Date/TimeDate(s) - 21/11/16
5:00pm - 7:00pm
L11, 550 Bourke Street
The Australian Centre for Financial Studies (a not-for-profit research centre of Monash Business School) presents the following FREE Twilight Seminar for industry, academic and government practitioners on Monday 21 November from 5.30 – 7pm (5pm registration).
Event is hosted at our venue partner Deloitte Melbourne offices.
The Basel Committee continues to discuss a series of proposals for substantial changes to the international capital framework.
Dubbed “Basel IV” by some commentators and considered as “refinements to Basel III” by others, this package covers credit risk under both the internal model and standardised approaches, operational risk, parts of the trading book, and a proposed capital floor.
Brad Carr of the Institute of International Finance (IIF) in Washington DC will present an overview of how this debate has evolved since the publication of the original proposals, the analysis of potential impacts and alternate proposals that the IIF has put forward, and where this may lead to in the upcoming deliberations of the Basel Committee and the Group of Governors and Heads of Supervision.
About the Speaker:
Brad Carr is a Deputy Director in Regulatory Affairs at the IIF. Since joining the IIF in May 2014, he has worked on the IIF RWA Task Force (IRTF), analysing banks’ credit risk modelling practices and articulating the criticality of risk-sensitivity in the bank capital framework in the IIF’s September 2014 report Risk-sensitivity: the important role of internal models.
Brad has also led the IIF’s submissions on Basel & IOSCO consultations on corporate governance, credit risk management practices and cross-border derivatives regulation, as well as estimating the quantified impacts of regulation on market liquidity.
Brad joined the IIF from National Australia Bank (NAB), where he had previously worked for 15 years in a variety of capacities, including credit, active portfolio management and relationship management. Brad’s responsibilities at NAB included managing credit derivatives, preparing wholesale and corporate business units for the impacts of the Basel II & III regulatory changes, embedding capital and liquidity dynamics into pricing models, and interpreting changes in bank regulation for their downstream market impacts and effects for bank clients.
If you are interested in attending this free event, please contact Frieda Kukulka either by email (email@example.com) or call (03) 9666 1007.
Note closing date to register to attend is 16 November, 2016.