Bank Treasury Risk Management ConferenceInaugural BTRM event for launch of the Dubai centre of excellence 21st, 22nd & 23rd February 2016: The Address Dubai Marina Hotel, UAE

GUIDELINES BEST-PRACTICE FOR OPTIMISING THE BALANCE SHEET IN AN ERA OF HEAVY REGULATION AND INCREASING COMPETITION

The banking industry worldwide is engaged in full-scale implementation of Basel III/CRDIV. But whereas Basel I and Basel II required adherence to just one minimum standard, the total capital ratio, Basel III demands compliance with six minimum standards. These standards reach across the balance sheet and are inter-related and inter-dependent. Given the higher cost of capital and liquidity required, it is an imperative to optimise the bank?s balance sheet shape and structure in order to achieving maximum efficiency whilst also maintaining compliance with each ratio minimum standard.

The urgent priority for all banks irrespective of size or business model is strategic asset-liability management and balance sheet risk oversight. This conference is designed to enable bankers across the risk and customer-facing spectrum to familiarise themselves with the latest developments. Delegates will leave the conference equipped with a toolkit of the latest techniques in balance sheet risk management and methodology.

OBJECTIVESThis conference aims to raise awareness and understanding of the multiple interdependencies between the Basel III ratios, and how best practitioners can work towards implementing effective strategic ALM processes and balance sheet optimization.

BENEFITS OF ATTENDANCE• Understand the six Basel III ratios and their interdependencies

• Implement practical strategies to enhance the implementation of strategic ALM practice between the balance sheet risk management “triumvirate” of Risk, Finance and Treasury and the business lines

• How to optimise the shape and structure of the balance sheet

• Be aware of the latest regulatory developments affecting the Basel Ratios

• Identify key management strategies for LCR and NFSR interdependencies

• Understand the factors behind drafting of your medium-term liabilities strategy

SPECIAL OFFER: When 2 colleagues attend the 3rd goes free!

MEDIA PARTNERMAIN SPONSOR

STRATEGIC PARTNER

LOCATION

BANK TREASURY RISK MANAGEMENT CONFERENCE

Looking out over the world’s largest man-made marina, The Address Dubai Marina is considered one of the most exceptional meeting and event venues in the city. Whether you are planning an intimate gathering or grand function, our team of event planners is with you at every step to ensure ultimate success. Our chefs work with you to offer innovative, customised menus. And our team of skilled technicians can arrange audio visual equipment for every occasion, from video conferencing to cinema-style presentations.

The Address Dubai Marina Hotel Dubai Marina, Dubai, UAE PO Box 32923

T: +971 4 4367777 F: +971 4 4367788

PROGRAMME

08:30 REGISTRATION

09:30 –12:00

Best Practice Liquidity Risk Management (Post the Financial Crisis)

• Why banks fail?• Case study - Why did RBS fail?• The Basel Committee Liquidity Management framework• Implementation of the new regulations in the Eurozone, US and Switzerland• The implications for bank funding and lending strategy• Liquidity stress testing and the contingency funding plan• Liquidity reporting• A range of additional discussion topics

Workshop Leader: Chris Westcott: BTRM Faculty

10:45 – 11:15 MORNING BREAK AND NETWORKING OPPORTUNITIES

12:00 LUNCH

13:00

Funds Transfer Pricing - perspectives for the GCC in 2016

Workshop Leader: Ian Gilmour: Director, Financial Services GCC, PWC

13:45 Identifying the risks associated with Islamic financial contracts and the implication of Basel III

Workshop Leader: Mujtaba Khalid: head of the Islamic Finance Center at the Bahrain Institute of Banking and Finance (BIBF)

15:00 AFTERNOON BREAK AND NETWORKING OPPORTUNITIES

15:30 Basel III-Impacts on Business Models and Balance Sheet Structure

Workshop Leader: Martyn Hoccom: Group Treasury Department, NBAD

17:00 END OF DAY ONE

DAY ONE – 21ST FEBRUARY 2016

DAY TWO – 22nd FEBRUARY 2016

PROGRAMME

08:30 REGISTRATION AND COFFEE

09:00 CHAIRMAN’S ADDRESS

Speaker: Professor Moorad Choudhry: CEO at Habib Bank AG Zurich, London & Founder of The BTRM

09:30 Asset Encumbrance: Effective management of collateral whilst optimising the balance sheet towards funding, collateral, regulatory and credit rating objectives

• Introducing asset encumbrance: measurement, level and risks• How to estimate encumbrance under stress: contingent encumbrance• Regulatory and credit rating objectives on asset encumbrance• Establishing a fit-for-purpose encumbrance risk management framework• Balance sheet optimisation and effective collateral management subject to asset encumbrance, liquidity and

structural funding constraints

Speaker: Enrique Benito: Banking and Capital Markets Advisory, Deloitte

10:45 MORNING BREAK AND NETWORKING OPPORTUNITIES

11:15 PANEL: CRDIV/CRR Liquidity: Impact on Business Models

• A glide path to successful implementation ? How to actually calculate and apply LCR and NSFR effectively within your business, how do they work?

• How banks met the challenge of reporting LCR and NSFR data in 2015• Overcoming challenges in data management and data analytics capability• How are banks responding to the NSFR requirement?• Are there any businesses that will not survive under the NSFR framework?• How banks should be addressing funding strategy to ensure compliance over a sustained period

Moderator: Professor Moorad Choudhry: CEO at Habib Bank AG Zurich, London & Founder of The BTRM Panellists: Mohamad El-Khalil: Associate Director, Banking - Supervision Dubai Financial Services AuthorityEnrique Benito: Banking and Capital Markets Advisory, DeloittePeter Eisenhardt: Secretary-General, International Council Of Securities Associations Edward Bace: Middlesex University Business SchoolOliver Schwarzhaupt: Group Chief Risk Officer, Al Khaliji Bank

12:15 LUNCH

13:15 THE ALCO GOVERNANCE Implementing and ensuring best-practice in the ALCO process• Membership• Managing the balance sheet• Managing upwards to the Board

Speaker: Peter Eisenhardt: Secretary-General, International Council Of Securities Associations

14:15 PANEL: Strategic ALM concept for proactive balance sheet risk management

A step-change in ALM discipline: proactive management of the balance sheet• Moving from reactive to proactive ALM• Influence of ALM desk and ALCO on the asset-liability origination process• The balance sheet risk triumvirate and working with the business lines

Moderator: Professor Moorad Choudhry: CEO at Habib Bank AG Zurich, London & Founder of The BTRM Panellists: Enrique Benito: Banking and Capital Markets Advisory, DeloittePeter Eisenhardt: Secretary-General, International Council Of Securities Associations Edward Bace: Middlesex University Business SchoolOliver Schwarzhaupt: Group Chief Risk Officer, Al Khaliji Bank

15:15 AFTERNOON BREAK AND NETWORKING OPPORTUNITIES

15:45 CLOSING ADDRESS

Speaker: Professor Moorad Choudhry: CEO at Habib Bank AG Zurich, London & Founder of The BTRM

• Introducing The BTRM Dubai

16:45 END OF DAY TWO

17:00 COCKTAIL RECEPTION/BUFFET

DAY TWO – 22nd FEBRUARY 2016

DAY THREE – 23rd FEBRUARY 2016

PROGRAMME

09:00 KEYNOTE ADDRESS: Risk Appetite Framework & Policy...Putting Theory to Practice

Speaker: Venkatesh Kallur: Vice President - Head of ERM, Enterprise Risk Strategy & ArchitectureEnterprise Risk Management Group (ERMG) Bank AlJazira, Riyadh KSA

10:00 The Capital Markets & Risk Frontier

Speaker: Deniz Omer – MISYS Risk Sales Director

10:45 MORNING BREAK AND NETWORKING OPPORTUNITIES

11:15 PANEL: Bank Capital Management

• Requirements • Planning and Strategy• Structure • Regulatory Developments

Moderator: Deniz Omer: Risk Sales Director, MISYS Panellists: Mr Prasanna Seshachellam: CEO, THEJAS Consulting Peter Eisenhardt: Secretary-General, International Council Of Securities Associations Edward Bace: Middlesex University Business SchoolJaffar Mohammed Ahmed: FRM, ACCA, CMA, CIASalman Kabani: Head of Market Risk, Operational Risk & ICAAP, Bank Nizwa

12:15 LUNCH

13:15 PANEL: Bank Credit

• Key Drivers• Techniques of Analysis• Rating Agency Process• Investor Relations

Moderator: Edward Bace: Middlesex University Business SchoolPanellists: Venkatesh Kallur: Vice President - Head of ERM, Enterprise Risk Strategy & ArchitectureEnterprise Risk Management Group (ERMG) Bank AlJazira, Riyadh KSA Peter Eisenhardt: Secretary-General, International Council Of Securities Associations

14:15 Credit Ratings and Interest Rate Risk in the Banking Book

Speaker: Edward Bace: Middlesex University Business School

15:15 AFTERNOON BREAK AND NETWORKING OPPORTUNITIES

15:45 Accessing the Global Capital Markets

• Instruments• Issuance Requirements• Markets• Strategies

Speaker: Peter Eisenhardt: Secretary-General, International Council Of Securities Associations

17:00 END OF DAY THREE

BIOGRAPHIES

Professor Moorad Choudhry: CEO at Habib Bank AG Zurich, London & Founder of The BTRM Professor Moorad Choudhry is Chief Executive Officer of Habib Bank Zurich plc in London. He is also Visiting Professor at the Department of Mathematical Sciences, Brunel University and Honorary Professor at University of Kent Business School. Prior to joining Habib Bank, Moorad was Head of Treasury at RBS Corporate Banking, Head of Treasury at Europe Arab Bank, Head of Treasury at KBC Financial Products and vice-president in structured finance services at JPMorgan Chase Bank. He began his career at the London Stock Exchange in 1989.

At KBC FP Moorad led the team that designed, originated and structured Picaros Funding LLP, the world’s first multi-SPV synthetic asset-backed funding vehicle, and later winner of the Euromoney Structured Finance Deal of the Year award for 2005.

Moorad is a Fellow of the Chartered Institute for Securities & Investment, a Fellow of the Institute of Directors and a member of the Board of Governors of IFS-University College. He is Editor of Review of Financial Markets, and on the Editorial Boards of the Journal of Structured Finance, Qualitative Research in Financial Markets, International Journal of Economics and Finance and American Securitization. He has authored over 20 textbooks on finance and banking.

Moorad is Founder of the Professor Moorad Choudhry Scholarship at the University of Westminster, awarded every 3 years to two undergraduate students at Westminster Business School.

Jaffar Mohammed Ahmed, FRM, ACCA, CMA, CIA An international trainer, consultant and risk manager. His consultancy and training services are in risk management, corporate governance, internal audit, compliance, and banking regulations (Basel II and III). He holds internationally recognized designation in the field of finance and accounting such as FRM, ACCA, CMA, CIA, etc. As a risk manager, he led and successfully implemented Basel II and III projects in ten countries in the Middle East and North Africa countries. In these projects, he guided, trained and helped staff in risk management departments in these banks to carry out their daily tasks at par with international best practices. Author of A course in Basel II and III: A course Workbook and The Professional Risk Manager Exam Handbook: Exam 1

Edward Bace Edward Bace is a finance professional specialising in credit and liquidity risk. He is an advisor to the Chartered Institute for Securities & Investment (CISI), where he is involved in professional finance qualifications. He lectures at Middlesex University Business School’s Accounting & Finance Department, teaching graduate and undergraduate finance, banking and economics programmes.

Dr. Bace has been a banking and credit risk professional for many years in New York and London, and served as Head of Education for the CFA Institute in Europe, Middle East and Africa. He serves on Academic Editorial Panels for the CISI and IISES, and on PRMIA’s Ethics & Professional Standards Committee. Edward has a University of Michigan PhD and a New York University Business School MBA. He is a CFA and a Charter Member of the CISI.

BIOGRAPHIES

Peter EisenhardtPeter Eisenhardt is Secretary General of the International Council of Securities Associations. He has worked in treasury, money market trading, bond options trading, repo, credit, and debt origination in New York, London, and Tokyo over a 30-year career at Bank of America Merrill Lynch and J.P. Morgan. Peter was voted by industry peers to Euroweek’s “Dream Team of the Global Capital Markets” in 2004. He is past chairman of the International Capital Markets Association Euro Commercial Paper Committee. Peter holds a BA from Wesleyan University and an MBA from New York University. 

Mohamad El-KhalilMohamad El-Khalil joined the DFSA in 2008 and he currently heads the banking supervision team. In that position, he leads and oversees the DFSA supervisory activities over commercial and investment banks operating in the Dubai International Financial Centre, including the regional hubs of some of the global systematically important banks. Throughout his career at the DFSA Mohamad played a key role in developing some of DFSA’s existing policies and regulations and shaping the DFSA’s supervisory framework.

Prior to joining the DFSA, Mohamad worked as Head of Market Risk Unit at Byblos Bank, one of Lebanon’s leading banks. Before that he worked for six years at Lebanon’s Banking Control Commission, the country’s supervisory authority. Prior to leaving the BCC Mohamad was a Senior Examiner responsible of the Market Risk team.

Mohamad started his career as a Financial Advisor with the Arab Finance Corporation, a leading wealth management and brokerage institution in Lebanon.

Mohamad has a Bachelor in Banking and Finance and a Masters in Finance from the Saint-Joseph University in Beirut.

Enrique Benito Enrique Benito is with Deloitte in London where he specialises on the provision of advisory services within the Banking & Capital Markets practice. His past experience includes the set-up of the ALM function of GE Capital Bank in London. Prior to that he was with the UK Financial Services Authority, where he contributed to the development of the first post-crisis liquidity risk supervisory regime and represented the UK on negotiations relating to Basel III and CRD IV. He began his career at the Central Bank of Spain.

Enrique is a Teaching Fellow at the University of Oxford’s Saïd Business School and sits at the advisory council of the Centre for the Study of Financial Innovation (CSFI).

Venkatesh KallurSpanning over three decades. Keynote Speaker and a vivid writer on several Risk subject areas in several International Risk Forums, a “C-Suite” leadership coach and mentor with accomplished experience across Banking, and Financial Services. Seasoned enterprise risk management executive with strong foothold in Credit, Market and Operational Risk along with Enterprise Risk Management Framework, Risk Strategy and architecture within the landscape of Risk Analytics and BASEL regime. An International Banker with experience in several regulatory regimes between North America, Middle East and Indian markets. Experience in leading the executive management, and various Board room meetings in the subject areas of BASEL regime, Enterprise Risk Management, Situational Leadership, Strategy Management and Institutionalization, Strategizing the portfolio of business and IT programs and projects. Brings to the table a high degree of emotional and business intelligence.

Mujtaba KhalidMujtaba Khalid currently heads the Islamic Finance Center at the Bahrain Institute of Banking and Finance (BIBF). Mujtaba’s experience includes working for the UK based Islamic Finance Council where he was involved in developing the Islamic finance governance frameworks for central bank bodies, providing capacity building and training, structuring Islamic finance products for one of the UK’s largest credit unions, providing investment strategy for Islamic Relief International’s Waqf (trust) fund, research for the Scottish government on the viability of Sukuks to fund alternate energy projects among other work. Academically, Mujtaba has a BSc (hons) from The London School of Economics and Political Science, MSc Investment Analysis from The University of Stirling. He also has three professional Islamic finance qualifications which include the CIMA Islamic Finance Diploma, Islamic Banking and Finance qualification from the State Bank of Pakistan and CIFP from INCEIF based in Malaysia.

Martyn HoccomMartyn Hoccom works in the Group Treasury department of NBAD where he is responsible for policy development and the oversight of international asset and liability committees across the organization. Martyn spent most of his banking career in the UK including roles at RBS where he was Head of Balance Sheet Management and at Lloyds Bank where he focused on Liquidity management. He is particularly focused on the impacts of regulatory change including Basel III, Recovery and Resolution planning and the increasing focus on balance sheet optimization across disciplines such as transfer pricing and liquidity management. Martyn Holds Masters degrees in Economics and Finance.

Ian Gilmour A Director with over 20 years of banking and consulting experience. In PwC, Ian focuses on Risk and Treasury, specifically IRB/IFRS 9 (Credit Risk Model build and validation), Asset Liability Management and Liquidity Risk. Ian started his career as a Graduate Trainee with Midland Bank (now HSBC) in London. Six years working in Deutsche Bank ‘s Risk Management and Group Treasury department was followed with multiple risk, treasury and technology & operations engagements across banks as diverse as National Bank of Abu Dhabi (Abu Dhabi), Bank of America (New York), Standard Chartered (Singapore) and China Construction Bank (Beijing). During his banking career, Ian led several strategic projects at Deutsche Bank – Global VAR for Foreign Exchange; Global Liquidity for Group Treasury.

BIOGRAPHIES

BIOGRAPHIES

Oliver SchwarzhauptOliver Schwarzhaupt is Group Chief Risk Officer at Al Khaliji bank in Doha (Qatar) and a Board member of Qatar Capital Ltd (QCL), with 22 years of experience in international banking and risk management. He has a proven track record in both implementing best-practice risk management and meeting international regulatory requirements in developed and emerging markets, having worked for various European, Middle Eastern and Asian Financial Institutions. Throughout his career, Oliver has been a key contact for multiple international regulatory bodies.

In his current position as Group Chief Risk Officer, Oliver heads the Risk Function for Al Khaliji comprising Credit Risk Management, Market and Liquidity Risk Management, Operational Risk Management & BCM, as well as Enterprise Risk Management and Security Risk Management. His remit extends to al khaliji France (Paris and UAE) and QCL (Dubai). Previously, Oliver was Chief Risk Officer in Maritime Bank (Vietnam), one of the leading financial institutions in Indochina; and Deputy Chief Risk Officer cum Head of Risk in Emirates NBD, one of the market leaders in the Middle East. Prior to joining Emirates NBD, Oliver worked for Commerzbank Group, where he headed the Rating Methods team responsible for Basel II IRB compliant scoring/rating models.

Oliver holds a Master’s degree in Economics with majors in Finance, Capital Markets and Statistics/Econometrics.

Chris WestcottChris Westcott has over 30 years of experience in the banking industry, with the majority of time spent in the field of Treasury management. He has held a range of senior positions in the Treasury functions of both Nat West and Royal Bank of Scotland in the UK. These have included divisional Treasurer roles and various project assignments, such as leading the development of an in-house securitisation capability and the integration of the ABN AMRO Treasury function post-acquisition.

In the lead-up to the implementation of CRD IV, Chris was the Basel 3 Programme Director for RBS, accountable for over-seeing the group-wide set of projects to achieve compliance with the new regulations.

Chris joined the BTRM Faculty in 2014.

Deniz OmerDeniz Omer has over 15 years experience in the financial markets software industry specifically focusing on Enterprise Risk Management and Capital Markets. After graduating with an LL.B Honours degree in Law – he worked at Bloomberg Financial Markets L.P initially developing the Capital Markets business based in London before focusing on increasing their emerging markets business in the Middle East. His current role as Head of Risk and Treasury across the Middle East for Misys International Banking Systems focuses on advising customers across the short-long term timelines on how they can automate their Treasury and Risk processes in order to achieve a reduced risk profile and a further optimized way of doing business culminating in the reduction of costs. Deniz is guest speaker at many Treasury and Risk conferences in the Middle East; Africa and South Asia.

Prasanna SeshachellamPrasanna Seshachellam is the founder and CEO of THEJAS Consulting LLC, a firm focused on providing solutions in respect of various aspects of the Governance, Risk Management and Compliance (GRC) domain. THEJAS also aims to address the consulting and advisory needs of the financial services regulators.

Prasanna has over 24 years of experience in the financial services sector, which includes over 14 years of regulatory experience. Immediately prior to establishing THEJAS, Prasanna was a Director and Head of Banking and Insurance Supervision at the Dubai Financial Services Authority (DFSA). During his 10-year association with the DFSA, Prasanna played a critical role in building the regulatory framework of the DFSA. Prasanna was also the Head of Islamic finance in the DFSA and was a member of the Technical Committee of the Islamic Financial Services Board as well as in many of its working groups for development of its standards. Prasanna has also been a member of key working groups of the Basel Committee and International Association of Insurance Supervisors (IAIS). Prior to his role at the DFSA, he was with the prudential banking regulator in Canada - OSFI Canada and Barclays Global Investors Canada Limited. Before entering the regulatory world, he worked in many segments of the financial services including investment banking, equity research, asset management, corporate credit, credit rating, risk management, fund administration and ETFs.

Prasanna has a Bachelor of Technology Degree and a Masters in Management from Indian Institute of Management, Bangalore. He is a CFA charter holder and also holds the FRM designation. .

Salman KabaniSalman Kabani’s professional career spans over 12 years in the GCC and Paki-stan. He has worked in the entire spectrum of Commercial & Investment Bank-ing including Shariah-compliant Banking; culminating in core competency as a Subject-Matter Expert in Enterprise-wide Risk Management (ERM). Currently, he is heading Market Risk, Operational Risk, Portfolio Management and Capital Management at Oman’s First Islamic Bank, Bank Nizwa, a full fledged shari-ah-compliant financial institution. As Head of Major Risk units, tasked to set-up industry best-practice-led robust Risk Management & Control Framework.

During his experience he has established and led the ERM function in large public and private sector banks in accordance with industry best practices and regulatory guidelines. He directed strategic projects, for the purposes of pro-filing all material risks, developing and maintaining a sound capital adequacy assessment process and setting “in-control” status. He is Specialized in estab-lishing ERM from scratch with proven track record of changing the culture to value based business.

BIOGRAPHIES

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THE ADDRESS DUBAI MARINA HOTEL, UAE21ST, 22ND & 23RD FEBRUARY 2016

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