| Led by |
Dr. Bernhard Speyer, Director and Head of Banking, Financial Markets and Regulation, Deutsche Bank AG
|
| When： |
9:00-11:30, Friday, September 26, 2003 |
Where： |
Fubon International Conference Center (B2F, No. 108, Sec. 1, Tun Hua South Road, Taipei, Taiwan) |
| Who should attend： |
Risk Managers, Financial and Risk Professionals, Portfolio Managers, Financial Planners, Regulators, IT Professionals, Leading Professionals -Lawyers, CPAs, etc. |
|
Changes in Regulatory Capital Requirements
- a disaggregated view
◆The likely impact of Basel II on key business lines - an overview
■What the structure of the Accord suggest
■What we learn from QIS 3.0
◆Strategic issues and responses
■The advantage of having a large retail business
■The incentives for going mono-line - who can still afford to be multi-line?
■Will there be still suppliers in the capital-intensive business-lines?
■Do certain home-markets imply a strategic (dis-)advantage?
Procyclicality: What It Means for Capital and Risk Management
◆How important is procyclicality in quantitative terms?
◆Implications for capital management and volatility of asset volume
◆Possible regulatory measures to deal with procyclicality and their implications
Implementation Issues for Internationally Active Institutions
◆The extent of national discretion under Basel II
◆Areas of possible divergence
■IRB validation
■Capital requirements on group vs. subsidiary level
■Pillar 3 requirements
Pillar 3: Challenges of Greater Disclosure
| ◆ |
Which information do investors and analysts really care about? |
| ◆ |
How will investors react to greater transparency about risk-reward profiles across financial institutions? |
Q & A
|
|
