience of practical implementation
  • Comparison with EBA stress test methodology
  • Interactions with internal asset/liability management

Thomas HornungThomas Hornung
Head of Market Price & Liquidity Risk
NRW.BANK

„The ICAAP guidelines and EBA stress test affect banks‘ internal interest rate risk management. Conflicting goals between the supervisory and internal perspective should be critically evaluated.“

9.45 – 10.15

IRBA – New approach for reducing the risk-weighted

  • assets (RWA) discrepancy
  • Revision of the IRBA by the EBA and Basel Committee
  • Comparability and limiting of RWA management
  • Supervisory focus on IRBA

Speaker tbc.

10.15 – 10.30

Q&A session

10.30 – 11.00

Networking break and discussion at the Speakers‘ Corner

11.00 – 11.30

OpRisk: Latest developments and impact on banks

  • The SMA (Standardised Approach): New regulation of OpRisk
  • What we might expect in Pillar 2
  • Looking ahead to implementation

 

Frank CorleisFrank Corleis
OpRisk expert
BaFin

11.30 – 12.00

Beyond Basel IV: Impacts on the business models of the future

  • Interaction of the new RWA regulations for credit, market and operational risks
  • Compensating and reinforcing effects
  • Consideration of Basel IV (focus on capital floor) in pricing and capital allocation
  • Impact on insurance companies, asset managers, pension and credit funds

Martin Neisen,Martin Neisen
Partner
PWC

12.00 – 12.15

Q&A session

12.15 – 13.15

Lunch

NEW RISKS AND STRESS TESTS

13.15 – 13.45 KEYNOTE SPEECH

What cyber and IT risks mean for supervisory authorities

Felix HufeldFelix Hufeld
President
BaFin

„Banks can automate and delegate many things – except responsibility.“

13.45 – 14.30 PANEL

Will digitalisation and big data put further pressure on banks? New risks and questions for supervisory authorities

WITH

Adam Farkas Felix Hufeld ossig Bernd Geilen

Adam Farkas
Felix Hufeld
Dr Christian Ossig, Chief Executive, Association of German Banks (BdB)
Bernd Geilen, Vice-Chairman, ING DiBa

14.30 – 15.00 KEYNOTE SPEECH

2018 stress test results: Conclusions and outlook

Adam FarkasAdam Farkas
Executive Director
European Banking Authority (EBA)

15.00 – 15.30

Discuss with

Adam FarkasAdam Farkas

 

 

15.30 – 16.00

Networking break and discussion at the Speakers‘ Corner

OVERALL BANK MANAGEMENT AND RISK MANAGEMENT

16.00 – 16.30

Risk-bearing capacity and SREP: What is changing, what is staying the same?

  • SREP and ICAAP: Two sides of the same coin
  • A normative and economic view of risk-bearing capacity
  • Current developments in the SSM

BlochwitzDr Stefan Blochwitz
Head of On-Site Inspections and Implementation of International Standards Division
Deutsche Bundesbank

„Internal risk measurement and capital management are the key elements of risk management within the bank and are part and parcel of the SREP.“

16.30 – 17.15 PANEL

Overall bank management and risk management in practice

WITH

Blochwitz Kalliopi Minga Prof. Dr. Christian Schmaltz

Dr Stefan Blochwitz
Kalliopi Minga, Head of Finances, DekaBank
Prof. Christian Schmaltz

17.15 – 17.45

ECB/ILAAP requirements

  • The key changes at a glance
  • Implementing the costliest changes
  • Practical challenges

Prof. Dr. Christian SchmaltzProf. Christian Schmaltz

17.45 – 18.00

Q&A session

18.00

End of day two

We invite you to join us for drinks in the hotel.

8.30 – 9.00

Welcome coffee

9.00 – 9.05

Welcome by the chairmen

Daniel Schäfer Prof. Schulte-Mattler

Daniel Schäfer
Prof. Hermann Schulte-Mattler

FUTURE OF REGULATION, OUTLOOK

9.05 – 9.35 KEYNOTE SPEECH

Sylvie MatheratSylvie Matherat
Chief Regulatory Officer and Member of the Executive Board
Deutsche Bank

9.35 – 10.05 KEYNOTE SPEECH

Latest on bank resolution: MREL and TLAC ratios

Boštjan JazbecBoštjan Jazbec
Member of the SRB, Director of Resolution Planning and Decisions
Single Resolution Board (SRB)

10.05 – 10.45 PANEL

Regulatory outlook and future topics for the banking industry

WITH

Burkhard Eckes Gonzalo Gasos Boštjan Jazbec Sylvie Matherat

Burkhard Eckes, Partner, PWC
Gonzalo Gasos, Head of Banking Supervision, European Banking Federation (EBF)
Boštjan Jazbec
Sylvie Matherat

10.45 – 11.15

Networking break and discussion at the Speakers‘ Corner

DISCLOSURE, REPORTING & NOTIFICATIONS

11.15 – 11.45

Bank management: Integrating (new) regulatory requirements

  • Integration in medium-term planning and management reporting
  • Practical example MREL, IFRS 9, FRTB, NPLs

Kalliopi MingaKalliopi Minga
Head of Finances
DekaBank

11.45 – 12.15

Guiding Principles for Integrated Reporting

  • Shaping future data management together (IReF and BIRD)
  • Influence of digitalisation

Werner BierWerner Bier
Deputy Director-General Statistics
ECB

12.15 – 12.45

Selected innovations in disclosure and reporting

  • EBA Data Point Model 2.8 and 2.9 – additional reporting requirements
  • Disclosure requirements 2018
  • A view on CRR II new disclosure requirements

sprengardAchim Sprengard
Managing Director
GAR Gesellschaft für Aufsichtsrecht und Revision mbH Wirtschaftsprüfungsgesellschaft

12.45 – 13.00

Q&A session

13.00 – 13.30
PANEL

RegTech: which solutions and paths will software producers take in future?

WITH

Pascal Di PrimaPascal Di Prima
CEO und Co-Founder
Lexemo

„Tools have become indispensable in ensuring regulatory compliance. But the next big step must be towards regulation in real time.“

Tamay SchimangTamay Schimang
Founder
Streamlaw

13.30 – 13.45

Sum-up

from 13.45

Event concludes over lunch together