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Regional seminar on Basel III and its implementation challenges

Organised by the Center for Latin American Monetary Studies (CEMLA), the Financial Stability Institute (FSI) of the Bank for International Settlements (BIS) and the Reserve Central Bank of Peru Lima, Peru, 23–25 November 2016 Venue: JW Marriot Lima, Malecon de la Reserva 615, Lima District, Peru

Draft Agenda Wednesday 23 November

08:30 Registration

09:00 Welcome address Reserve Central Bank of Peru Raul Morales, CEMLA Stefan Hohl, FSI, BIS

09:15 Introduction to the seminar Raul Morales, CEMLA Stefan Hohl, FSI, BIS

Brief introduction by participants

09:30 Overview and update of developments in Basel III Stefan Hohl, FSI, BIS

10:15 Coffee/tea break and group photo

10:45 Credit risk – the revised standardised approach Scott Nagel, Basel Committee on Banking Supervision, BIS

12:00 The shift from incurred to expected loss provisioning – key regulatory and supervisory challenges Juan Serrano, Bank of Spain

12:45 Lunch

14:00 Policy implementation discussion – Basel III simulation engine Stefan Hohl, FSI, BIS

15:30 Coffee/tea break

16:00 Credit risk – the revised internal ratings based approach Stefan Blochwitz, Deutsche Bundesbank

17:00 Roundtable discussion Facilitated by Stefan Hohl, FSI, BIS

18:00 End of session

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Thursday 24 November

09:00 Liquidity risk in Basel III, and the High-Quality Liquid Assets (HQLA) identification and valuation in Europe Juan Serrano, Bank of Spain

10:00 Implementation issues with the Liquidity Coverage Ratio (LCR) Paula Cristina Seixas de Oliviero, Central Bank of Brazil

11:00 Coffee/tea break

11:30 Basel III implementation in Peru: the current state Manuel Luy Molinié, Superintendency of Banks and Insurance of Peru

12:45 Lunch

14:00 Policy implementation discussion – Basel III simulation engine (cont.) Stefan Hohl, FSI, BIS

15:30 Coffee/tea break

16:00 Implementation issues with the Net Stable Fund Ratio (NSFR) Paula Cristina Seixas de Oliviero, Central Bank of Brazil

17:15 Roundtable discussion Facilitated by Raul Morales, CEMLA

18.00 End of session

20:00 Official dinner of the Seminar

Friday 25 November

09:00 Market risk in Basel III – the revised standardised approach Scott Nagel, Basel Committee on Banking Supervision, BIS

09.45 EU implementation of Basel III Stefan Blochwitz, Deutsche Bundesbank

10:30 Basel III and liquidity regulatory issues in Peru María Esther Sanchez, Superintendency of Banks and Insurance of Peru Eduardo Costa, Reserve Central Bank of Peru

11:30 Coffee/tea break

12:00 Supervision of G-SIBs and D-SIBs in Europe in the context of Basel III Juan Serrano, Bank of Spain

13:00 Basel III implementation challenges for banks and regulators Peter Nathanial, Impala Partners, United States

14:00 Closing remarks followed by farewell lunch