The credit crisis has forced banks to critically examine how they manage risk and has exposed some significant weaknesses in risk management across the financial services industry. With the collapse of several prominent banks, the bailout of numerous others and their subsequent efforts to raise capital, the effects of the crisis are far-reaching and the impact to risk management for the banking industry, never greater.

In response to the crisis, the Basel Committee on Banking Supervision from the Bank for International Settlements has created a new set of amendments to the existing Basel II Accord. These new regulations call for greater capital to be held in reserve, stronger credit management processes and improvements in liquidity risk management in order to strengthen and create a more prudently managed and resilient financial industry.

By zeroing in on the changes to the regulatory landscape, the Global Bank Risk conference aims to bring together experts from the regulators and the banking industry to expound on the impacts of the post-crisis on risk management. Join this conference to discover the key challenges and solutions to help prepare banking risk professionals to succeed and gain an edge in this highly competitive market and reshape the world of banking as we know it.

For more information and brochure, kindly contact Ms. Esther at estherw@marcusevanskl.com

Key features:

· Regulator’s Perspective: Developing a prudently managed and efficient financial system: Balancing the need for financial stability with economic growth

· Exploring the new capital landscape: Adapting to the changing capital, leverage and liquidity landscape of Basel III

· Assessing the impact of Basel III on the future of risk management in banking

· Strengthening credit risk management via credit risk modelling through macroeconomic-scenario based stress testing

· Raising funds in a capital constrained world – Overcoming challenges in securing finance for meeting tier-one capital ratio requirements

· Best practices in stress testing your liquidity risk management framework

· Setting up an efficient and effective internal capital adequacy management and measurement framework to optimise capital allocation

· Dynamically pricing counterparty credit risk through the use of Credit Value

· Adjustment (CVA) – Challenges and opportunities

· Enhancing shareholder value through effective risk management

· Managing complex institutions and enterprise wide risk in light of the new regulatory requirements

· Conquering the challenges in moving from a Standardised Approach to an Internal Rating Based (IRB) Approach for Basel II

· Recalibrating your macroeconomic stress testing of capital in times of increased regulation and economic turmoil to ensure bank resiliency

· Creating viable contingency funding plans in times of liquidity drought via money market instruments, interbank lending and securitisation

· Networking opportunities with regulators and top industry players from retail, wholesale and investment banks