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CAPITAL PLANNING AND LIQUIDITY UNDER BASEL III REQUIREMENTS

CAPITAL PLANNING AND LIQUIDITY UNDER BASEL III REQUIREMENTS
24 – 26 APRIL 2016 Dubai / United Arab Emirates

BACKGROUND

A thorough and comprehensive internal capital and liquidity measurement mechanism is a vital component of a strong risk management program. This mechanism should produce a level of capital and Liquidity adequate to support the nature and level of the bank’s risk profile, Risk appetite and Risk Capacity.

This workshop will provide an in-depth exposure to a capital planning process, overall capital adequacy, and the ability to sustain capital in various stressed environments. The goal is to provide a foundation to effectively assess an organization’s capital adequacy relative to its overall risk and its plan for maintaining appropriate capital levels. This theoretical foundation will be enhanced with a detailed case study that allows participants to apply their knowledge to reviewing the capital planning process, assessing an organization’s risk through stress testing, and analyzing measures of ensuring that capital supports the level of risk.

In Addition to that, the workshop will discuss the effects of liquidity squeezes and the availability of risk capital on the broad market. Market oriented examples (mainly in the UAE perspective) will be given throughout to give participants insight into practical liquidity risk management techniques in the current environment.

All in all, this workshop will provide an overview of the reforms to the existing Liquidity Management practices and sets out the transitional arrangements introduced by the Basel Committee to implement the new liquidity standards.

OBJECTIVES:

On completion of this workshop, participants will be able to:
– Assess the quality of the organization’s capital plan
– Develop risk perspectives regarding the quality of capital monitoring
– Develop an understanding of stress testing methodologies
– Understand key concepts in the analysis for Basel II Pillar 2 assessments and Basel III
– Identify banks’ responsibilities for internal capital planning processes
– Determine the level of Capital that is commensurate with the overall risk profile
– Understand key liquidity risk concepts and how they affect a Bank’s liquidity risk profile.
– Explain the role of Stress Testing in Liquidity Risk Management;
– Present the objectives and the structure of the two Basel liquidity standards;
– Describe how standardized stressed cash flows are used to calibrate the LCR;

PREREQUISITE KNOWLEDGE:

In order to get maximum benefit from this Workshop:
– Participants should have wide knowledge on Basel II and Basel III requirements.
– Participants should also be familiar with the mechanics of the Basel III – Capital and Liquidity requirements.

WHO SHOULD ATTEND THIS WORKSHOP?

– Bank regulators
– Risk Managers in banks and their main assistants.
– Internal Auditors in banks and their main assistants.
– Financial Officers in banks and their main assistants.
– External Auditors in banks and their main assistants.

MAIN TOPICS COVERED:

Day 1
09:00 Basel II: What went wrong?
11:00 Basel III: the new definition of Capital
13:00 Basel III: a new set of Regulatory Adjustments
15:00 Lunch – End of Day 1

Day 2
09:00 Capital Conservation Buffer
11:00 Countercyclical Capital Buffer
13:00 Interaction between the ICAAP & the buffers
15:00 Lunch – End of Day 2

Day 3
09:00 Liquidity Coverage Ratio (LCR)
11:00 Net Stable Funding Ratio (NSFR)
13:00 Enhancing Liquidity Risk Management
15:00 Lunch – End of Day 3

PARTICIPATION FEES:

1100 $ for UAB members
1350 $ for Non-UAB members
fees include attending the workshop, receiving the material, refreshments and a daily lunch.

SCHEDULE AND LANGUAGE:

Registration: the first day from 8am to 9 am.
Daily Schedule : from 9:00 am to 14:00 pm.
Workshop languages: Arabic and English (a must).

MEANS OF PAYMENT

A Bankers check shall be drawn at New York to the order of the Union of Arab Banks, or by transfer to the account of the UAB No: 82305-510/8 Arab Bank – Beirut Lebanon.
For online registration & payment, please visit our website: www.uabonline.org

Or by transfer to our account at: Arab Bank – Beirut – Lebanon Swift code (ARABLBBX)
Riyad El solh Br. Account No: 0331-082305-510
Through Wells Fargo – Sanfrancisco – USA Swift code (PNBP US 3N NYC)
Iban: LB42 0005 0000 0000 3310 8230 5510
Beneficiary: Union of Arab Banks

For any additional information or inquiries regarding this event, please contact us at the following addresses:

Union of Arab Banks

Headquarters:
Beirut – Lebanon: P.O. Box: 11-2416 Riad El-Solh 1107 2210
Tel: +961-1-377800 – +961-1-364881 – 5 – 7 Fax: +961-1-364952 – +961-1-364955 Email: uab@uabonline.org
e-mails: training@uabonline.org workshops@uabonline.org seminars@uabonline.org
Booking online: www.uabonline.org

Regional Offices:
Cairo – Egypt : 19 Al-Batal Ahmed Abdelaziz Str. 2nd Floor – Apt (11) – Mohandissine – Giza Tel: +202-33023762/+202-33034442 Fax: +202-33440297 Email: uab-egypt@uabonline.org

Amman – Jordan: P.O. Box: (942100) Amman (11194) Jordan Tel: +962-6-5677234/5 Fax: +962-6-5688854 Email:uab-jordan@uabonline.org

Khartoum – Sudan: P.O. Box: (12597) Khartoum Telefax: +249-183-781742

Tunisia: P.O.BOX:1002/45 Tunis Tel: +216 71 908083 Fax: +216 71 951 419

Sana’a – Yemen: P.O. Box: 11318 Sana’ab Tel: +967 1 242328 Fax: +967 1 242305

April 24 2016

Venue

Four Points by Sheraton

Dubai, United Arab Emirates

+ Google Map

Phone:

971 4 323 0333

CAPITAL PLANNING AND LIQUIDITY UNDER BASEL III REQUIREMENTS

CAPITAL PLANNING AND LIQUIDITY UNDER BASEL III REQUIREMENTS
24 – 26 APRIL 2016 Dubai / United Arab Emirates

BACKGROUND

A thorough and comprehensive internal capital and liquidity measurement mechanism is a vital component of a strong risk management program. This mechanism should produce a level of capital and Liquidity adequate to support the nature and level of the bank’s risk profile, Risk appetite and Risk Capacity.

This workshop will provide an in-depth exposure to a capital planning process, overall capital adequacy, and the ability to sustain capital in various stressed environments. The goal is to provide a foundation to effectively assess an organization’s capital adequacy relative to its overall risk and its plan for maintaining appropriate capital levels. This theoretical foundation will be enhanced with a detailed case study that allows participants to apply their knowledge to reviewing the capital planning process, assessing an organization’s risk through stress testing, and analyzing measures of ensuring that capital supports the level of risk.

In Addition to that, the workshop will discuss the effects of liquidity squeezes and the availability of risk capital on the broad market. Market oriented examples (mainly in the UAE perspective) will be given throughout to give participants insight into practical liquidity risk management techniques in the current environment.

All in all, this workshop will provide an overview of the reforms to the existing Liquidity Management practices and sets out the transitional arrangements introduced by the Basel Committee to implement the new liquidity standards.

OBJECTIVES:

On completion of this workshop, participants will be able to:
– Assess the quality of the organization’s capital plan
– Develop risk perspectives regarding the quality of capital monitoring
– Develop an understanding of stress testing methodologies
– Understand key concepts in the analysis for Basel II Pillar 2 assessments and Basel III
– Identify banks’ responsibilities for internal capital planning processes
– Determine the level of Capital that is commensurate with the overall risk profile
– Understand key liquidity risk concepts and how they affect a Bank’s liquidity risk profile.
– Explain the role of Stress Testing in Liquidity Risk Management;
– Present the objectives and the structure of the two Basel liquidity standards;
– Describe how standardized stressed cash flows are used to calibrate the LCR;

PREREQUISITE KNOWLEDGE:

In order to get maximum benefit from this Workshop:
– Participants should have wide knowledge on Basel II and Basel III requirements.
– Participants should also be familiar with the mechanics of the Basel III – Capital and Liquidity requirements.

WHO SHOULD ATTEND THIS WORKSHOP?

– Bank regulators
– Risk Managers in banks and their main assistants.
– Internal Auditors in banks and their main assistants.
– Financial Officers in banks and their main assistants.
– External Auditors in banks and their main assistants.

MAIN TOPICS COVERED:

Day 1
09:00 Basel II: What went wrong?
11:00 Basel III: the new definition of Capital
13:00 Basel III: a new set of Regulatory Adjustments
15:00 Lunch – End of Day 1

Day 2
09:00 Capital Conservation Buffer
11:00 Countercyclical Capital Buffer
13:00 Interaction between the ICAAP & the buffers
15:00 Lunch – End of Day 2

Day 3
09:00 Liquidity Coverage Ratio (LCR)
11:00 Net Stable Funding Ratio (NSFR)
13:00 Enhancing Liquidity Risk Management
15:00 Lunch – End of Day 3

PARTICIPATION FEES:

1100 $ for UAB members
1350 $ for Non-UAB members
fees include attending the workshop, receiving the material, refreshments and a daily lunch.

SCHEDULE AND LANGUAGE:

Registration: the first day from 8am to 9 am.
Daily Schedule : from 9:00 am to 14:00 pm.
Workshop languages: Arabic and English (a must).

MEANS OF PAYMENT

A Bankers check shall be drawn at New York to the order of the Union of Arab Banks, or by transfer to the account of the UAB No: 82305-510/8 Arab Bank – Beirut Lebanon.
For online registration & payment, please visit our website: www.uabonline.org

Or by transfer to our account at: Arab Bank – Beirut – Lebanon Swift code (ARABLBBX)
Riyad El solh Br. Account No: 0331-082305-510
Through Wells Fargo – Sanfrancisco – USA Swift code (PNBP US 3N NYC)
Iban: LB42 0005 0000 0000 3310 8230 5510
Beneficiary: Union of Arab Banks

For any additional information or inquiries regarding this event, please contact us at the following addresses:

Union of Arab Banks

Headquarters:
Beirut – Lebanon: P.O. Box: 11-2416 Riad El-Solh 1107 2210
Tel: +961-1-377800 – +961-1-364881 – 5 – 7 Fax: +961-1-364952 – +961-1-364955 Email: uab@uabonline.org
e-mails: training@uabonline.org workshops@uabonline.org seminars@uabonline.org
Booking online: www.uabonline.org

Regional Offices:
Cairo – Egypt : 19 Al-Batal Ahmed Abdelaziz Str. 2nd Floor – Apt (11) – Mohandissine – Giza Tel: +202-33023762/+202-33034442 Fax: +202-33440297 Email: uab-egypt@uabonline.org

Amman – Jordan: P.O. Box: (942100) Amman (11194) Jordan Tel: +962-6-5677234/5 Fax: +962-6-5688854 Email:uab-jordan@uabonline.org

Khartoum – Sudan: P.O. Box: (12597) Khartoum Telefax: +249-183-781742

Tunisia: P.O.BOX:1002/45 Tunis Tel: +216 71 908083 Fax: +216 71 951 419

Sana’a – Yemen: P.O. Box: 11318 Sana’ab Tel: +967 1 242328 Fax: +967 1 242305

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