Sobre el Banco

The new bank provisioning standards: implementation challenges and financial stability implications.

1819 Octubre 2018
Madrid

Información

Banco de España, in cooperation with the Financial Stability Institute (BIS) and CEMFI will celebrate a high-level conference on The new bank provisioning standards: Implementation challenges and financial stability implications. This conference is to be held in Madrid at the Banco de España´s headquarters, on 18 and 19 October 2018. The conference has been designed in terms of the introduction, implementation and consequences of the application of the new provisioning standards. All key player affected will present their views in the conference. The expected credit losses model (IFRS 9) under IAS and the current expected credit losses (CECL) under US GAAP constitute new references for banks to determine the way provisions for credit risk losses will be calculated. The conference is organized in five panels, which will be devoted to the evolution from the incurred loss to the expected credit loss paradigm, modelling challenges, implementation issues and implications for financial stability, regulation and supervision.

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Ponencias

18 Octubre 2018
 
09.00
Registration
09.30
Panel 1: The Standards - Evolution from incurred losses to expected losses
10.00
Chair of the Panel: Fernando Restoy, Chair, Financial Stability Institute, Bank for International Settlements

Speakers:

Panel 2: Expected credit loss approach – Modelling challenges
12.00
Chair of the Panel: Rafael Repullo, Director, CEMFI

Speakers:

Panel 3: Implementation issues - Model complexity and supervisory capacity
15.00
Chair of the Panel: José María Roldán, Chairman & CEO of the Spanish Banking Association

Speakers:

19 Octubre 2018
Keynote speech
09.00
Panel 4: The time dimension of bank provisions - Financial stability and pro-cyclicality
09.30
Chair of the Panel: Jesús Saurina, Director General of Financial Stability, Regulation and Resolution, Banco de España

Speakers:

Panel 5: Implications for capital requirements, enforcement and disclosure
11.30
Chair of the Panel: Ana María Martínez-Pina, Vice-President of the Spanish Stock Exchange Commission (Comisión Nacional del Mercado de Valores – CNMV)

Speakers: