Basel III:
Answering Your Risk Management Questions

GARP Webinar

27 Mar 2012 11:00 a.m. - 12:00 p.m. EDT

Katie Koropey
(212) 336-4048

From the incremental risk capital charge to liquidity coverage ratios, from countercyclical capital to credit valuation adjustments, Basel III will have a major impact on the risk management function at financial institutions worldwide. As the Basel III framework is implemented around the globe, risk practitioners are striving to wrap their heads around the changes that the new rules will bring. And as these rules are implemented at different speeds and often contemporaneously with national rules, the emerging financial framework is increasingly complex and affects proprietary trading, credit ratings, and securitization. In this Webcast, our panel of experts will answer some of the more pressing, interesting and confusing questions that risk managers are raising about the accord. A significant portion of the program will be devoted to answering questions from the audience, so please bring your Basel III queries.

  • Anna Pinedo, Partner, Morrison & Foerster
  • Peter Went, VP, Banking Risk Management Programs, GARP
  • Ron Miller, VP, NERA
  • Eric Kavanagh, Moderator, The Bloor Group




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