• Key Ideas and Methods of Risk Based Supervision
• 28 min
  1. Effective implementation of risk/principles based approach in a supervisory authority

  • Mr. Thomas Huertas
• 53 min
  2. Market discipline in financial regulation

  • Prof. Mark Flannery
• Risk Based Supervision Process
• 52 min
  3. Supervisory review process under Basel II

  • Dr. Jukka Vesala
• 38 min
  4. Supervisory cooperation in Europe from a banking perspective

  • Prof. Freddy Van den Spiegel
• The Evaluation of the Models and Internal Methods used by Supervised Institutions
• 39 min
  5. Economic capital modeling: the UniCredit Group framework

  • Mr. Vittorio Maggiolini
  • Mr. Giuseppe Vulpes
• 45 min
  6. Supervisory evaluation of Pillar I and economic capital models

  • Dr. Thomas Dietz
• Financial Market Developments and Challenges for Risk Management and Supervision
• 67 min
  7. Lessons from the recent market turmoil for effective risk based supervision

  • Prof. Kern Alexander
• 28 min
  8. Trends in the European financial system and implications for supervision

  • Prof. Dirk Schoenmaker
• 63 min
  9. Effective risk based supervision: responding to the crisis

  • Mr. Helmut Bauer

Printable Handouts

PDF

Navigable Slide Index

1. Introduction
2. Effects of the recessions - BBC video
3. Basel architecture
4. The risk-based regulator
5. CAMEL rating system
6. Pillar 2
7. BaFin risk classification 2007
8. Edinburgh European Summit
9. Regulatory dialectic
10. Pillar 1
11. The invisible regulator
12. Adam Smith, The Wealth of Nations
13. Bank, regulator and market (1)
14. The fatigued regulator
15. Quote of Nout Wellink, chairman of the BCBS
16. The new regulator - time line
17. Micro-prudential vs. Macro-prudential
18. Macro-prudential
19. Regulatory architecture
20. Private capital pools / hedge funds
21. Credit rating agencies (CRA)
22. Accounting reform
23. Counter-cyclical provisioning
24. Transparency / pillar 3
25. Micro-prudential - capital
26. Pillar 1 capital ratio / leverage ratio
27. Incremental risk charge - stressed VaR
28. Securitisation
29. Risk management - stress testing
30. Risk management - liquidity risk
31. Risk management - remuneration
32. The new regulator - dilemma
33. Bank, regulator and market (2)
34. Public-private dialogue
35. Torsten Strulik, Matthias Kussin quote
36. BCBS consultation paper (July 2008)
37. Collective approaches
38. FSF recommendations: operational infrastructure
39. Toward greater financial stability report
40. Senior Supervisors Group report
41. Sven Ove Hansson quot

Topics Covered

• The crisis
• Implications for risk based supervision
• Historical perspective on the development of risk-based supervision and regulation
• Better regulation and regulatory dialectic as the key drivers
• Pending regulatory responses to the crisis
• A policy-mix of micro and macro-prudential supervision as the new supervisory paradigm

Links

Series:

• Effective Risk Based Supervision of Financial Institutions

Categories:

• Finance, Accounting & Economics

Talk Citation

Publication History

• Published on August 30, 2009
• Updated on September 29, 2009