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Seminar Qatar: Managing Large Exposures & New Impairment Methodologies under IFRS 9

Managing Large Exposures & New Impairment Methodologies under IFRS 9
29- 31 May 2016 Millennium Hotel, Doha – Qatar

BACKGROUND
Managing large exposures is a tool for limiting the maximum loss a bank could face in the event of a sudden borrower failure to a level that does not endanger the bank’s safety and soundness. Measuring and managing Credit Risk of large exposures will complement Minimum capital Requirements (Pillar 1) and the supervisory review process under Pillar 2.

On the other hand, And because of the concerns raised on the “too little and too late provisioning for loan losses” during and after the global financial crisis, the IASB issued in July 2014, the fourth and final version of its new standard on impairment and Expected Credit Losses as part of the new International Financial Reporting Standard number 9, (IFRS9), Financial Instruments.

This workshop discusses the latest regulatory standard for managing large exposures and the new accounting standard on how banks should account for Expected Credit Losses and how these requirements will be factored into the capital planning process.

OBJECTIVES:

On completion of this workshop, participants will be able to:
Identify the Scope and the level of application of the large exposure standard.
Outline the general measurement principles including definition of Group of connected borrowers and the eligible Credit Risk mitigation techniques.
Describe the main features of the new impairment methodology under IFRS 9.
Describe current developments in the calculation of Expected Credit losses.

MAIN TOPICS:
Overview of the Large Exposure Standard
Group of connected borrowers & Eligible Capital base
Credit Risk mitigation techniques and eligible credit protections
Define Impairment of Assets
Individual & Collective Assessment for impairment
Discounted Cash Flow method (DCF)

Case study nb. 1 on DCF
Scope and objectives of IFRS9
Measurement of Expected Credit Losses (ECL):
12- month ECL
Life Time ECL

Case study nb. 2 on individual assessment for a Large Credit Exposure

WHO SHOULD ATTEND THIS WORKSHOP
Bank examiners & regulators
Risk Management officers
Credit officers
Internal Auditors
Compliance Officers

PREREQUISITES:
In order to get maximum benefit from this Workshop, Each participant should have fundamental-level subjects related to Credit Risk applications. Participants should also be familiar with the fundamentals of loan classification and loan review.

SPEAKERS:

Mr. Rabih Nehme
Head of Risk Assessment Department at the Banking Control
Commission of Lebanon (BCCL).
Short term expert with IMF the International Monetary Fund.
He joined the BCCL – Lebanon in 1998.
He holds a Masters degree in Banking and Financial Economics from the Lebanese University (with distinction) and International
Certificate in Banking Risk and Regulations from (GARP).
Mr. Nehme is an instructor at Ecole Supérieure des Affaires (ESA) Lebanon.
He is also a Trainer and Speaker with the UAB and other Organizations.
Mr. Nehme is an Editor of: Lebanese Banking regulations book (2013 Edition).

An Expert from ERNST & YOUNG Company

Agenda
Day 1
08:30 Registration & Coffee
09:00 Welcoming Address
09:05 Large Exposure Standard: Scope & measurement11:00 Coffee Break
11:30 Credit Risk Mitigation techniques & eligible Credit protections13:00 Break
13:30 Credit Risk Concentration between Pillar 1 and Pillar 215:00 Lunch – End of Day 1

Day 2
09:00 Measuring impairment under IAS 39: Individual and Collective impairment
11:00 Coffee Break
11:30 Discounted Cash flow (DCF) method Case Study on DCF
13:00 Break
13:30 Counter cyclical measures under Basel III: Forward looking provisions
(Highlight on the new requirement of provisioning under IFRS 9)
15:00 Lunch – End of Day 2

Day 3
09:00 Measuring 12-monthe Expected Credit Losses,
Case study on the measurement under stage 1
11:00 Coffee Break
11:30 Measuring Life time Expected Credit Losses,
Case study on the measurement under stage 2 and 3
13:00 Break
13:30 Interest Revenue Calculation, Case study on Effective Interest Rate Calculation
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 8 am to 9 am.
Schedule : from 9:00 am to 15:00 pm daily.
Workshop language: (English is a must and little Arabic).

MEANS OF PAYMENT

A Bankers check shall be drawn at New York to the order of the Union of Arab Banks, or by trans fer to the account of the UAB No: 0331-082305/510 Arab Bank – Beirut Lebanon.
For online registration & payment, please visit our website :www.uabonline.org

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
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

May 29 2016

Venue

Millennium Hotel Doha

Jawaan St, Doha, Qatar
Doha, Qatar

+ Google Map

Phone:

+974 4424 7777

Seminar Qatar: Managing Large Exposures & New Impairment Methodologies under IFRS 9

Managing Large Exposures & New Impairment Methodologies under IFRS 9
29- 31 May 2016 Millennium Hotel, Doha – Qatar

BACKGROUND
Managing large exposures is a tool for limiting the maximum loss a bank could face in the event of a sudden borrower failure to a level that does not endanger the bank’s safety and soundness. Measuring and managing Credit Risk of large exposures will complement Minimum capital Requirements (Pillar 1) and the supervisory review process under Pillar 2.

On the other hand, And because of the concerns raised on the “too little and too late provisioning for loan losses” during and after the global financial crisis, the IASB issued in July 2014, the fourth and final version of its new standard on impairment and Expected Credit Losses as part of the new International Financial Reporting Standard number 9, (IFRS9), Financial Instruments.

This workshop discusses the latest regulatory standard for managing large exposures and the new accounting standard on how banks should account for Expected Credit Losses and how these requirements will be factored into the capital planning process.

OBJECTIVES:

On completion of this workshop, participants will be able to:
Identify the Scope and the level of application of the large exposure standard.
Outline the general measurement principles including definition of Group of connected borrowers and the eligible Credit Risk mitigation techniques.
Describe the main features of the new impairment methodology under IFRS 9.
Describe current developments in the calculation of Expected Credit losses.

MAIN TOPICS:
Overview of the Large Exposure Standard
Group of connected borrowers & Eligible Capital base
Credit Risk mitigation techniques and eligible credit protections
Define Impairment of Assets
Individual & Collective Assessment for impairment
Discounted Cash Flow method (DCF)

Case study nb. 1 on DCF
Scope and objectives of IFRS9
Measurement of Expected Credit Losses (ECL):
12- month ECL
Life Time ECL

Case study nb. 2 on individual assessment for a Large Credit Exposure

WHO SHOULD ATTEND THIS WORKSHOP
Bank examiners & regulators
Risk Management officers
Credit officers
Internal Auditors
Compliance Officers

PREREQUISITES:
In order to get maximum benefit from this Workshop, Each participant should have fundamental-level subjects related to Credit Risk applications. Participants should also be familiar with the fundamentals of loan classification and loan review.

SPEAKERS:

Mr. Rabih Nehme
Head of Risk Assessment Department at the Banking Control
Commission of Lebanon (BCCL).
Short term expert with IMF the International Monetary Fund.
He joined the BCCL – Lebanon in 1998.
He holds a Masters degree in Banking and Financial Economics from the Lebanese University (with distinction) and International
Certificate in Banking Risk and Regulations from (GARP).
Mr. Nehme is an instructor at Ecole Supérieure des Affaires (ESA) Lebanon.
He is also a Trainer and Speaker with the UAB and other Organizations.
Mr. Nehme is an Editor of: Lebanese Banking regulations book (2013 Edition).

An Expert from ERNST & YOUNG Company

Agenda
Day 1
08:30 Registration & Coffee
09:00 Welcoming Address
09:05 Large Exposure Standard: Scope & measurement11:00 Coffee Break
11:30 Credit Risk Mitigation techniques & eligible Credit protections13:00 Break
13:30 Credit Risk Concentration between Pillar 1 and Pillar 215:00 Lunch – End of Day 1

Day 2
09:00 Measuring impairment under IAS 39: Individual and Collective impairment
11:00 Coffee Break
11:30 Discounted Cash flow (DCF) method Case Study on DCF
13:00 Break
13:30 Counter cyclical measures under Basel III: Forward looking provisions
(Highlight on the new requirement of provisioning under IFRS 9)
15:00 Lunch – End of Day 2

Day 3
09:00 Measuring 12-monthe Expected Credit Losses,
Case study on the measurement under stage 1
11:00 Coffee Break
11:30 Measuring Life time Expected Credit Losses,
Case study on the measurement under stage 2 and 3
13:00 Break
13:30 Interest Revenue Calculation, Case study on Effective Interest Rate Calculation
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 8 am to 9 am.
Schedule : from 9:00 am to 15:00 pm daily.
Workshop language: (English is a must and little Arabic).

MEANS OF PAYMENT

A Bankers check shall be drawn at New York to the order of the Union of Arab Banks, or by trans fer to the account of the UAB No: 0331-082305/510 Arab Bank – Beirut Lebanon.
For online registration & payment, please visit our website :www.uabonline.org

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
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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