Basel III Congress
In response to the financial crisis, global initiatives have been taken to strengthen the financial regulatory system and ensure the banking sector is better equipped to manage economic stress, enhance risk management and strengthen transparency.
This September, join industry experts at the forefront of risk management and regulatory reform and discover how these changes impact your business model as Risk magazine is delighted to announce the launch of its new event: the Basel III Congress.
This 1-day congress will be Day 1 of the ALM Europe conference. If you would like to book for both conference days, please visit the ALM Europe website.
Bringing you the latest updates on Basel III rules, implementation and process impact on your business, this must-attend congress is designed to facilitate the sharing of best practice and provide cutting-edge solutions to the challenges on banking business models and risk management.
A one day, two stream event, the comprehensive programme will focus extensively on capital and liquidity reform and include an outstanding speaker line up. Senior practitioners from leading investment banks and regulatory bodies will share their expertise and insight during panel discussion, practical case studies and in-depth presentations.
Don't miss this unique opportunity to network with Risk magazine's core readership and learn from the experts to grasp the new Basel lll rules and develop optimal strategy.
Key topics to be addressed include:
- Global overview of Basel III: new rules and implications for European banks
- UK implementation of CRD IV
- Explanation and practical application of leverage ratios
- Meeting new liquidity requirements: costs and impact on business models
- Net stable funding ratio: future of sovereign debt
- How bank capital is raised and financed
- Counter-cyclical buffer and impact across Eurozone
- Capital instruments and analysis of contingent capital: impact on balance sheet
- CVA methodology for counterparty credit risk
- Basel III implications for collateral management and measurement
- CCPs under Basel III
