European Banking Regulation

17 th Handelsblatt Annual Conference 28 to 30 November 2016, Frankfurt am Main The final programme is online register now! European Banking Regulation New developments in banking supervision THE platform in autumn to talk to representatives from supervision, politics, association, the industry and research! 17 and politicians Julie Dickson, ECB Dr Jutta Dönges, FMSA Piers Haben, EBA Dr Levin Holle, BMF Dr Elke König, SRB Dr Torsten Kelp, BaFin Reinhold Stahl, Deutsche Bundesbank Dr Jukka Vesala, ECB Dr Klaus Wiedner, European Commission 13 Practitioners, associations and auditors From US: Prof. Dr Anthony M. Santomero, former president and CEO of the Federal Reserve Bank of Philadelphia 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 17 and politicians Dr Stefan Blochwitz, Deutsche Bundesbank Julie Dickson, ECB Dr Jutta Dönges, FMSA Michael Fuchs, BaFin Dr Thorsten Funkel, BaFin Piers Haben, EBA Dr Levin Holle, BMF Dr Korbinian Ibel, ECB Dr Elke König, SRB Dr Torsten Kelp, BaFin Carmen Isabel Kutzner, Deutsche Bundesbank Peer Ritter, European Commission Reinhold Stahl, Deutsche Bundesbank Ingo Techet, Deutsche Bundesbank Out-of-the-box Dr Jukka Vesala, ECB Reinhold Vollbracht, Deutsche Bundesbank Dr Klaus Wiedner, European Commission Univ.-Prof. Mag. Dr Markus Hengstschläger, University Vienna 13 Practitioners, associations and auditors Keynote speech from the US Michel Dorval, Misys Burkhard Eckes, Dr Bertrand K. Hassani, Thilo Kasprowicz, PWC Grupo Santander KPMG Zacharias Kolias, European Court of Auditors 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 Moderation Dr Peter Mitic, Santander UK Jacqueline Mills, AFME Martin Neisen, PWC Dr Christian Ossig, BdB Robert Priester, EBF Dr Cornelius Riese, DZ BANK AG Dr Karl-Peter Schackmann-Fallis, DSGV Achim Sprengard, GAR Daniel Schäfer, Handelsblatt Prof. Dr Christian Prof. Dr Hermann Schmaltz, Schulte-Mattler, Aarhus School of University of Applied Business (Denmark) Sciences and Art, Dortmund

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, although the 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. Simultaneous translation on site 5. This is where you will gain an information edge! The meeting place for updating supervisory requirements. (Gerhard Bappert, Westdeutsche Immobilienbank AG)

Information at first hand Keeping pace with banking supervision 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 10.30 10.50 European Banking and Regulation: What s on the agenda for 2017? Assessment of the SSM regarding current risks in the banking sector and supervisory priorities for 2017 SREP 2016 and follow-up work relating to the stress test Other current topics Dr Korbinian Ibel, Director General, Microprudential 4, ECB 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 10.05 Opening keynote speech 10.50 11.30 Discussion: Continued development of the SSM, SREP, business models and profitability of banks what next for the future? Moderation: Daniel Schäfer, Finance Editor, Handelsblatt With: 10.05 10.15 Talk Julie Dickson, member of the supervisory committee of the Single Supervisory Mechanism (ECB representative), ECB Burkhard Eckes, Partner, Banking & Capital Markets Leader, PWC Dr. Korbinian Ibel, Director General, Microprudential 4, ECB Dr Cornelius Riese, Member of DZ BANK AG Board of Managing Directors Reinold Vollbracht, Director, Deutsche Bundesbank An additional (European) bank representative is in consultation Daniel Schäfer, Finance Editor, Handelsblatt and Julie Dickson 10.15 10.30 Bank consolidation and fusions in the current regulatory environment The need for structural change in the banking sector Is 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 11.30 12.00 Coffee Break Meet the experts at the Speakers Corner Impact of the Brexit on the regulation 12.00 12.20 Brexit the how, why and the impact on regulation Dr Peter Mitic, Head of Operational Risk Methodology, Santander UK

Basel IV-recommendations for the equity capital standards 12.20 12.50 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 12.50 13.00 13.00 14.00 Lunch Thilo Kasprowicz, Partner, Financial Services Regulatory, KPMG AG 16.00 16.15 16.15 16.45 Coffee Break Meet the experts at the Speakers Corner On the path to the new European rules 16.45 17.05 Keynote CRD V, new CRR toughts from the European Commission Plans of the European Commission State of play of discussions and comments Dr Klaus Wiedner, Head of Unit D1 Bank Regulation and, European Commission 14.00 14.30 Out-of-the-Box presentation The average trap: why you must go beyond your limits Univ.-Prof. Mag. Dr Markus Hengstschläger, Professor of Genetics, Medical University of Vienna 14.30 15.00 The 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 Committee Objective of comparability and limitation of the RWA control Reassessment of all internal models in the euro area to address the observed weaknesses of the IRB Approach Interplay and interaction with the other Basel IV innovations (KSA, SA-CCR and FRTB) Martin Neisen, Partner, PricewaterhouseCoopers AG 15.00 15.30 Revision of the rules regarding the market risks/trading book Speaker is in consultation 17.05 17.45 Discussion: On the path to a new CRR II/CRD V planned new European rules Moderation: Prof Dr Hermann Schulte-Mattler, Finance and Risk controlling, University of Applied Sciences and Art, Dortmund With: Dr Klaus Wiedner, Head of Unit D1 Bank Regulation and, 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. 15.30 16.00 The new Basel OpRisk approach a symbiosis of pillars I and II Conception, risk factors and criticism Standardization of internal control at European banks as a result? Impact on assessment opportunities in SREP Carmen Isabel Kutzner, Audits of banking operations, Deutsche Bundesbank

Tuesday, 29 November 2016 8.30 9.00 Reception with coffee and tea 9.00 9.05 Welcome by the hosts Daniel Schäfer and Prof Dr Hermann Schulte-Mattler Return on Equity and securitization 9.05 9.35 Impact of regulatory changes on return on equity and equity costs Basel IV IFRS 9-Impairment SREP-bonuses MREL MiFID II et altera 11.15 11.45 Small Banking Box Projects for regulation of smaller banks Dr Jukka Vesala, Director General, Microprudential 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 Developments Moderation Prof Dr Hermann Schulte-Mattler With: Lothar Jerzembek, Member of the Executive Board, Federal Association of Public Banks in Germany 9.35 10.05 Securitization State of development on Basel and European level Structure and hierarchy of the revised securitization framework (Basel III) Inclusion of simple, transparent and comparable securitization (STC-Transactions) Comprehensive European legislative process 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 3, ECB 12.30 13.30 Lunch Dr Thorsten Funkel, Senior Government Official, General Policy Division Banking Regulation, BaFin MREL, TLAC, bank resolution and financial stability Stress test, indirect banking supervision and small banking box 10.05 10.35 Stress testing as a key tool in the SREP 13.30 13.45 Updates to MREL, TLAC and bank resolution Dr Elke König, Chair of the Resolution Steering Group, Single Resolution Board Piers Haben, Director of Oversight, EBA 13.45 14.00 State aid control in the banking union, current developments 10.35 10.45 10.45 11.15 Coffee Break Meet the experts at the Speakers Corner Peer Ritter, Head of Unit European Commission s Directorate General for Competition, European Commission

14.00 14.15 Impulse Dr Christian Ossig, Member of the Executive Board, Association of German Banks 14.15 14.30 Financial Stability Laws, realities, expectations Dr Jutta Dönges, Chairman of the Management Board, Federal Agency for Financial Market Stabilisation (FMSA) Shadow banks 15.45 16.15 EBA shadow banking guidelines and BaFin circular on limiting exposures to shadow banking entities New developments relating to the EBA guidelines on shadow banking Definition of a shadow bank and exceptions Requirements Michael Fuchs, Head of the Expert Group on Groß- und Millionenkreditverordnung (large exposures and million loans), BaFin 14.30 15.15 Discussion: 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 15.45 Coffee Break Meet the experts at the Speakers Corner Risk managements at banks 16.15 16.45 Risk Measures at Risk Are we missing the point? Regulatory Requirements Discussions around sub-additivity and distortion Spectral 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 regulation 5. MaRisk amendment: BCBS 239, ICAAP and other projects supervisory practices Dr Stefan Blochwitz, Head of Banking business audits and implementation of international standards, Deutsche Bundesbank 18.00 End of day two At 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 conversations. 17.15 17.30 Media Partner: 17.30 18.00 Keynote The role of the board in risk management Anthony M Santomero, former President and CEO of the Federal Reserve Bank of Philadelphia

Wednesday, 30 November 2016 8.30 9.00 Reception with coffee and tea 9.00 9.05 Welcome by the hosts Disclosure and SREP 11.30 12.00 New developments in European disclosure and reporting The speaker is in consultation. Prof. Dr Hermann Schulte-Mattler and Prof. Dr Christian Schmaltz, Associate Professor, Aarhus School of Business 12.00 12.30 SREP process for European banks under direct and indirect supervision The speaker is in consultation. Liquidity, leverage ratio and large exposures 9.05 9.45 European regulations regarding liquidity regulation LCR Impact Assessment at the European level European 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 9.45 10.15 New developments relating to the leverage ratio Scope of the code Perspective of supervision Interaction with risk-weighted capital ratios Which institutions are most affected? Should we do something? If so, what should we do? Prof. Dr Christian Schmaltz, Associate Professor, Aarhus School of Business 10.15 10.45 Current developments in the large exposure regime The Basel framework Call for Advice of the European Commission and EBA response Revised Guidelines for connected clients 14.10 14.30 AnaCredit and how adjacent regulations will impact preparations Overview of current status of AnaCredit in Europe Walkthrough of adjacent regulations and their impact to be considered alongside AnaCredit Which IT considerations should drive your AnaCredit compliance? 12. 30 12.45 12.45 13.45 Lunch AnaCredit 13.45 14.10 AnaCredit: European standards and national implementation European reporting requirements of AnaCredit-Regulation National specifics of implementation in Germany Benefits of AnaCredit Reinhold Stahl, Head of the Statistics, Deutsche Bundesbank Michel Dorval, Global Regulatory Architect, Misys Achim Sprengard, CEO, GAR Gesellschaft für Aufsichtsrecht und Revision mbh Wirtschaftsprüfungsgesellschaft 10.45 11.00 11.00 11.30 Coffee Break Meet the experts at the Speakers Corner

14.30 15.15 Discussion: 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 First audit of banking supervision 15.15 15.45 Banking Union: Perspective of the European Court of Auditors (ECA) ECA audit of ESMA: foundations, rules and risks ECA and the ECB: our first audit of its banking supervision activities The ECA s role in auditing the Single Resolution Fund Zacharias Kolias, 15.45 16.00 Director, Financial and Economic Governance, European Court of Auditors 16.00 End of the 17 th Handelsblatt Conference We thank our partners and sponsors

EUROFORUM Deutschland SE, Postfach 11 12 34, 40512 Düsseldorf Your registration code: European Banking Regulation New developments in banking supervision 17th Handelsblatt Annual Conference 28 to 30 November 2016, Frankfurt am Main www.banking-regulation.com/registration E-Mail: registration@euroforum.com Phone +49 (0)2 11.96 86 3340 17th Handelsblatt Annual Conference 28 to 30 November 2016 European Banking Regulation/ New developments in banking supervision Save 200, registration until 26.09.2016 Register now online registration from 27.09.2016 2.799,-* 2.999,-* INFOLINE +49 (0) 2 11/96 86 33 40 Questions? Get in touch with us at: CUSTOMER SERVICE AND REGISTRATION Michael Börner Phone: +49 (0) 2 11/96 86 33 40 registration@euroforum.com PROJECT MANAGEMENT AND CONTENT Kathrin Dietrich-Pfaffenbach Conference Director Kathrin.Dietrich-Pfaffenbach@ euroforum.com SPONSORING AND EXHIBITIONS Sebastian Bach Senior Sales Manager Phone: +49 (0) 2 11/96 86 37 32 Sebastian.Bach@euroforum.com NEED TO UPDATE YOUR CONTACT DETAILS? Please call us or send an e-mail: Phone: +49 (0) 2 11/96 86 33 33 Email: info@euroforum.com [P1200667M013] IHR PLUS A substitute may attend in your place at no additional cost. The fee covers full conference documentation. * excl. VAT per person Download the e-paper from last year s conference http://bit.ly/2bmjklx You can find our terms and conditions online at: www.euroforum.de agbens YOUR VENUE Hilton Frankfurt Hochstraße 4 60313 Frankfurt am Main Telefon: +49 (69) 13380 00 www.banking-regulation.com www.twitter.com/finance_live #EBR16 www.facebook.de/euroforum.de www.euroforum.de/news If you don t want to receive any information and offers you may object to the use of your data for advertising purposes. Please notify us in writing: info@euroforum.com or EUROFORUM Deutschland SE, Customer Service, Prinzenallee 3, DE-40549 Düsseldorf.