JKR16

Enhancing Bank Capital in Practice 

April 18, 2019 • Toronto

This one-day seminar aims at identifying opportunities for capital ratios enhancement, both from a capital and RWAs perspectives. The seminar is fully based on the analysis of real life strategies implemented by banks worldwide.

CPE Hours: Course – 6 hours

This one-day seminar aims at identifying opportunities for capital ratios enhancement, both from a capital and RWAs perspectives. The seminar is fully based on the analysis of real life strategies implemented by banks worldwide.

The main benefits of this seminar are:

  • Freeing up capital unnecessarily tied up
  • Enhance the readiness of the bank to undertake management actions in a downturn scenario
  • Identify opportunities for capital restoration in a bank’s recovery planning
  • Undertake more realistic stress testing exercises, incorporating management decisions

Registration Fees

Registration
Options
Before
February 28, 2019
Before
March 14, 2019
After
March 14 2019
1 Seminar $1,099.00 + HST $1,199.00 + HST $1,299.00 + HST
2 Seminars  $2,199.00 + HST $2,299.00 + HST $2,399.00 + HST
1 Seminar + Course $3,199.00 + HST $3,399.00 + HST $3,499.00 + HST
2 Seminars + Course  $4,399.00 + HST $4,499.00 + HST $4,599.00 + HST

Choice of Seminar -  Basel IV  and/or  Enhancing Bank Capital

Choice of Course -    IFRS 9  and/or  Basel III

Our HST Number: R862562543

Group Discount: Fourth Delegate FREE!

If three individuals from one organization register at the same time, a fourth person may also be registered to attend free of charge. The free registration must be of equal or lesser value than the paid registrations. Please contact us to arrange for attendance of larger groups.

Your Registration Includes

Registration fees include all conference materials, continental breakfast, lunch and refreshments. Parking and accommodation are not included.

FREE CONFERENCE WORKBOOK

As a registered delegate, you will receive a complete set of conference materials. These materials will serve as an invaluable guide, both during and after the event. The workbook will be distributed on the morning of the first day beginning at 8:00 a.m.

Supplementary Text Included in Course Fees

All participants receive a copy of  “Accounting for Derivatives – Advanced Hedging Under IFRS 9” Second Edition by Juan Ramirez.

Cancellation Policy

Substitutions may be made at any time. If you are unable to attend, please make cancellations in writing and fax to (416) 504-6978 prior to 5:00 p.m. on August 30, 2017. A credit voucher will be issued to you for the full amount, redeemable against any other Acumen conference. If you prefer, you may request for a refund of fees paid less $250 administration fee. Registrants who cancel after above date will not be eligible to receive any credits or refunds and are liable for the entire registration fees.

Confirmed delegates who do not cancel before August 30, 2017, and fail to attend will be liable for the entire registration fees.

Acumen Information Services reserves the right to change the date, location and content for the event(s) offered herein without further notice and assumes no liability for such changes.

Early Bird Registration Discount

Register prior to to March 14, 2019, and you will obtain the following additional savings:

Second delegate: $50.00 Discount
Third delegate: $75.00 Discount
Fourth delegate: FREE

Please indicate that you are eligible for this offer on the registration page or your registration form if you are mailing in your registration.

Location, Accommodation

The conference will be held at a convenient location in downtown Toronto. Venue information and special conference pricing details will be provided will be provided upon confirmation of the venue.

Delegates can register at the Acumen service desk beginning at 8:00 a.m. on the morning of the first day of the conference. Registration fees do not include hotel accommodation.

 

Program 

Seminar Agenda

Introduction

  • Pillar 1, Pillar 2 and Pillar 3
  • Risk weighted assets vs. capital requirements
  • Why the changes: increasing transparency and comparability
  • Summary of Basel IV changes and timeline

Overview of Credit Risk RWAs under Basel III

  • Standardized approach
  • Foundation IRB and Advanced IRB Approaches
  • Weaknesses of current approaches

Real Estate Financing – Standardized Approach

  • LTV-based framework
  • Residential real estate financing
  • Commercial real estate financing
  • Loan splitting
  • Calculation of LTVs
  • Numerical examples
  • Case study: quantifying impact of the changes
  • Implications on the competitive landscape

Corporates (Non-SMEs) and Institutions

  • Large corporates vs. SMEs treatment
  • Numerical examples
  • Case study: quantifying impact of the changes

Retail (Excluding Real Estate)

  • Treatment of retail exposures
  • Competitive implications

Other Instruments

  • Specialized lending
  • Off-balance sheet exposures
  • Covered bonds
  • Subordinated debt and equities

IRB Output Floor

  • Calculation of the output floor
  • Implications on Pillar 2 and capital buffers
  • New disclosure requirements

Counterparty Credit Risk: CCR and CVA

  • Standardized approach for CCR
  • Standardized approach for CVA
  • Haircut floors on SFT (reverse repos and repos)

Market Risk Summary (FRTB)

  • Trading book vs. banking book boundary
  • Standardized approach for interest rate risk
  • Internal models approach

Operational Risk Summary

  • Single standardized approach for all banks

This Seminar runs from 9:00 a.m. – 4:30 p.m. including lunch as well as morning and afternoon breaks.

Note: The accounting and regulatory capital considerations set out in this seminar are based on the instructor’s interpretation of IFRS and Basel guidance. Institutions that the author is affiliated to can therefore by no means be associated with his interpretation.
Ramirez 3-43Course Leader
Juan Ramirez

Juan Ramirez is a senior professional at Deloitte in London, advising banks on Basel III/IV and IFRS 9 issues. Juanis involved in the entire spectrum of capital rations: measurement, ICAAP, Stress testing, capital allocation, capital planning and capital optimisation.

With an MBA from University of Chicago, Mr. Ramirez moved to London to
work at JPMorgan and later Lehman Brothers, Barclays Capital, Banco
Santander and BNP Paribas. He has devoted more than 20 years to market risk in front office positions

Mr. Ramirez is the author of  “Handbook of Basel III Capital”, “Accounting for Derivatives”, and “Handbook of Corporate Derivatives
and Equity Capital Markets”.

Who Should Attend

This conference has been specifically designed for, and in consultation with, experts in accounting for financial institutions as well as standard setters. The event has been developed with the professional responsibilities of our audience as our focus. As well, auditors, financial advisors, analysts, lawyers and other advisory professionals would benefit from staying current on the information provided at this timely event. In particular, our experience indicates that individuals in the following positions would mostly likely be in attendance:

  • Chief Financial Officers
  • Chief Risk Officers
  • Chief Compliance Officers
  • VPs, Directors and Managers
    • Finance
    • Accounting
    • Financial Reporting
    • Regulatory Compliance
  • Controllers
  • Internal Auditors
  • Audit Committee Members
  • Corporate Counsel
  • Risk Managers
  • Audit and Assurance Professionals
  • Industry Regulators and Standard Setters
  • Financial Analysts
  • Corporate and Securities Lawyers

Comments from Past Delegates to Acumen Conferences

"…provided a very good high level summary of the key impacts of IFRS to financial institutions.”

Associate Chief Accountant, Bank of Montreal

“Presentations were clear even though topics were complex.”

Chief Financial Officer, Société Générale

“Best conference I’ve ever attended.”

Senior Manager, Enterprise Hedge Accounting and Derivative Reporting, Royal Bank of Canada

“Suffice it to say that the conference delivered on my expectations…A lot has been taken away from this conference…$ well spent…”

V.P. Risk Management Advisory, New Brunswick Credit Union Stabilization Board

“Finally a course that communicates true technical knowledge”,

Director, Operations Finance NAV Canada

“This seminar was fantastic – very informative and has some extremely interesting and knowledgeable speakers.”

Manager, Corporate Accounting Brascan Power

“Great balance between theory and practical application/issues. Perfect level of detail…”

Treasury Manager CHC Helicopter Corporation
“Speakers were very knowledgeable, materials were current…examples and materials were relevant and well presented.”

Derivatives Accountant, Agrium Inc.

To obtain a copy of the brochure, please send a request to the email below or click on the image of the brochure on this page.

e-mail at info@acumeninformation.com

Submit Questions

To submit questions to be answered at the conference, please send us an email at this address: at info@acumeninformation.com

Sponsorship Information

Limited sponsorship and exhibition options are available for this event, including

• Cocktail reception
• Luncheon sponsorship
• Breakfast sponsorship
• Booth/exhibit space

For more information, or to check availability,
please contact us by phone at (416) 504-6952
or by e-mail at info@acumeninformation.com