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Events Programme

Programme Schedule

Timing Topic
19.30 – 21.30

Welcome Dinner hosted by Deepak Mohanty, Executive Director, RBI

Venue: The Gateway Room, Taj Mahal Palace

Timing Topic
9.00 – 9.10

Registration

(Rendezvous’, 20th floor, Tower Wing, Hotel Taj Mahal Palace)

9.10 – 9.30

Inaugural address by N S Vishwanathan, Deputy Governor, RBI

9.30 – 11.00

Session 1:

Peter Stella, Economic Capital Framework for Central Banks

11.00 – 11.30

Tea/Coffee Break

11:30 – 13.00

Session 2: Implementing Economic Capital Framework

Chair: Milciades Contreras, Banco Central De Chile

Anil K. Misra, Reserve Bank of India
Economic Capital Framework in the RBI

Rafael Schmidt, Bank for International Settlements
Practices, challenges and lessons learnt on ECF

Etienne Lavigne, Nationale Bank van België
Economic Capital and Risk Appetite Framework at National Bank of Belgium – A special case with private shareholders

13.00 – 14.15

Lunch (Shamiana’, Ground Floor, Tower Wing, Hotel Taj Mahal Palace)

14.15 – 15.45

Session 3: Profit distribution and Economic Capital Framework

Chair: Ewa Szafarczyk, Narodowy Bank Polski

Erich Gmuer, Swiss National Bank
Capital and distribution of profits – SNB’s Framework

Søren SchrÖder, Danmarks Nationalbank
New Model for profit distribution and consideration

Milciades Contreras, Banco Central De Chile
Central Bank of Chile’s balance sheet

15.45 – 16.15

Tea/Coffee Break

16.15 – 18.15

Session 4: Risks in Monetary and Financial Stability Operations

Chair: Etienne Lavigne, Nationale Bank van België

Jeffrey Moore, Federal Reserve Bank of New York
Federal Reserve balance sheet risks

Wolfgang Foettinger, Deutsche Bundesbank
Non-standard monetary policy operations – Challenges for risk managers

Ewa Szafarczyk, Narodowy Bank Polski
Risk connected with ELA operations

Marc Baran, Banque de France
Financial risk arising from the implementation of unconventional monetary policy, in coordination with ECB and/or other Euro-area central banks

19:30 – 22.00

Dinner hosted by N S Vishwanathan, Deputy Governor, RBI

Venue: The Rooftop, Hotel Trident, Nariman Point

Timing Topic
8.45 – 10.45

Rendezvous’, 20th floor, Tower Wing

 

Session 5: Forex Risks in Central Banks

Chair: Erich Gmuer, Swiss National Bank

Carlos Branco, Banco de Portugal
Top Risks Identification

Isabela R. Damaso Maia, Banco Central do Brasil
Forex policy implementation – Impacts on BCB balance sheet>

Andrew Sewell, Reserve Bank of Australia
Reserve management in the new interest rate environment – Portfolio diversification, changes in duration, tactical use of FX swaps

Timea Barak, Czech National Bank
Currency composition of reserves in the wake of intervention

10.45 – 11.15

Tea/Coffee Break

11.15 – 13.15

Session 6: Enterprise Risk Management Process

Chair: Isabela R. Damaso Maia, Banco Central do Brasil

Daniel Wang, Monetary Authority of Singapore
Developing an integrated investment risk appetite framework – issues and challenges

C.J.P. Siriwardena, Central Bank of Sri Lanka
New risk management model – Moving to Centralised Risk Management Framework

Cosimo Pacciani, European Stability Mechanism
Risk culture / appetite in stability mechanisms / institutions

Rohit P. Das, Reserve Bank of India
Risk Appetite Framework in the RBI

13.15 – 14.30

Lunch (Shamiana, Ground Floor, Tower Wing)

14.30 – 16.30

Session 7: Risk Modelling and Model Validation

Chair: Rafael Schmidt, Bank for International Settlements

Ana Laura Gutiėrrez-Elizalde, Banco de Mexico
Asset Liability Protection Model

Ilker Sari, Türkiye Cumhuriyet Merkez Bankasi
Sovereign risk evaluation model and its implementation

Karin Reichardt, Bank for international Settlements
Model validation

Luis Gonzalez Mosquera, Banco de Espana
Challenges for efficient model validation

16.30 – 16.45

Valedictory address  by Deepak Mohanty, Executive Director, RBI

16.45 – 17.15

Organisational session and concluding remarks

Timing Topic
08.00 – 11.00/ 12.00

Heritage Walk, Fort, Mumbai

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