January 15, 2018
@
8:30 AM
–
January 18, 2018
@
4:45 PM
This
4-day Workshop and is tailored for the State Bank of Pakistan and the Islamic banking institutions in Pakistan. The Workshop is supported by the Islamic Development Bank and it will cover the following IFSB Standards and publications:
- IFSB-15 : Revised Capital Adequacy Standard for Institutions offering Islamic Financial Services (IIFS)
- IFSB-12: Guiding Principles on Liquidity Risk Management for IIFS
- GN-6: Guidance Note on Quantitative Measures for Liquidity Risk Management in IIFS
- TN-2: Technical Note on Stress Testing for IIFS
- WP-01: Strengthening the Financial Safety Net: The Role of Sharī`ah-compliant Lender-of Last-Resort (SLOLR) Facilities as an Emergency Financing Mechanism
- WP-06: Strengthening the Financial Safety Net: The Role and Mechanisms of Sharīʻah-compliant Deposit Insurance Schemes (SCDIS)
Overall, this Workshop aims to:
- Enhance the participants’ understanding of the respective Standards and Guiding Principles thereby facilitating the implementation of these standards in their respective jurisdictions;
- Assist the participants in the practical application of issues addressed in the particular standards through case studies, hands-on exercises and other interactive tools; and
- Promote the sharing of experiences among the participants on the implementation of respective IFSB Standards and Guiding Principles.
Participation in this event is by
INVITATION only. For queries, please contact the IFSB Secretariat, Mr. Hamizi Hamzah at
[email protected].
| Date |
Time |
Topics |
| Day 1
15/01/2018 |
08:30 – 09:00 |
Registration |
| 09:00 – 09:30 |
Welcoming Remarks and Group Photo |
| 09:30 – 11:00 |
Session 1: IFSB-15: Revised Capital Adequacy Standard for IIFS Capital Adequacy Ratio Components of Capital Treatment of PSIA, PER and IRR Regulatory Adjustments and Deductions |
| 11:00 – 11:30 |
Coffee Break |
| 11:30 – 13:00 |
Session 2: IFSB-15: Revised Capital Adequacy Standard for IIFS (Cont’d) Credit Risk Weights for Various Counterparties Off-balance Sheet Exposures Exposures in Investments Made under Profit-Sharing Modes Past Due Receivables & Other Assets |
| 13:00 – 14:30 |
Lunch and Prayer |
| 14:30 – 16:30 |
Session 3: IFSB-15: Revised Capital Adequacy Standard for IIFS (Cont’d) Credit Risk Mitigation Credit Risk Mitigation Techniques Commonly Used by IIFS Credit Risk Mitigation Approaches Group Exercise |
| Day 2
16/01/2018 |
09:30 – 11:00 |
Session 4: IFSB-15: Revised Capital Adequacy Standard for IIFS (Cont’d) Understanding the Market Risk in Islamic Finance Policies and Procedures for Market risk Guidance on Valuation Practices Group Exercise |
| 11:00 – 11:30 |
Coffee Break |
| 11:30 – 13:00 |
Session 5: IFSB-15: Revised Capital Adequacy Standard for IIFS (Cont’d) Overview of Operational Risk Understanding Operational Risk in Islamic Finance Measuring Operational Risks Group Exercise |
| 13:00 – 14:30 |
Lunch and Prayer |
| 14:30 – 16:30 |
Session 6: WP-01 and WP-06: Working Papers on SLOLR and SCDIS Sharī`ah Perspective on LOLR and Sharī`ah Issues in LOLR Potential Structures for Developing the SLOLR Facility Sharīʻah-compliant Deposit Insurance Current Status And Supervisory Assessment of SCDIS |
| Day 3
17/01/2018 |
09:30 – 11:00 |
Session 7: IFSB-12: Guiding Principles on Liquidity Risk Management of IIFS Liquidity Risk and Liquidity Risk Management Role of the Board of Directors Identification and Measurement of Liquidity Risk Interactions of Liquidity Risk and Implications of Islamic Financing Contracts |
| 11:00 – 11:30 |
Coffee Break |
| 11:30 – 13:00 |
Session 8: IFSB-12: Guiding Principles on Liquidity Risk Management of IIFS (Cont’d) Managing Sharī`ah-Compliant Collateral Foreign Exchange Liquidity Risk Reporting and Disclosure of Liquidity Risk Guiding Principles for Supervisory Authorities |
| 13:00 – 14:30 |
Lunch and Prayer |
| 14:30 – 16:30 |
Session 9: GN-6: Guidance Note on Quantitative Measures for Liquidity Risk Management Application of the LCR in IIFS Definition and Categorisation of High Quality Liquid Assets (HQLA) Infrastructure Issues in the Availability of Sharī`ah-compliant HQLA Components of Total Net Cash Outflows |
| Day 4
18/01/2018 |
09:30 – 11:00 |
Session 10: GN-6: Guidance Note on Quantitative Measures for Liquidity Risk Management (Cont’d) Formula for Calculating NSFR Available and Required Stable Funding Role of Supervisory Authorities Case Study |
| 11:00 – 11:30 |
Coffee Break |
| 11:30 – 13:00 |
Session 11: TN-2: Stress Testing for IIFS Basic Requirements For Islamic Banks Stress Tests Solvency Stress Testing for Islamic Banks Role of RSAs and Critical Considerations Liquidity Risk of Islamic Banks |
| 13:00 – 14:30 |
Lunch and Prayer |
| 14:30 – 16:30 |
Session 12: TN-2: Stress Testing for IIFS (Cont’d) Liquidity Stress Testing for Islamic Banks Stress Test Designs and Models Recent Developments In Stress Tests Case Study |
| 16:30 – 16:45 |
Closing & Certificate Giving Ceremony |
