Day 1 - Presentation

 

An introduction to Basel I,II and III

Aziz Durrani, Senior Financial Sector Specialist, Financial Stability and Supervision, SEACEN CENTRE


Managing and pricing the balance sheet in the new regulatory regime

Net Stable Funding Ratios (NSFRs)

Nabil Rahman, Executive Director, Head Liquidity Management (East), Asset and Liability Management (ALM), STANDARD CHARTERED

 

Counter-party credit risk

Douglas Bongartz-Renaud, Former Global Head of Currency Derivatives and Global Head of Rate Derivatives and Structured Product, ABN AMRO

<Handouts provided>

 

Basel capital and liquidity rules

Mike Duncan, Independent Consultant

 

 

Day 2 - Presentation

 

Leverage ratio (LR)

Mike Duncan, Independent Consultant

 

Liquidity risk

Douglas Bongartz-Renaud, Former Global Head of Currency Derivatives and Global Head of Rate Derivatives and Structured Product, ABN AMRO

<Handouts provided>

Review of credit risk and calibration of the new capital floor

Pardi Sudradjat, Independent Commissioner, RABOBANK INDONESIA

 

Interest Rate Risk in the Banking Book (IRRBB)

Douglas Bongartz-Renaud, Former Global Head of Currency Derivatives and Global Head of Rate DerivativPardi Sudradjat, Independent Commissioner, RABOBANK INDONESIAes and Structured Product, ABN AMRO

<Handouts provided>

Risk modelling, stress testing and scenario analysis

Pardi Sudradjat, Independent Commissioner, RABOBANK INDONESIA