3rd PRMIA FRTB and IRRBB Congress

3rd PRMIA FRTB and IRRBB Congress

PRMIA Dusseldorf presents the 3rd PRMIA FRTB and IRRBB Congress event.

 

Date:
October 10, 2019


Time:
Registration start at 8:30 am
Presentations end at 5:00pm with networking and finger food afterwards

 
Location:
DZ Bank
Ludwig - Erhard - Allee 20
Dusseldorf 40227

For the congress we will welcome around 14 local and international experts (from organizations across Europe) to share insights and practical approaches to both hot topics of the industry: IRRBB and FRTB

We answer crucial questions of the community: 

  • Practical approach to IRRBB
  • NII from a finance point of view
  • EVE from a risk manager’s point of view
  • FRTB: IMA Approach and its relevance for pillar II
  • FRTB: Standard Approach – Really so standard?
  • Consequences for trading and treasury? 
  • Liquidity Risk and consistent bank management – from vision to reality
  • A CRO outlook
  • Addressing non-financial risks such as IT Risks
  • And many more …

All these questions require more exchange of the community than ever.
PRMIA Dusseldorf is proud to present the unique combination experts, practitioners, market influences and thought leaders. 

Among the speakers are representatives of e.g. DZ BANK, Deutsche Pfandbriefbank, d-fine, Deutsche Bank, Deka Bank, Allianz, BDB, Raiffeisen Bank International, BNP Paribas and many more. The language of the congress is German, foreign speakers present in English.

Agenda  
  Time   Event  
 
     
  8:30
  Registration
 
 
     
  9:15   Begrüßung
Dr. Sven Ludwig, Regional Director, PRMIA / Managing Director, FIS GLOBAL
Dr. Martin Knippschild, Konzernrisikocontrolling, DZ BANK
Dr. Andreas Keese, Partner, d-fine
 
 
     
  9:20
  Aktuelle Herausforderungen und Zukunft des Risikocontrolling (Working title)
Michael Speth, CRO und Mitglied des Vorstands, DZ BANK
 
         
  9:45   PANEL - The NEW Importance of Market Risk - Focus IRRBB, FRTB
Thomas Hornung, Leiter Marktpreis & Liquiditätsrisiko, NRW.BANK
N.N., DZ BANK
Dr. Dirk Talkenberger, Leitung Risikomanagement Bewertung Finanzprodukte, DekaBank
Prof. Dr. Jan-Philipp Hoffmann, Hochschule Darmstadt
Dr. Sven Ludwig, Managing Director, FIS GLOBAL
 
         
  10:15   TECHNOLOGY: Über Orientierungshilfe zu Auslagerungen an Cloud-Anbieter

Ira Steinbrecher, Head of division, GIT 3 – policy division IT supervision and on-site inspections, BAFIN

 
         
  10:40    Kaffeepause
 
         
  11:15  

TECHNOLOGY: Strategische IT Plattform für Marktrisiken – Grundsätze & Umsetzung
Olga Petrenko, Allianz und Moritz Kiese, Partner, d-fine

 
         
  11:40  

INNOVATION: Libra – Heisse Luft oder Zukunft 
Prof. Dr. Jan-Philipp Hoffmann, Hochschule Darmstadt

 
       
  12:05  

TRENDS: IRRBB & FRTB: Markttrends und aktueller Umsetzungsstand
Dr. Jens Rödiger, Senior Manager, d-fine und Nadja Schuster, Principal, d-fine

 
         
  12:45    Lunch Break   
         
  13:55    IRRBB aus Risiko EVE Sicht und Finanzen NII Sicht
Dr. Dirk Talkenberger, Leitung Risikomanagement Bewertung Finanzprodukte
Dirk Heise, Senior Accounting & Regulatory Services, Finance, beide DekaBank 
 
         
  14:25   IRRBB: Banksteuerung und behavioral options (Working title)
Udo Amroß, Head of Market and Liquidity Risk, Deutsche Pfandbriefbank 
 
         
  14:50   Das IRRBB Potpourri
Dr. Erwin Pier-Ribbert, Head of Market Risk, DZ BANK
 
         
  15:15    Coffee Break   
         
  15:45   

Kapitalallokation unter FRTB – Standardansatz und Ausblicke IMA
Dr. Robert Schulze, Head of Pricing and Risk Model Infrastructure, UniCredit - HvB

 
         
  16:10  

FRTB – bisherige Erfahrungen und Herausforderungen (Working Title)
Jochen Theis, Head of Market Risk Methodology, Deutsche Bank

 
         
  16:35  

AUSBLICK: Modelle/-Aufsicht: Quo vadis?  - Entwicklungen &Ausblick
Ottmar Bongers, Special Advisor, BaFin

 
         
  16:50   

AUSBLICK: PANEL – Marktrisiken, Regulierung Stand heute und was kommt!
Christian Saß, Bundesverband deutscher Banken
Dr. Kerstin Drachter, Bundesverband Deutscher Volks und Raiffeisenbanken

 
         
  17:15   Rückblick auf den Tag und Eröffnung des Abends
Dr. Sven Ludwig
, Regional Director, PRMIA & MD, FIS Global
 
         
  17:20 - 19:00   Networking und Fingerfood bis  



QUESTIONS?
If you have any questions or issues to register, please contact [email protected].

REMARKS:

Die Teilnahme an der Tagung ist für Markteilnehmer gebührenfrei, für Sytemanbieter und Beratungsunternehmen gilt die Vorraussetzung Sustaining Members von PRMIA.
Auf der Veranstaltung werden Fotoaufnahmen gemacht. Mit der Teilnahme erklären Sie Ihr Einverständnis zur Veröffentlichung. Ihre Daten bei der Anmeldung werden von PRMIA und FIS gespeichtert und möglicherweise zur Kontaktaufnahme verwendet. 
 

 

Thank you to our event sponsors 

 







Registration

This event is FREE for members and non-members, although registration is required.  Click "Register Myself" below to reserve your spot. Make sure to click "Continue" to proceed with your registration. (If this is your first time accessing the PRMIA website you will need to create a short user profile to register.) Support chapter events like this by becoming a member

 
When
10/10/2019 2:30 AM - 11:00 AM
Eastern Daylight Time
Where
DZ Bank Ludwig - Erhard - Allee 20 40227 DUSSELDORF GERMANY
 

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