Registration and welcome coffee
9.15 – 9.30Opening of the annual conference and welcome by the chairmen
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 VIEWHow personalities change the world: Current trends and predictions
Dr 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?“
Discuss with
Dr Gertrud R. Traud
In conversation with:
Danièle Nouy
Chair of the Supervisory Board
ECB
CRR II/CRD V & EDIS: Proportionality and the perfect fit in banking regulation
Peter 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 Simon
11.25 – 11.55
Networking break and discussion at the Speakers‘ Corner
11.45 – 12.40The EU Banking Package: Latest developments from a German perspective
- Special aspects of capital and liquidity requirements
- Implementing proportionality
- Equity and dividends
- Scope
Erich 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.“
Artificial intelligence for risk management 4.0
Dr. Marcus Chromik
Member of the Executive Board
Commerzbank
Capital and business models in light of regulation, Brexit, low interest rates and new players
WITH
Dr Marcus Chromik
Dr Robert Kilian, Chief Representative, N26 Group
Erich Loeper
Lunch
SUPERVISORY PRIORITIES
14.30 – 15.00Supervisory priorities 2019
Dr Korbinian Ibel
Director General, Microprudential Supervision IV
ECB
Discuss with
Dr Korbinian Ibel
Small Banking Box: Proportionality of regulation
WITH
Dr 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 Ibel
Networking break and discussion at the Speakers‘ Corner
NEW REGULATIONS IN DETAIL
16.15 – 16.45The new European regulations on securitisation and their impact
- Implementing the new regulations
- Supervisory requirements
- Impact on asset backed commercial paper (ABCP)
Sascha 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”?“
Liquidity regulation and the leverage ratio
- European implementation of the NSFR
- State of play and latest developments
Dr Silvio Andrae
Head of Risk management for Banking Supervision
Deutscher Sparkassen- und Giroverband e. V.
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 Pierschel
Head of the Department for International Policy
Financial Stability and Regulation – Banking Supervision
BaFin
Q&A session
18.15 – 18.30Day-one sum-up
EVENING EVENT
We cordially invite you to our evening event and the chance for relaxed chat over dinner.
Welcome coffee
9.00 – 9.15Welcome by the chairmen
Prof. Hermann Schulte-Mattler
Prof. Christian Schmaltz, Associate Professor, Aarhus BSS – Department of Economics and Business Economics
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 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.“
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.
Q&A session
10.30 – 11.00Networking break and discussion at the Speakers‘ Corner
11.00 – 11.30OpRisk: 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 Corleis
OpRisk expert
BaFin
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
Partner
PWC
Q&A session
12.15 – 13.15Lunch
NEW RISKS AND STRESS TESTS
13.15 – 13.45 KEYNOTE SPEECHWhat cyber and IT risks mean for supervisory authorities
Felix Hufeld
President
BaFin
„Banks can automate and delegate many things – except responsibility.“
Will digitalisation and big data put further pressure on banks? New risks and questions for supervisory authorities
WITH
Adam Farkas
Felix Hufeld
Dr Christian Ossig, Chief Executive, Association of German Banks (BdB)
Bernd Geilen, Vice-Chairman, ING DiBa
2018 stress test results: Conclusions and outlook
Adam Farkas
Executive Director
European Banking Authority (EBA)
Discuss with
Adam Farkas
15.30 – 16.00
Networking break and discussion at the Speakers‘ Corner
OVERALL BANK MANAGEMENT AND RISK MANAGEMENT
16.00 – 16.30Risk-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
Dr 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.“
Overall bank management and risk management in practice
WITH
Dr Stefan Blochwitz
Kalliopi Minga, Head of Finances, DekaBank
Prof. Christian Schmaltz
ECB/ILAAP requirements
- The key changes at a glance
- Implementing the costliest changes
- Practical challenges
Prof. Christian Schmaltz
Q&A session
18.00End of day two
We invite you to join us for drinks in the hotel.
Welcome coffee
9.00 – 9.05Welcome by the chairmen
Daniel Schäfer
Prof. Hermann Schulte-Mattler
FUTURE OF REGULATION, OUTLOOK
9.05 – 9.35 KEYNOTE SPEECHSylvie Matherat
Chief Regulatory Officer and Member of the Executive Board
Deutsche Bank
Latest on bank resolution: MREL and TLAC ratios
Boštjan Jazbec
Member of the SRB, Director of Resolution Planning and Decisions
Single Resolution Board (SRB)
Regulatory outlook and future topics for the banking industry
WITH
Burkhard Eckes, Partner, PWC
Gonzalo Gasos, Head of Banking Supervision, European Banking Federation (EBF)
Boštjan Jazbec
Sylvie Matherat
Networking break and discussion at the Speakers‘ Corner
DISCLOSURE, REPORTING & NOTIFICATIONS
11.15 – 11.45Bank management: Integrating (new) regulatory requirements
- Integration in medium-term planning and management reporting
- Practical example MREL, IFRS 9, FRTB, NPLs
Kalliopi Minga
Head of Finances
DekaBank
Guiding Principles for Integrated Reporting
- Shaping future data management together (IReF and BIRD)
- Influence of digitalisation
Werner Bier
Deputy Director-General Statistics
ECB
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
Achim Sprengard
Managing Director
GAR Gesellschaft für Aufsichtsrecht und Revision mbH Wirtschaftsprüfungsgesellschaft
Q&A session
13.00 – 13.30RegTech: which solutions and paths will software producers take in future?
WITH
Pascal 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 Schimang
Founder
Streamlaw
Sum-up
from 13.45Event concludes over lunch together