| When： |
September 24-25, 2003, 9:00-17:30 |
Where： |
Fubon International Conference Center (B2F, No.108, Sec.1, Tun Hua South Road, Taipei, Taiwan) |
| Who should attend： |
Bank CEOs, Senior Bank Directors, Senior Ministry Officials, Senior Central Bankers, Leading Professionals-Lawyers, CPAs |
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Day One：Wednesday, September 24, 2003
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9.00 - 9.10
Chairman Opening Introduction
Mr. Mu-Tsai Chen, Chairman, Bankers Association of R.O.C.
Dr. Chi Schive, President, Taiwan Academy of Banking and Finance (TABF)
9.10 - 9.30
Session 1
Opening Remarks
Ms. Susan Chang, Administrative Vice-Minister, Ministry of Finance, R.O.C.
9.30 - 10.45
Session 2
Keynote Speech: The Implications of the Current Incarnation of the Basel II Capital Accord on Bank Management and Operation
Mr. Shinichi Yoshikuni, Chief Representative, Representative Office for Asia and the Pacific, Bank for International Settlements
10.45 - 11.15
Demonstration & Coffee Break
11.15 - 12.15
Session 3
Basel II Overview and Update
■Background introduction of Basel II
■Timeline of implementation of Basel II
■Why do we need to change to Basel II
■Three pillars & scope of applications
■Credit Risk - The Standardized Approach
■Credit Risk - The Internal Ratings Based Approach
■Operational Risk: why introduce this new capital charge
■Conclusion
Mr. Walter Yao, Senior Banking Analyst in Banking Policy & Analysis, Division of Banking Supervision and Regulation, Federal Reserve Bank of San Francisco
12.15 - 13.45
Lunch
13.45 - 14.45
Session 4
Regulatory Perspective of Basel II
■Pros and Cons of IRB
■Major implementation issues
■Challenges for US banks
■What US regulators are doing
■Supervisory guidance and expectations
■Final observations - importance of having 3 pillars
Mr. Walter Yao, Senior Banking Analyst in Banking Policy & Analysis, Division of Banking Supervision and Regulation, Federal Reserve Bank of San Francisco
14.45 - 15.45
Session 5
Basel II, Credit Risk and Macro Risk Factors
■Lessons from the Asia crisis on macro factors
■United Airlines and Conseco
■Incorporating macro risk factors in credit models
■Practical application for portfolio management and Basel II
■Risk management professionalism: examples from Asia's leading institutions
Dr. Donald R. van Deventer, President & CEO, Kamakura Corporation
15.45 - 16.15
Demonstration & Coffee Break
16.15 - 17.30
Session 6
A Global Overview of Banks' Strategies and Measures to the New Basel Capital Accord
■The status of Basel II globally
■The challenges of compliance
■From obstacle to opportunity
■A Basel II Roadmap
■Learning from leading financial service institutions
■Maximizing value
■The benefits of early compliance
Mr. Ben Shu, Senior Business Solution Consultant for FSI, PeopleSoft North Asia
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Day Two：Thursday, September 25, 2003
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9.00 - 10.15
Session 7
Strategic Implications of Basel II
◆Changes in regulatory capital requirements - a disaggregated view
■The likely impact of Basel II on key business lines - an overview
■Strategic issues and responses
◆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
◆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?
Dr. Bernhard Speyer, Director and Head of Banking, Financial Markets and Regulation, Deutsche Bank AG
10.15 - 10.45
Demonstration & Coffee Break
10.45 - 12.00
Session 8
Experience Sharing: The Strategic Issues of Basel II Implementation
◆Developing a risk management culture
◆Integrating Basel II to enterprise risk management processes
◆Developing effective risk management strategies in the light of Basel II
◆Positioning the bank with respect to the competition post-Basel II
◆Dialogues with the regulators to review implementation and operational issues
◆Challenges facing banks in complying with Basel II
◆Q & A
Mrs. Chng Sok Hui, Managing Director and Head, Group Risk Management, DBS Bank
12.00 - 13.30
Lunch
13.30 - 14.30
Session 9
Industry Standards in Enterprise Risk Management
◆Best practices in market risk management
◆Sweeping credit changes - portfolio risk management
◆Economic capital analysis
◆Quantitative credit rating approaches
Mr. Alvin Lee, Managing Director, RiskMetrics Group Asia Pacific
14.30 - 15.30
Session 10
How to Plan and Implement Risk Management Function Effectively in terms of the Global Trend of New Basel Capital Accord
◆Importance of risk management function in the current competitive market
◆Understanding of global trends
◆How international banks are reacting to these challenges
◆Implementation of a comprehensive risk management function
◆Challenges in implementing these ideas in Asia
Mr. Christopher Paul Matten, Executive Director, Financial Risk Management PricewaterhouseCoopers Singapore
15.30 - 16.00
Demonstration & Coffee Break
16.00 - 17.30
Session 11
Panel Discussion
Moderator:
Dr. Chi Schive, President, TABF
Panelists:
Mr. Gary K. L. Tseng, Director General, Bureau of Monetary Affairs, Ministry of Finance
Mr. Fred S. C. Chen, Director General, Bank Examination Dept., Central Bank of China
Mr. Shinichi Yoshikuni, Chief Representative, Representative Office for Asia and the Pacific, Bank for International Settlements
Mr. Christopher Paul Matten, Executive Director, Financial Risk Management PricewaterhouseCoopers Singapore
Mrs. Chng Sok Hui, Managing Director and Head, Group Risk Management, DBS Bank
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