Asia Risk workshop: Basel III - Liquidity rules, capital, new regulations
Asia Risk is delighted to present Basel III: Liquidity rules, capital, new regulations, a two-day pre-congress workshop designed to provide attendees with practical insights into the implementation of the liquidity and capital rules.
Basel III: Liquidity rules, capital, new regulations
7-8 September 2015
REGISTER NOW and join leading finance, risk, treasury, compliance and operations practitioners, who will help you to dissect on the main components of new proposed rules and analyse possible outcomes to banks in Asia if they are being enforced.
The Basel framework has undergone further changes both globally and regionally in Asia. In December 2014, the Basel Committee on Banking Supervision (BCBS) issued two consultation papers addressing the quality and comparability of risk-weighted capital ratios. On the regional level, local authorities such as the Monetary Authority of Singapore (MAS) and the Hong Kong Monetary Authority (HKMA) have enforced revisions to the liquidity and capital adequacy framework to absorb any shocks as a result of financial stress and mitigate short-term liquidity risks.
Key topics of the two-day workshops include:
- How the enhanced capital rules improve banks' loss-absorbing capacities
- The definition of Core equity tier one, other tier one capital and Tier two capital
- The introduction of the global systemically important bank (G-SIB) framework
- The liquidity rules including Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), Leverage Ratio
- The business implications of the new capital rules to banks of different natures
- Meeting requirements of the Fundament Review of the Trading Book (FRTB)
- The possible implications of the proposed Total Loss-Absorbing Capacity (TLAC) and capital floors