THE platform in autumn to talk to representatives from supervision, politics, association, the industry and research!

European Banking Regulation

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

17th Handelsblatt Annual Conference28 to 30 November 2016, Frankfurt am Main

17�× Supervision

and politicians

14�×Practitioners, associations and auditors

From US:

Prof. Dr Anthony

M. Santomero,former president and

CEO of the Federal Reserve Bank of

Philadelphia

New developments in banking supervision

The final programme is online – register now!

Simultaneous translation on site

Design and organisation:

Current information can be found online at:

www.banking-regulation.com

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

Julie Dickson, ECB

Dr Elke König, SRB

Dr Jukka Vesala, ECB

Reinhold Vollbracht, Deutsche Bundesbank

Dr Stefan Blochwitz, Deutsche Bundesbank

Dr Korbinian Ibel, ECB

Ingo Techet, Deutsche

Bundesbank

Michael Fuchs, BaFin

Carmen Isabel Kutzner, Deutsche Bundesbank

Dr Jutta Dönges, FMSA

Dr Torsten Kelp, BaFin

Dr Thorsten Funkel, BaFin

Dr Klaus Wiedner, European

Commission

Daniel Schäfer, Handelsblatt

Piers Haben, EBA

Peer Ritter, European

Commission

Prof. Dr Christian

Schmaltz, Aarhus School of

Business (Denmark)

Dr Levin Holle, BMF

Reinhold Stahl, Deutsche

Bundesbank

Prof. Dr Hermann

Schulte-Mattler, University of Applied

Sciences and Art, Dortmund

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

Univ.-Prof. Mag. Dr Markus Hengstschläger, University Vienna

17�× Supervision and politicians

14�× Practitioners, associations and auditors

Moderation

Keynote speech from the US

Out-of-the-box

Burkhard Eckes, PWC

Dr Bertrand K. Hassani, Grupo Santander

Thilo Kasprowicz,

KPMG

Zacharias Kolias, Europäischer

Rechnungshof

Michel Dorval, Misys

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Martin Neisen, PWC

Robert Priester, EBF

Dr Christian Ossig, BdB

Dr Cornelius Riese, DZ BANK AG

Achim Sprengard, GAR

Jacqueline Mills, AFME

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Dr Karl-Peter

Schackmann-Fallis, DSGV

ni,n TLothar Jerzembek,

VÖB

ZZRonald Kent, British Bankers

Association

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 supervision 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, althoughthe subject could be exciting for everyone? Send me your questions and it will be answered at the right moment in complete confidence: kathrin.dietrich-pfaffenbach@euroforum.com

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!

Simultaneous translation on site

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„The meeting place for updating supervisory requirements.“ (Gerhard Bappert, Westdeutsche Immobilienbank AG)

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Monday, 28 November 2016 9.00 – 9.30 Reception with coffee and tea, distribution of the congress documents

9.30 – 9.45 Opening of the conference and welcome by the moderators

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 – 10.05Opening keynote speech

Julie Dickson,Member of the Supervisory Board of the Single

Supervisory Mechanism (ECB Representative), ECB

10.05 – 10.15 Talk

Daniel Schäfer, Finance Editor, Handelsblatt

and Julie Dickson

10.15 – 10.30Bank consolidation and fusions in the current regulatory environment

The need for structural change in the banking sectorIs regulation a driver or a constraint?DZ BANK/WGZ BANK as first practical example of SSM

Dr Cornelius Riese,Member of DZ BANK AG Board of Managing Directors

10.35 – 10.55European Banking Supervision and Regulation: What’s on the agenda for 2017?

Assessment of the SSM regarding current risks in the banking sector and supervisory priorities for 2017SREP 2016 and follow-up work relating to the stress testOther current topics

Dr Korbinian Ibel,Director General, Microprudential Supervision 4, ECB

10.55 – 11.45Discussion:Continued development of the SSM, SREP, business models and profitability of banks – what next for the future?Moderation:Daniel Schäfer, Finance Editor, Handelsblatt

With:

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

11.45 – 12.15 Coffee Break – Meet the experts at the Speakers‘ Corner

Basel IV-recommendations for the equity capital standards

12.15 – 12.45 Revised Basel CRSA – A new standard model for credit risk (2nd consultation paper)� � Current status of consultations� � Significant changes compared to the status quo� � New risk weights and effects on individual business areas� � Procedural implications

Thilo Kasprowicz, Partner, Financial Services Regulatory,

KPMG AG

Information at first hand – Keeping pace with banking supervision

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12.45 – 13.00Q & A

13.00 – 14.00Lunch

14.00 – 14.30Out-of-the-Box presentationThe average trap: why you must go beyond your limits

Univ.-Prof. Mag. Dr Markus Hengstschläger, Professor of Genetics,

Medical University of Vienna

14.30 – 15.00The future of the IRB approach: New requirements of EBA, the ECB and the Basle Committee

Forthcoming revision of the identified weaknesses of the IRBA by EBA and Basel CommitteeObjective of comparability and limitation of the RWA controlReassessment of all internal models in the euro area to ad-dress the observed weaknesses of the IRB ApproachInterplay and interaction with the other Basel IV innovations (KSA, SA-CCR and FRTB)

Martin Neisen,Partner,

PricewaterhouseCoopers AG

15.00 – 15.30The new Basel OpRisk approach – a symbiosis of pillars I and II

Conception, risk factors and criticismStandardization of internal control at European banks as a result?Impact on assessment opportunities in SREP

Carmen Isabel Kutzner,Audits of banking operations,

Deutsche Bundesbank

15.30 – 15.45Q & A

15.45 – 16.15Coffee Break – Meet the experts at the Speakers´ Corner

16.15 - 16.30Brexit - current discussions and effects on the european bankingsystem and the european regulation

Ronald Kent,Managing Director,

British Bankers Association

16.30 – 16.45 Q & A and Interview

On the path to the new European

16.45 – 17.05KeynoteCRD V, new CRR – thoughts from the European Commission

Plans of the European CommissionState of play of discussions and comments

Dr Klaus Wiedner,Head of Unit D1 Bank Regulation and Supervision,

European Commission

17.05 – 17.45 Discussion:On the path to a new CRR II/CRD V – planned new European rulesModeration:Daniel Schäfer

With:

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

ab 18.15 Exclusive evening event at the “Vinum Weinkeller Frankfurt”Handelsblatt and EUROFORUM cordially invite you to an evening meal together. Take this opportunity to make new contacts and refresh existing ones. Continue discussions about banking regulation issues in a relaxed atmosphere.

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Tuesday, 29 November 2016

8.30 – 9.00 Reception with coffee and tea

9.00 – 9.05 Welcome by the hostsDaniel Schäfer and Prof Dr Hermann Schulte-Mattler

Return on Equity and securitization

9.05 – 9.35Impact of regulatory changes on return on equity and equity costs� � Basel IV

IFRS 9-ImpairmentSREP-bonusesMRELMiFID II et altera

Lothar Jerzembek,Member of the Executive Board,

Federal Association of Public Banks in Germany

9.35 – 10.05Securitization – State of development on Basel and European level

Structure and hierarchy of the revised securitization frame-work (Basel III)Inclusion of “simple, transparent and comparable securitiza-tion” (STC-Transactions)Comprehensive European legislative process

Dr Thorsten Funkel,Senior Government Official,

General Policy Division Banking Regulation, BaFin

Stress test, indirect banking supervision and small banking box

10.05 – 10.35Stress testing as a key tool in the SREP

Piers Haben,Director of Oversight,

EBA

10.35 – 10.45 Q & A

10.45 – 11.15Coffee Break – Meet the experts at the Speakers´ Corner

11.15 – 11.45Proportionality in the supervision of smaller banks

Harmonisation of supervision in the SSM from LSI perspectiveImplications for banksSingle rules vs. proportionality

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

11.45 – 12.30 Discussion:Projects of Small Banking Box, stress testing and SREP process for banks under the indirect supervision ECB – Recent DevelopmentsModerationProf Dr Hermann Schulte-Mattler

With:

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 – 13.45Updates to MREL, TLAC and bank resolution

Dr Elke König,Chair of the Resolution Steering Group,

Single Resolution Board

13.45 – 14.00State aid control in the banking union, current developments

Peer Ritter,Head of Unit European Commission’s Directorate General

for Competition, European Commission

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14.00 – 14.15Impulse

Dr Christian Ossig,Member of the Executive Board,

Association of German Banks

14.15 – 14.30Financial Stability – Laws, realities, expectations

Dr Jutta Dönges,Chairman of the Management Board,

Federal Agency for Financial Market Stabilisation (FMSA)

14.30 – 15.15Discussion:MREL, TLAC, BRRD and financial stability – what comes in the future?Moderation:Daniel Schäfer, Finance Editor, Handelsblatt

With:

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

15.15 – 15.45Coffee Break – Meet the experts at the Speakers´ Corner

Shadow banks

15.45 – 16.15EBA shadow banking guidelines and BaFin circular on limiting exposures to shadow banking entities

New developments relating to the EBA guidelines on shadow bankingDefinition of a shadow bank and exceptionsRequirements

Michael Fuchs,Head of the Expert Group on „Groß- und Millionen-

kreditverordnung“ (large exposures and million loans), BaFin

Risk managements at banks

16.15 – 16.45 Risk Measures at Risk – Are we missing the point?

Regulatory RequirementsDiscussions around sub-additivity and distortionSpectral representation

Dr Bertrand K. Hassani,Global Head of Research and Innovation –

Risk Methodology, Grupo Santander

16.45 – 17.15 Pillar 2: Risk Management, ICAAP, SREP and banking supervision

Proportional regulation5. MaRisk amendment: BCBS 239, ICAAP and other projectssupervisory practices

Dr Stefan Blochwitz,Head of Banking business audits and implementation of

international standards, Deutsche Bundesbank

17.15 – 17.30Q & A

17.30 – 18.00KeynoteThe role of the board in risk management

Anthony M Santomero,former President and CEO of the Federal Reserve

Bank of Philadelphia

18.00End of day twoAt 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 conversa-tions.

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8.30 – 9.00 Reception with coffee and tea

9.00 – 9.15 Welcome by the hosts

Prof. Dr Hermann Schulte-Mattler and

Prof. Dr Christian Schmaltz, Associate Professor,

Aarhus School of Business

Liquidity, leverage ratio and large exposures

9.15 – 10.00European regulations regarding liquidity regulation

LCR Impact Assessment at the European levelEuropean implementation of the NSFR (ongoing process)Submission and evaluation of funding plans in accordance with the recommendations by the ESRB and EBA

Dr Torsten Kelp,Head of Unit BA 55,

BaFin

10.00 – 10.30New developments relating to the leverage ratio

Scope of the codePerspective of supervisionInteraction with risk-weighted capital ratiosWhich institutions are most affected?Should we do something? If so, what should we do?

Prof. Dr Christian Schmaltz,Associate Professor,

Aarhus School of Business

10.30 – 10.45 Q & A

10.45 – 11.15Coffee Break – Meet the experts at the Speakers´ Corner

11.15 – 11.45Current developments in the large exposure regime� � The Basel framework

Call for Advice of the European Commission and EBA response Revised Guidelines for connected clients

Achim Sprengard,CEO, GAR Gesellschaft für Aufsichtsrecht und Revision mbH

Wirtschaftsprüfungsgesellschaft

12.00 – 13.00Lunch

AnaCredit

13.00 – 13.25AnaCredit: European standards and nationalimplementation

European reporting requirements of AnaCredit-RegulationNational specifics of implementation in GermanyBenefits of AnaCredit

Reinhold Stahl,Head of the Statistics,

Deutsche Bundesbank

13.25 – 13.45AnaCredit and how adjacent regulations will impact pre-parations

Overview of current status of AnaCredit in EuropeWalkthrough of adjacent regulations and their impact to be considered alongside AnaCreditWhich IT considerations should drive your AnaCredit com-pliance?

Michel Dorval,Global Regulatory Architect,

Misys

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Super-vision

Wednesday, 30 November 2016

First audit of banking supervision

14.30 – 15.00Banking Union: Perspective of the European Court of Auditors (ECA)

ECA audit of ESMA: foundations, rules and risksECA and the ECB: our first audit of its banking supervision activitiesThe ECA’s role in auditing the Single Resolution Fund

Zacharias Kolias,Director, Financial and Economic Governance,

European Court of Auditors

15.00 – 15.30Q & A

15.30 End of the 17th Handelsblatt Conference

13.45 – 14.30Discussion:

Is AnaCredit turning data on its head?Moderation:Prof. Dr Christian Schmaltz, Associate Professor,

Aarhus School of Business

With:

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

We thank our partners and sponsors

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registration until 26.09.2016

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

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European Banking RegulationNew developments in banking supervision

17th Handelsblatt Annual Conference

28 to 30 November 2016, Frankfurt am Main

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