The Liquidity Coverage Ratio: implementation considerations, liquidity transfer pricing and balance sheet optimization
Objectives: to raise awareness among key stakeholders in the financial services community regarding the introduction in Australia of the Liquidity Coverage Ratio (LCR), a key component of the Basel III package of reforms designed to improve the banking system’s resilience to periods of financial market stress. Speakers will outline changes in calculation and reporting requirements for banks since the LCR came into force in January 2015 and outline best practices based on their experience working with banks in Australia and other large financial markets.
Date: 29th June
Venue: Macquarie Applied Finance Centre, Level 3, 10 Spring Street, Sydney
Target audience: Heads of Risk, CFOs, CROs, Heads of Regulatory Reporting from local and foreign banks
Format: Networking lunch (lunch provided)
12:45-12:50pm Introduction & key topics outline
12:50- 1:20pm Presentation: Liquidity Coverage Ratio: ensuring that processes & systems are adequate for meeting regulatory requirements, James Stewart, General Manager Compliance, Wolters Kluwer Financial Services
1:20-1:50pm Presentation: Linking LCR to best practices in Liquidity Transfer Pricing and Balance Sheet Optimisation, Douglas Bongartz-Renaud, Team Leader Market Risk CBL Asia
Douglas Bongartz-Renaud, Team Leader Market Risk CBL Asia
Douglas has 36 years’ experience in financial markets, risk management, training and consulting for banks in Asia and the EMEA regions. He completed a long career at ABN AMRO Bank in 2011 and moved from Amsterdam to Southeast Asia, where he is continuing working with banks in the areas of risk management, ALM and treasury. He is has specialist experience in the areas of Basel framework implementation, liquidity, market and counterparty credit risk management, and financial products and treasury trading development and training. For the first six months of 2012, he worked for the IFC (World Bank Group). He provides public and client specific risk management and ALM training on a frequent basis, and works actively with GARP and the BSMR.
James Stewart, General Manager Compliance, Wolters Kluwer Financial Services, Asia-Pacific
James Stewart brings over 15 years of experience to his role as General Manager, Compliance at Wolters Kluwer Financial Services, where he manages the Asia-Pacific region’s compliance solutions division.
James has held management positions in global banks across Asia; as a former CFO from the Royal Bank of Scotland he brings broad experience in the financial services industry. For the past 4 years James has provided consultations to help banks meet their regulatory obligations, specifically in relation to Basel III, Dodd-Frank and FATCA.
James is an expert in the Asian regulatory landscape and specializes in monitoring trends in regulation and the impacts they have on banks in the region. He is a regular contributor to The Business Times, The Straits Times, Bloomberg Asia and other regional news publications, and is a frequent speaker on regulatory issues at conferences and trade shows.
James is a Chartered Accountant with a CFA qualification.