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    • Basel III American style: US regulatory capital framework changes
      Basel III American style: US regulatory capital framework changes Morrison & Foerster, StormHarbour Securities, IFLR Recorded: Jun 28 2012 3:00 pm UTC 87 mins
    • On June 12 2012 the US Federal banking agencies proposed for comment, in three separate but related proposals, significant changes to the US regulatory capital framework. One proposal applies the Basel III capital framework to almost all US banking organisations.

      Join us for an overview and discussion about the three proposals, and to learn more about:

      • The new capital requirements

      • Components of common equity, additional Tier 1

      • Types of financial products that will no longer receive beneficial regulatory treatment

      • Regulatory deductions

      • Statutory bail-in

      • Differences between the proposed rules and Basel III and CRD IV

      • Risk weights


      • Danielle Myles, IFLR (moderator)
      • Charles Horn, Morrison & Foerster
      • Dwight Smith, Morrison & Foerster
      • Adriaan Van der Knaap, StormHarbour Securities

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    • The impact of Basel III
      The impact of Basel III IFLR, Morrison & Foerster, Nera Economic Consulting Recorded: May 11 2010 3:00 pm UTC 91 mins
    • In December the BCBS put out the new Basel framework for comment. This new regulatory capital regime would be an important change, requiring that banks raise their regulatory capital levels, maintain higher tier one specifically, provide greater transparency and account for derivatives and securitisation. The proposals are consistent with the statements made by the G20; however, considered with other regulatory reforms in the US and Europe, the new Basel framework will require that financial institutions re-think many aspects of their operations and financing plans.

      Topics will include:
      - The basics of the proposed framework and key changes
      - The new definitions of tier one and tier two capital
      - The proposed regulatory adjustments, including deferred tax assets
      - The proposed treatment of derivatives, repo activities and securitisations
      - The effect on funding costs, the hybrid securities market, and capital structure
      - The interplay with other pending regulatory reforms

      Tom Young, editor, IFLR
      Anna Pinedo, Morrison & Foerster LLP
      Oliver Ireland, Morrison & Foerster LLP
      Dr Elaine Buckberg, NERA Economic Consulting

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    • Basel III - Maintaining a Profitable Business Model
      Basel III - Maintaining a Profitable Business Model Greg Clemens, Master Principal Sales Consultant,Oracle Financial Services & Varun Agarwal, PhD Principal, Banking, Capgemini Recorded: May 15 2013 2:00 pm UTC 55 mins
    • Basel III is coming – and with it, a host of new demands for banks around capital and liquidity requirements. While implementation has recently been extended till 2019, banks still need to act now to ensure they’re ready to meet the new compliance regime. Equally importantly, now is the time to adapt your operating strategy to ensure that the additional demands don’t damage profitability.

      One particular area of concern is risk management. Basel III will mean that banks need a unified view on risk across their entire business to underpin all kinds of investment decisions. But historically, few banks have operated in such a unified way. So how can you gain that single picture of current risk exposure, and provide that information in a relevant way to traders, analysts and senior managers – quickly and cost-effectively?

      This free webinar gives you an outstanding insight into what the requirements are, how some of your peers are addressing them and how Oracle Financial Services can help you consolidate analytical silos to enable unified risk management.

      Join Greg Clemens of Oracle Financial Services and Capgemini’s Varun Agarwal as they discuss the industry’s concerns around Basel III and how they can be addressed.

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    • Avoiding e-Waste Recycling Shame and Sham
      Avoiding e-Waste Recycling Shame and Sham Jim Puckett, Executive Director, Basel Action Network Recorded: Apr 19 2011 8:00 pm UTC 45 mins
    • To this day, 50-80 percent of the e-waste recyclers out there are simply shoving your old electronics into sea-going shipping containers and sending the material off to China, Vietnam or West Africa. Why? Because the United States is the only country that currently allows this legally. But there are many practical and principled reasons why doing the quick and dirty with your old electronic discards is a very bad idea. Jim Puckett, Executive Director of the Basel Action Network, will explore those reasons and then offer you a better way. One that has been in the making for 8 years and is now ready for business. One that has been supported by over 70 environmental organizations. One that has been supported by Samsung, Bank of America, Capitol One, Wells Fargo and a growing number of other companies that realize that a toxic footprint is every bit as deadly as a carbon footprint. Responsible businesses finally have a one-stop solution for electronic waste!

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    • e-Stewardship: Taking Responsibility in the Information Age
      e-Stewardship: Taking Responsibility in the Information Age Lauren Roman, Basel Action Network (BAN) & Carol Baroudi, Redemtech Recorded: Apr 20 2010 7:00 pm UTC 41 mins
    • This webinar will discuss the problems associated with the recycling and refurbishment of electronics, the need for an internal policy for recycling electronics, and tools for creating and governing a strong recycling program that will ensure corporate sustainability and vendor conformity to a high standard. The recently launched accredited and independently audited e-Stewards Certification program will be discussed as a critical tool to both define the standard and provide confidence in service providers’ on-going conformance to the standard.

      Lauren Roman is the e-Stewards Business Director at the Basel Action Network (BAN). Among other things, her work includes development of the e-Stewards Certification program, as well as contributing policy expertise to the EPEAT standards development process and the United Nations’ multi-national PACE Projects.

      Carol Rademtech, Practice Advisor for Sustainability for Redemtech, a leading asset recovery company and e-Steward Founder. She is a frequent speaker advocating best practices for technology reuse, privacy compliance, sustainable IT, and responsible e-waste management.

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    • New bank capital rules: are CoCos the answer?
      New bank capital rules: are CoCos the answer? Morrison & Foerster, UBS, IFLR Recorded: Apr 17 2013 3:00 pm UTC 90 mins
    • Financial institutions in Europe and the US are considering a range of products to address their funding needs. It’s a difficult task, as it’s still not known which products will receive beneficial regulatory capital treatment. National regulators also have provided guidance on additional or so-called buffer capital, as well as contingent capital products.

      European banks have recently issued contingent capital products – or CoCos – and we expect additional offerings to be forthcoming. These issuances face an uncertain regulatory framework, and evolving market practice. This webinar will discuss these considerations, focusing on:

      · Basel III guidance and status of implementation;
      · Bail-in capital, including national guidance;
      · Contingent capital products and structures;
      · Market experience;
      · Tax, ratings, corporate governance and other considerations relating to contingent capital; and
      · Investor perspective.

      · Anna Pinedo, Morrison & Foerster
      · Tom Humphreys, Morrison & Foerster
      · Anthony Ragozino, UBS
      · Danielle Myles, IFLR (moderator)

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    • Building the Right Data Infrastructure for Risk Analytics
      Building the Right Data Infrastructure for Risk Analytics Daniel Magestro and Ravi Chari Recorded: Nov 18 2015 9:50 pm UTC 56 mins
    • Banks and financial institutions have faced a spate of risk-related regulations since the financial crisis of 2008. Basel II, the regulatory requirement for estimating capital adequacy during the financial crisis, was replaced by Basel III, which added requirements around counterparty risk and market risk as well new regulations for measuring liquidity risk. More recently, US regulators initiated capital adequacy measurements under stress conditions as part of the Dodd-Frank Act Stress test (DFAST), and the same philosophy is being adopted by other jurisdictions in Europe and Asia.

      In this webinar, IIA VP and Research Director Daniel Magestro is joined by Ravi Chari, a Director of Regulatory Risk Management at SAS Institute, to discuss how to leverage existing investments in data and risk to create an infrastructure for effective risk reporting. They review criteria for successful compliance with these regulations, including the creation of an appropriate risk data infrastructure and subsequent management of data from a governance and quality perspective.

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    • Better Financial Risk Management with Hadoop
      Better Financial Risk Management with Hadoop Vamsi K Chemitiganti, General Manager - Financial Services, Hortonworks Recorded: Nov 20 2015 3:00 pm UTC 63 mins
    • Improper and inadequate management of a major kind of financial risk – liquidity risk, was a major factor in the series of events in 2007 and2008 which resulted in the failure of major investment banks including Lehman Brothers, Bear Stearns etc resulting in a full blown liquidity crisis. Inadequate IT systems in terms of data management, reporting and agile methodologies are widely blamed for this lack of transparency into risk accounting – that critical function – which makes all the difference between well & poorly managed banking conglomerates. Indeed, Risk management is not just a defensive business imperative but the best managed banks can understand their holistic risks much better to deploy their capital to obtain the best possible business outcomes. Since 2008, a raft of regulation has been passed by global banking regulators like the BCBS, the US Fed and others. These include the Basel III committee regulations, BCBS 239 principles on Risk Data Aggregation, Dodd Frank Act, the Volcker Rule,CCAR etc. Leading Global Banks are now leveraging Apache Hadoop and it’s ecosystem of projects to create holistic data management and governance architectures in support of efficient risk management across all the above areas. This webinar will discuss the business issues, technology architectures and best practices from an industry insiders perspective.

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    • Managing Climate Risk with Low Carbon Indexes
      Managing Climate Risk with Low Carbon Indexes Brendan Maton Recorded: Jun 8 2015 2:00 pm UTC 67 mins
    • As the global economy copes with the unpredictable challenges of climate change, institutional investors are exploring the potential impact of these changes on financial assets. With recent announcements by the Financial Stability Board in Basel and the Bank of England to examine the risks posed by ‘Stranded Assets’, more investors are calculating their exposure to high carbon assets and looking for ways to diversify into low or no carbon alternatives.

      There are a growing number of options available to institutional investors. Some Asset Owners have announced plans to divest from high carbon assets, while others have looked to low carbon indexes which either exclude or reweight exposure to carbon-intensive companies while limiting short-term risk against the benchmark.
We invite you to join a discussion with leading experts to examine the extent to which asset owners feel they are exposed to climate risk; the role of asset managers to encourage good practice when addressing climate change and carbon risk and how asset managers can effectively implement a low carbon strategy through index funds.

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    • Regulatory capital and financial institutions today
      Regulatory capital and financial institutions today IFLR, UBS Securities, Moody's and Morrison & Foerster Recorded: Apr 15 2009 3:00 pm UTC 86 mins
    • Is the US framework for regulating depositary institutions, based in part on regulatory capital, prudent and effective? Financial institutions have had much of their capital eroded by write-downs, triggered, at least in part, by fair-value accounting. And government emergency measures have directly injected capital. This seminar will debate potential regulatory reforms, including:
      • The future of Basel II;
      • Capital ratios and risk weighting;
      • Recent investor focus on tangible common equity instead of capital ratios;
      • The effect of fair value accounting on financial institutions;
      • Capital treatment for various securities issued as part of the government emergency measures, including CaPP and CAP;
      • The performance of hybrid instruments during the downturn and the questions raised for issuers, bankers and rating agencies;
      • Foreign initiatives relating to regulatory capital; and
      • Considerations for Tier 1 instruments, including mandatory convertibles.

      Simon Crompton, editor, IFLR
      Adriaan Van Der Knaap, Chairman, UBS Global Capital Markets
      Barbara Havlicek, Moody's Investors Service
      Craig Emrick, Moody's Investors Service
      Thomas Humphreys, Morrison & Foerster LLP
      Oliver Ireland, Morrison & Foerster LLP

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    • Financing and liability management developments
      Financing and liability management developments IFLR, Morrison & Foerster, HSBC Recorded: Jun 29 2011 3:00 pm UTC 90 mins
    • Financial regulatory reform legislation requires Federal banking agencies to establish minimum leverage and risk-based capital requirements. The legislation will effect a number of important changes for insured depository institutions and bank holding companies.

      Financial institutions also are evaluating the impact of the proposed Basel III framework on regulatory capital requirements. These changes will affect funding costs for financial institutions going forward. Banks should begin planning now and will be required to consider a number of alternatives.

      Topics will include:
      •changes effected by legislation, including minimum leverage capital and risk-based capital requirements;
      •the Basel III process;
      •a review of hybrid securities (tax characteristics, legal form, ratings treatment);
      •effect of Dodd-Frank and Basel III on certain instruments, like trust preferred securities and other innovative hybrids;
      •contingent capital;
      •effect of these developments on ratings for financial institutions;
      •addressing outstanding hybrid securities;
      •tax considerations; and
      •consent solicitations, remarketings and exchange offers and other liability management options.

      Thomas A Humphreys, Morrison & Foerster LLP
      Anna Pinedo, Morrison & Foerster LLP
      Benjamin Katz, HSBC
      Lukas Becker, IFLR

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