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Capital Planning & Recovery Planning

9 – 11/12/2018     Manama – Kingdom of Bahrain

          I. Workshop Outlines:

 A thorough and comprehensive capital planning mechanism is a vital component of a strong risk management program. This mechanism should produce a level of capital adequate to support the nature and level of the bank’s risk profile, and it is the role of the supervisor to evaluate the sufficiency of the bank’s internal assessment and to intervene where appropriate.

Recovery planning is another pillar of a comprehensive Risk Management program, it is important for all banks as it increases their resilience to stress scenarios. Recovery planning will naturally reflect the size and complexity of banks and should be proportionate to the risk profile of each institution.

Banks should develop recovery plans that identify credible options to survive a range of severe but plausible stressed scenarios. This should be part of the good management of a bank, not just a response to a regulatory requirement.

This workshop highlights the interaction between Basel III new capital buffers and the implementation of the Internal Capital Adequacy Assessment Process (ICAAP) and the Recovery planning. It will present the current work of regulators and banks in strengthening the implementation of capital planning process including ICAAP and the roles and responsibilities of Banks to develop a sound Recovery plan.

       II. Workshop Objectives :

On completion of this workshop, participants will be able to:

  • Identify the features and components of the new Basel III Framework
  • Highlight the future of Implementation of ICAAP under Basel III
  • Discuss the elements of ICAAP in light of the implementation of Basel III
  • Assess how banking supervisors assess Capital Adequacy
  • Highlight the components of an effective Recovery Plan.

     III. Prerequisite Knowledge:

 In order to get maximum benefit from this Workshop:

  • Participants should have fundamental-level subjects related to Basel III Capital and Liquidity frameworks.
  • Participants should also be familiar with the mechanics of Pillar II Requirements.
  • English is profound\

     IV. Main topics covered:

  1. Definition of Capital under Basel III
  2. Capital Conservation Buffer
  3. Countercyclical Capital Buffer
  4. Internal Capital Adequacy Assessment Process (ICAAP):
  • Design and Structure
  • Risks of Pillar 2
  • Pillar 1 plus approach
  • Advanced approach
  • Using of stress testing
  • ICAAP Governance
  • Eligible Capital
  • Case Study
  1. Interaction between Basel III buffers and the ICAAP
  2. Supervisory Response, how supervisors should react?
  3. Recovery Planning
  4. Recovery Indicators
  5. Recovery Options
  6. Contingent Capital Instruments

 

     V. Who should attend this workshop:

  • Bank regulators
  • Bank Examiners
  • Risk Managers
  • Internal Auditors
  • Financial Officers
  • Regulatory Compliance Officers
  • External Auditors

VI.  Speakers:

Mr. Rabih Nehme

  • Head of Risk Assessment Department at the Banking Control Commission of Lebanon (BCCL).
  • University instructor in Lebanon.
  • Trainer and speaker with the UAB and other training firms in Lebanon
  • Editor of: Lebanese banking regulations book (2013 Edition)

Mr. Antoine Meouchy is the Group Head Risk Integration & Analytics at Bank Audi. He heads the integration function, which is in charge of the ICAAP implementation at the Group and entities, as well as the setting the risk appetite, stress testing framework, recovery plans, among other. He is also responsible for the Analytics function, which is in charge of developing risk quantification models. He has been with Bank Audi for more than 10 years, and covers these activities for Lebanon as well as for the Bank’s foreign subsidiaries.

 

 

December 09 2018

Venue

Intercontinental Regency

Manama, Bahrain

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Capital Planning & Recovery Planning

9 – 11/12/2018     Manama – Kingdom of Bahrain

          I. Workshop Outlines:

 A thorough and comprehensive capital planning mechanism is a vital component of a strong risk management program. This mechanism should produce a level of capital adequate to support the nature and level of the bank’s risk profile, and it is the role of the supervisor to evaluate the sufficiency of the bank’s internal assessment and to intervene where appropriate.

Recovery planning is another pillar of a comprehensive Risk Management program, it is important for all banks as it increases their resilience to stress scenarios. Recovery planning will naturally reflect the size and complexity of banks and should be proportionate to the risk profile of each institution.

Banks should develop recovery plans that identify credible options to survive a range of severe but plausible stressed scenarios. This should be part of the good management of a bank, not just a response to a regulatory requirement.

This workshop highlights the interaction between Basel III new capital buffers and the implementation of the Internal Capital Adequacy Assessment Process (ICAAP) and the Recovery planning. It will present the current work of regulators and banks in strengthening the implementation of capital planning process including ICAAP and the roles and responsibilities of Banks to develop a sound Recovery plan.

       II. Workshop Objectives :

On completion of this workshop, participants will be able to:

  • Identify the features and components of the new Basel III Framework
  • Highlight the future of Implementation of ICAAP under Basel III
  • Discuss the elements of ICAAP in light of the implementation of Basel III
  • Assess how banking supervisors assess Capital Adequacy
  • Highlight the components of an effective Recovery Plan.

     III. Prerequisite Knowledge:

 In order to get maximum benefit from this Workshop:

  • Participants should have fundamental-level subjects related to Basel III Capital and Liquidity frameworks.
  • Participants should also be familiar with the mechanics of Pillar II Requirements.
  • English is profound\

     IV. Main topics covered:

  1. Definition of Capital under Basel III
  2. Capital Conservation Buffer
  3. Countercyclical Capital Buffer
  4. Internal Capital Adequacy Assessment Process (ICAAP):
  • Design and Structure
  • Risks of Pillar 2
  • Pillar 1 plus approach
  • Advanced approach
  • Using of stress testing
  • ICAAP Governance
  • Eligible Capital
  • Case Study
  1. Interaction between Basel III buffers and the ICAAP
  2. Supervisory Response, how supervisors should react?
  3. Recovery Planning
  4. Recovery Indicators
  5. Recovery Options
  6. Contingent Capital Instruments

 

     V. Who should attend this workshop:

  • Bank regulators
  • Bank Examiners
  • Risk Managers
  • Internal Auditors
  • Financial Officers
  • Regulatory Compliance Officers
  • External Auditors

VI.  Speakers:

Mr. Rabih Nehme

  • Head of Risk Assessment Department at the Banking Control Commission of Lebanon (BCCL).
  • University instructor in Lebanon.
  • Trainer and speaker with the UAB and other training firms in Lebanon
  • Editor of: Lebanese banking regulations book (2013 Edition)

Mr. Antoine Meouchy is the Group Head Risk Integration & Analytics at Bank Audi. He heads the integration function, which is in charge of the ICAAP implementation at the Group and entities, as well as the setting the risk appetite, stress testing framework, recovery plans, among other. He is also responsible for the Analytics function, which is in charge of developing risk quantification models. He has been with Bank Audi for more than 10 years, and covers these activities for Lebanon as well as for the Bank’s foreign subsidiaries.

 

 

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