Basel III Final – Final for how long?

Summary

Are you responsible for the mortgage business, Lombard collateral, the Treasury investments, derivative trading or the management of the FINMA capital ratios of your bank? If “yes”, our event is an important opportunity for you to understand how the regulatory reform “Basel III Final” will make your business more or less capital intensive  from 1.1.2025 onwards for all banks and – depending on how implemented in your bank – for you.

More specifically, in our event you will learn:

👉 which risks are better captured by Basel III Final increasing or lowering RWAs
👉 how higher RWAs could be mitigated to restore both profitability and value
👉 which tools are required to achieve regulatory compliance and shareholder value

Presenters

• Dr. Christian Schmaltz, Aspect Advisory.
  Christian Schmaltz is a managing partner at Aspect Advisory, a boutique financial services consultancy which helps bank to strike an optimal balance between regulatory compliance and shareholder value. Christian has worked as a risk management consultant for more than 20Y with a 7Y stop-over as (assistant and associate) professor for risk management at Aarhus University (DK) and Basel III – research fellow at Bundesbank. More recently, Christian has been involved in the Basel III Final program of a large Swiss bank and acted as SME at CRR III initiatives at EU banks.
• Florian Hunziker, Treasury CFO, Julius Baer.
  As CFO of Julius Baer’s Treasury unit, Florian is monitoring and reporting financial and regulatory key indicators. In previous roles, Florian has developed inhouse capital pricing frameworks to ensure efficient allocation of capital under Basel II and III. Furthermore, as regulatory expert he has advised banks on how to measure profit- and shareholder value contributions of individual transactions, products, and business lines.

Moderated by Ioannis Akkizidis, Global Product Manager, Wolters Kluwer Financial Services, Board Member and Chapter Chair for Regulatory Development at Swiss Risk Association.

Agenda

17:45 Doors open – Registration
18:00 Welcome and Introduction (Ioannis Akkizidis)
18:05 Main changes and implementation challenges / What are the implications for capital management and business strategy? (Christian Schmaltz, Florian Hunziker)
18:35 Q&A (All)
19:00 Networking Drinks
20:15 End

Chapter Event

This Chapter Event is available to members and free. We will be presenting one or more speakers to share their knowledge, updates and best practices on a specific risk topic. Within the small groups of risk professionals you can exchange thoughts and test ideas. This event is hosted by chapter Regulatory Development.