17 Handelsblatt Annual Conference th

28 to 30 November 2016, Frankfurt am Main

The final pro gramme – register no is online w!

European Banking Regulation New developments in banking supervision THE platform in autumn to talk to representatives from supervision, politics, ­association, the industry and research!

17 ×

Supervision and politicians Julie Dickson, ECB | Dr Jutta Dönges, FMSA | Piers Haben, EBA | Dr Levin Holle, BMF | Dr Elke König, SRB Dr Torsten Kelp, BaFin | Reinhold Stahl, Deutsche Bundesbank | Dr Jukka Vesala, ECB | Dr Klaus Wiedner, European Commission

13 ×

Practitioners, associations and auditors Simultaneous translation on site

Design and organisation:

Current information can be found online at: www.banking-regulation.com

From US: Prof. Dr Anthony M. Santomero,

former president and CEO of the Federal Reserve Bank of Philadelphia

Meet experts from the ECB, EBA, SRB, Bundesbank, BaFin, ­European Commission and politics as well as practitioners, ­associations and auditors 17 × Supervision and politicians

Dr Stefan Blochwitz, Deutsche Bundesbank

Julie Dickson, ECB

Dr Jutta Dönges, FMSA

Michael Fuchs, BaFin

Dr Korbinian Ibel, ECB

Dr Elke König, SRB

Dr Torsten Kelp, Carmen Isabel Kutzner, BaFin Deutsche Bundesbank

Dr Thorsten Funkel, BaFin

Peer Ritter, European Commission

Piers Haben, EBA

Dr Levin Holle, BMF

Reinhold Stahl, Deutsche Bundesbank

Ingo Techet, Deutsche Bundesbank

Out-of-the-box

Dr Jukka Vesala, Reinhold Vollbracht, Dr Klaus Wiedner, ECB Deutsche Bundesbank European Commission Univ.-Prof. Mag. Dr Markus Hengstschläger, University Vienna

13 × Practitioners, associations and auditors Keynote speech from the US

Michel Dorval, Misys

Burkhard Eckes, Dr Bertrand K. Hassani, Thilo Kasprowicz, PWC Grupo Santander KPMG

Dr Peter Mitic, Santander UK

Jacqueline Mills, AFME

Zacharias Kolias, European Court of Auditors

Prof. Dr Anthony M. Santomero, former president and CEO of the Federal Reserve Bank of Philadelphia and Professor of Finance at the Wharton School of University of Pennsylvania

Moderation Martin Neisen, PWC

Dr Christian Ossig, BdB

Robert Priester, EBF

Daniel Schäfer, Handelsblatt Dr Cornelius Riese, Dr Karl-Peter DZ BANK AG Schackmann-Fallis, DSGV

Achim Sprengard, GAR

Prof. Dr Christian Prof. Dr Hermann Schmaltz, Schulte-Mattler, Aarhus School of University of Applied ­B usiness (Denmark) Sciences and Art, Dortmund

The meeting place to discuss regulatory reforms

1. Valuable information for banking supervision at first hand

Listen to more than 30 experts from European and national supervisory, politics, associations, practitioners and auditors both from Germany and abroad – you won‘t miss a thing!

2. Sufficient time for talks and networking during the breaks

Meet the experts in the networking break at the Speakers‘ Corner. Benefit from expert discussions with your colleagues on the direct and indirect s­ upervision during the breaks and also at two exclusive evening events.

3. Sufficient time for questions – we ask the speakers

Following the discussions, we have provided sufficient time in our program to answer any topic-related question. You can make an active contribution and ask our experts. Is there a question you would like to ask, but not officially in plenary, although the subject could be exciting for everyone? Send me your questions and it will be answered at the right moment in complete confidence: [email protected]

4. Simultaneous translation into English and German will be provided – please bring your colleagues!

Simultaneous translation into English and German will be provided. Therefore please bring your English-speaking colleagues from the European offices.

5. This is where you will gain an information edge! „The meeting place for updating supervisory requirements.“

(Gerhard Bappert, Westdeutsche Immobilienbank AG)

Simultaneous translation on site

Information at first hand – Keeping pace with banking supervision Monday, 28 November 2016 9.00 – 9.30

10.30 – 10.50

Reception with coffee and tea, distribution of the congress documents

European Banking Supervision and Regulation: vision What’s on the agenda for 2017?    A  ssessment of the SSM regarding current risks in the ­banking sector and supervisory priorities for 2017     S REP 2016 and follow-up work relating to the stress test    O  ther current topics

9.30 – 9.45

Opening of the conference and welcome by the moderators

Super­

 r Korbinian Ibel, D Director General, Microprudential Supervision 4, ECB

Daniel Schäfer, Finance Editor, Handelsblatt and Prof. Dr Hermann Schulte-Mattler, Finance and Risk controlling, University of Applied Sciences and Art, Dortmund

Current developments: SSM, stress tests, Basel IV 9.45 – 10.05

Opening keynote speech

Super­ vision

10.50 – 11.30

Discussion:

Continued development of the SSM, SREP, business models and profitability of banks – what next for the future? Moderation: Daniel Schäfer, Finance Editor, Handelsblatt With: 

Julie Dickson, member of the supervisory committee of the Single Supervisory Mechanism (ECB representative), ECB

10.05 – 10.15

Talk





Burkhard Eckes, Partner, Banking & Capital Markets Leader, PWC Dr. Korbinian Ibel, Director General, Microprudential Supervision 4, ECB Dr Cornelius Riese, Member of DZ BANK AG Board of Managing Directors Reinold Vollbracht, Director, Deutsche Bundesbank An additional (European) bank representative is in consultation

 11.30 – 12.00 Daniel Schäfer, Finance Editor, Handelsblatt and Julie Dickson

Coffee Break – Meet the experts at the Speakers‘ Corner

Impact of the Brexit on the regulation 10.15 – 10.30

Bank consolidation and fusions in the current regulatory environment     T he need for structural change in the banking sector     Is regulation a driver or a constraint?    D  Z BANK/WGZ BANK as first practical example of SSM Dr Cornelius Riese, Member of DZ BANK AG Board of Managing Directors

12.00 – 12.20

Brexit – the how, why and the impact on regulation Dr Peter Mitic, Head of Operational Risk Methodology, Santander UK

Basel IV-recommendations for the equity capital standards 12.20 – 12.50

16.00 – 16.15

Revised Basel CRSA – A new standard model for credit risk (2nd consultation paper)    C  urrent status of consultations     S ignificant changes compared to the status quo    N  ew risk weights and effects on individual business areas    P  rocedural implications

Q&A

Thilo Kasprowicz, Partner, Financial Services Regulatory, KPMG AG

16.15 – 16.45

Coffee Break – Meet the experts at the Speakers´ Corner

On the path to the new European rules 16.45 – 17.05

Keynote

CRD V, new CRR – toughts from the European Commission    P  lans of the European Commission     S tate of play of discussions and comments

12.50 – 13.00

Q&A  13.00 – 14.00

Lunch

 r Klaus Wiedner, D Head of Unit D1 Bank Regulation and Supervision, European Commission

14.00 – 14.30

17.05 – 17.45

Out-of-the-Box presentation

Discussion:

The average trap: why you must go beyond your limits

On the path to a new CRR II/CRD V – planned new European rules

 niv.-Prof. Mag. Dr Markus Hengstschläger, U Professor of Genetics, Medical University of Vienna

Moderation: Prof Dr Hermann Schulte-Mattler, Finance and Risk controlling, University of Applied Sciences and Art, Dortmund With: 

14.30 – 15.00

The future of the IRB approach: New requirements of EBA, the ECB and the Basle Committee     F orthcoming revision of the identified weaknesses of the IRBA by EBA and Basel Committee    O  bjective of comparability and limitation of the RWA control    R  eassessment of all internal models in the euro area to address the observed weaknesses of the IRB Approach     Interplay and interaction with the other Basel IV innovations (KSA, SA-CCR and FRTB)







Dr Klaus Wiedner, Head of Unit D1 Bank Regulation and Supervision, European Commission Jacqueline Mills, Director Prudential Regulation, AFME Robert Priester, Deputy CEO, EBF (European Banking Federation)

17.45

End of day one Martin Neisen, Partner, PricewaterhouseCoopers AG

ab 18.15

15.00 – 15.30

Revision of the rules regarding the market risks/trading book Speaker is in consultation

15.30 – 16.00

Super­

vision The new Basel OpRisk approach – a symbiosis of pillars I and II    C  onception, risk factors and criticism     S tandardization of internal control at European banks as a result?     Impact on assessment opportunities in SREP

Carmen Isabel Kutzner, Audits of banking operations, Deutsche Bundesbank

Exclusive evening event at the “Vinum Weinkeller Frankfurt” Handelsblatt and EUROFORUM cordially invite you to an e­ vening meal together. Take this opportunity to make new contacts and refresh existing ones. Continue discussions about banking regulation issues in a relaxed atmosphere.

Tuesday, 29 November 2016 8.30 – 9.00

11.15 – 11.45

Reception with coffee and tea

Small Banking Box – Projects for regulation of smaller banks

Super­ vision

9.00 – 9.05

Welcome by the hosts

Dr Jukka Vesala, Director General, Microprudential Supervision 3, ECB

Daniel Schäfer and Prof Dr Hermann Schulte-Mattler

Return on Equity and securitization 11.45 – 12.30 9.05 – 9.35

Discussion:

Impact of regulatory changes on return on equity and equity costs    B  asel IV     IFRS 9-Impairment     S REP-bonuses    M  REL    M  iFID II et altera

Projects of Small Banking Box, stress testing and SREP ­process for banks under the indirect supervision ECB – Recent Developments Moderation Prof Dr Hermann Schulte-Mattler With:

Lothar Jerzembek, Member of the Executive Board, Federal Association of Public Banks in Germany

9.35 – 10.05

Super­

vision Securitization – State of development on Basel and European level     S tructure and hierarchy of the revised securitization framework (Basel III)     Inclusion of “simple, transparent and comparable securitization” (STC-Transactions)    C  omprehensive European legislative process

Dr Thorsten Funkel, Senior Government Official, General Policy Division Banking Regulation, BaFin

Piers Haben, Director of Oversight, EBA Dr Levin Holle, Director General Financial Market Policy, Federal Ministry of Finance Dr Karl-Peter Schackmann-Fallis, Executive Member of the Board, European Banking Authorities (ECB/EBA), Deutscher Sparkassen- und Giroverband e. V. Dr Jukka Vesala, Director General, Microprudential Supervision 3, ECB

12.30 – 13.30

Lunch

MREL, TLAC, bank resolution and financial stability 13.30 – 13.45

Stress test, indirect banking supervision and small banking box 10.05 – 10.35

Stress testing as a key tool in the SREP

Super­ vision

Piers Haben, Director of Oversight, EBA

10.35 – 10.45

Q&A 10.45 – 11.15

Coffee Break – Meet the experts at the Speakers´ Corner

Updates to MREL, TLAC and bank resolution

Super­ vision

Dr Elke König, Chair of the Resolution Steering Group, Single Resolution Board

13.45 – 14.00

State aid control in the banking union, current developments Peer Ritter, Head of Unit European Commission’s Directorate General for Competition, European Commission

Shadow banks

14.00 – 14.15

Impulse 15.45 – 16.15 Dr Christian Ossig, Member of the Executive Board, Association of German Banks

14.15 – 14.30

Financial Stability – Laws, realities, expectations

Super­ vision

EBA shadow banking guidelines and BaFin circular on limiting exposures to shadow banking entities    N  ew developments relating to the EBA guidelines on shadow banking    D  efinition of a shadow bank and exceptions    R  equirements

Dr Jutta Dönges, Chairman of the Management Board, Federal Agency for Financial Market Stabilisation (FMSA)

14.30 – 15.15

Super­ vision

Michael Fuchs, Head of the Expert Group on „Groß- und Millionen­ kreditverordnung“ (large exposures and million loans), BaFin

Risk managements at banks

Discussion:

MREL, TLAC, BRRD and financial stability – what comes in the future? Moderation: Daniel Schäfer, Finance Editor, Handelsblatt

16.15 – 16.45

Risk Measures at Risk – Are we missing the point?    R  egulatory Requirements    D  iscussions around sub-additivity and distortion     S pectral representation

With: Dr Bertrand K. Hassani, Global Head of Research and Innovation – Risk Methodology, Grupo Santander Dr Jutta Dönges, Chairman of the Management Board, Federal Agency for Financial Market Stabilisation (FMSA) Dr Elke König, Chair of the Resolution Steering Group, Single Resolution Board Dr Christian Ossig, Member of the Executive Board, Association of German Banks Peer Ritter, Head of Unit European Commission’s Directorate General for Competition, European Commission

16.45 – 17.15

Dr Stefan Blochwitz, Head of Banking business audits and implementation of international standards, Deutsche Bundesbank

15.15 – 15.45

Coffee Break – Meet the experts at the Speakers´ Corner

17.15 – 17.30

Q&A

Media Partner:

Super­

vision Pillar 2: Risk Management, ICAAP, SREP and banking supervision    P  roportional regulation    5  . MaRisk amendment: BCBS 239, ICAAP and other projects     s upervisory practices

17.30 – 18.00

Keynote

The role of the board in risk management Anthony M Santomero, former President and CEO of the Federal Reserve Bank of Philadelphia

18.00

End of day two At the end of day two we cordially invite you to an evening get-together with wine and finger food at the hotel. Bring this day to a relaxing close with enjoyable conversations.

Wednesday, 30 November 2016 Disclosure and SREP

8.30 – 9.00

Reception with coffee and tea 11.30 – 12.00 9.00 – 9.05

New developments in European disclosure and reporting

Welcome by the hosts

The speaker is in consultation.

12.00 – 12.30

SREP process for European banks under direct and indirect supervision

Prof. Dr Hermann Schulte-Mattler and Prof. Dr Christian Schmaltz, Associate Professor, Aarhus School of Business

The speaker is in consultation.

12. 30 – 12.45

Liquidity, leverage ratio and large exposures

Q&A Super­ vision

9.05 – 9.45

European regulations regarding liquidity regulation     L CR Impact Assessment at the European level     E uropean implementation of the NSFR (ongoing process)     S ubmission and evaluation of funding plans in accordance with the recommendations by the ESRB and EBA

12.45 – 13.45

Lunch

AnaCredit 13.45 – 14.10

Dr Torsten Kelp, Head of Unit BA 55, BaFin

AnaCredit: European standards and national implementation     E uropean reporting requirements of AnaCredit-Regulation    N  ational specifics of implementation in Germany    B  enefits of AnaCredit

9.45 – 10.15

New developments relating to the leverage ratio     S cope of the code    P  erspective of supervision     Interaction with risk-weighted capital ratios    W  hich institutions are most affected?     S hould we do something? If so, what should we do? Prof. Dr Christian Schmaltz, Associate Professor, Aarhus School of Business

10.15 – 10.45

Current developments in the large exposure regime     T he Basel framework    C  all for Advice of the European Commission and EBA response    R  evised Guidelines for connected clients Achim Sprengard, CEO, GAR Gesellschaft für Aufsichtsrecht und Revision mbH Wirtschaftsprüfungsgesellschaft

10.45 – 11.00

Q&A 11.00 – 11.30

Coffee Break – Meet the experts at the Speakers‘ Corner

Reinhold Stahl, Head of the Statistics, Deutsche Bundesbank

14.10 – 14.30

AnaCredit and how adjacent regulations will impact preparations    O  verview of current status of AnaCredit in Europe    W  alkthrough of adjacent regulations and their impact to be considered alongside AnaCredit    W  hich IT considerations should drive your AnaCredit compliance? Michel Dorval, Global Regulatory Architect, Misys

14.30 – 15.15

First audit of banking supervision

Discussion: 15.15 – 15.45

Is AnaCredit turning data on its head? Moderation: Prof. Dr Christian Schmaltz, Associate Professor, Aarhus School of Business With:

Banking Union: Perspective of the European Court of Auditors (ECA)     E CA audit of ESMA: foundations, rules and risks     E CA and the ECB: our first audit of its banking supervision activities     T he ECA’s role in auditing the Single Resolution Fund Zacharias Kolias, Director, Financial and Economic Governance, European Court of Auditors

Michel Dorval, Global Regulatory Architect, Misys Reinhold Stahl, Head of the Statistics, Deutsche Bundesbank Ingo Techet, Group leader AnaCredit, Deutsche Bundesbank An additional participant is in consultation

15.45 – 16.00

Q&A 16.00

End of the 17th Handelsblatt Conference

We thank our partners and sponsors

EUROFORUM Deutschland SE, Postfach 11 12 34, 40512 Düsseldorf

Your registration code:

Internet-PDF

European Banking Regulation

INFOLINE

+49  (0) 2  11/96  86–33 40 Questions? Get in touch with us at:

CUSTOMER SERVICE AND REGISTRATION Michael Börner Phone: +49  (0) 2  11/96  86–33 40 [email protected]

New developments in banking supervision

PROJECT MANAGEMENT AND CONTENT

17th Handelsblatt Annual Conference 28 to 30 November 2016, Frankfurt am Main www.banking-regulation.com/registration E-Mail: [email protected] Phone +49 (0)2 11.96 86–3340 Save

Kathrin Dietrich-Pfaffenbach Conference Director Kathrin.Dietrich-Pfaffenbach@ euroforum.com

Register now online

SPONSORING AND EXHIBITIONS Sebastian Bach Senior Sales Manager Phone: +49  (0) 2  11/96  86–37 32 [email protected]

€ 200,–

17th Handelsblatt Annual Conference 28 to 30 November 2016 European Banking Regulation/ New developments in banking supervision

registration until 26.09.2016

registration from 27.09.2016

€ 2.799,-*

€ 2.999,-*

 [P1200667M013] IHR PLUS A substitute may attend in your place at no additional cost. The fee covers full conference documentation.

NEED TO UPDATE YOUR CONTACT DETAILS? Please call us or send an e-mail: Phone: Email:

+49 (0) 2 11/96 86 – 33 33 [email protected]

* excl. VAT per person

Download the e-paper from last year´s conference http://bit.ly/2bMjKlX

You can find our terms and conditions online at: www.euroforum.de∕agbens YOUR VENUE Hilton Frankfurt Hochstraße 4 60313 Frankfurt am Main Telefon: +49 (69) 13380 – 00

www.banking-regulation.com www.twitter.com/finance_live #EBR16

www.facebook.de/euroforum.de

www.euroforum.de/news

If you don´t want to receive any information and offers you may object to the use of your data for advertising purposes. Please notify us in writing: [email protected] or EUROFORUM Deutschland SE, Customer Service, Prinzenallee 3, DE-40549 Düsseldorf.