Funded by

the European Union

B

Online TAIEX Expert Mission on

Implementation of the Law on
Credit Institutions
organised in co-operation with
Beneficiary: Central Bank of Montenegro

14 – 18 March 2022 (tbc)

Venue:
Video Tele Conference

Beneficiary:
Montenegro

INT MARKT IND/EXP 81588

 Organised and funded by the
Technical Assistance and Information Exchange Instrument
of the European Commission

Aim of the Expert Mission:

The aim of technical assistance is to clarify all current and possible dilemmas
and doubts during the first period of implementation process of new banking
regulation which is very complex and consists of large number of new
requirements.

Experts:

 Ms Nataša Tupek
Advisor
Prudential Regulation and Crisis Management Department
Croatian National Bank, Croatia
 Ms Helena Šmigmator
Senior Advisor
Prudential Regulation and Crisis Management Department
Croatian National Bank, Croatia
 Mr Marko Tokić
Director
Prudential Regulation and Crisis Management Department
Croatian National Bank, Croatia
Data Protection: Personal data contained in this document is processed in accordance with the privacy statement of the TAIEX instrument in
compliance with Regulation (EU) 2018/1725. The chairperson should inform all persons attending the event that photographs/pictures should
only be taken during a set period of time to allow for persons who do not agree to have their photographs taken to leave the room, unless all of
the participants have provided their express consent to having their photograph taken.
See https://ec.europa.eu/neighbourhood-enlargement/sites/near/files/taiex_privacy_statement_online.pdf

Day 1:
Chair: Ms Milena Knežević, Head of Directorate for Analysis and Supervision

Venue: Video Tele Conference

8:50 – 9:00 Participants connect to the platform
9:00 – 10:00 Title/topic: Assessment of the eligibility of capital instruments
‒ Supervisory experience with CET 1 and AT1 instruments;
‒ Supervisory experience with Tier 2 instruments;
‒ Deduction of holdings in capital instruments.
Speaker: Ms Nataša Tupek, Croatian National Bank
Ms Helena Šmigmator, Croatian National Bank
Mr Marko Tokić, Croatian National Bank
10:00 – 10:20 Break
10:20 – 11:20  Eligible liabilities
‒ Assessment of the liabilities instruments;
‒ Supervisory experience.
11:20 – 11:40 Break
11:40 – 13:00 Q & A session
13:00 End of day 1
 Day 2:
Chair: Ms Milena Knežević, Head of Directorate for Analysis and Supervision

Venue: Video Tele Conference

8:50 – 9:00 Participants connect to the platform
9:00 – 10:00 Title/topic: Capital requirements for credit risk
‒ Classification of the items in exposure classes – supervisory experience;
‒ Treatment of high risk exposures;
‒ Investment in CIU;
‒ Other items
Speaker: Ms Helena Šmigmator, Croatian National Bank
Ms Nataša Tupek, Croatian National Bank
Mr Marko Tokić, Croatian National Bank
10:00 – 10:20 Break
10:20 – 11:20  Capital requirements for credit counterparty risk for derivatives
‒ Models for calculation of the capital requirements
11:20 – 11:40 Break
11:40 – 13:00 Q & A session
13:00 End of day 1
 Day 3:
Chair: Ms Milena Knežević, Head of Directorate for Analysis and Supervision

Venue: Video Tele Conference

8:50 – 9:00 Participants connect to the platform
9:00 – 10:00 Title/topic: Credit risk mitigation techniques;
‒ Recognition of CRM;
‒ Effect on large exposures;
Speaker: Ms Helena Šmigmator, Croatian National Bank
Ms Nataša Tupek, Croatian National Bank
Mr Marko Tokić, Croatian National Bank
10:00 – 10:20 Break
10:20 – 11:20  Capital requirements for CVA risk
 Calculation of the leverage ratio
Speaker: Mr Marko Tokić, Croatian National Bank
Ms Helena Šmigmator, Croatian National Bank
Ms Nataša Tupek, Croatian National Bank
11:20 – 11:40 Break
11:40 – 13:00 Q & A session
13:00 End of day 1
 Day 4:
Chair: Ms Milena Knežević, Head of Directorate for Analysis and Supervision

Venue: Video Tele Conference

8:50 – 9:00 Participants connect to the platform
9:00 – 10:00 Title/topic: Internal governance;
‒ Supervisory expectations regarding the responsibilities of the management body
in its supervisory function;
‒ Supervisory expectations regarding the responsibilities of the management body
in its management function;
Speaker: Mr Marko Tokić, Croatian National Bank
Ms Helena Šmigmator, Croatian National Bank
Ms Nataša Tupek, Croatian National Bank
10:00 – 10:20 Break
10:20 – 11:20  Control functions
‒ Supervisory expectations regarding the risk control functions;
‒ Supervisory expectations regarding the internal audit function;
11:20 – 11:40 Break
11:40 – 13:00 Q & A session
13:00 End of day 1
 Day 5:
Chair: Ms Milena Knežević, Head of Directorate for Analysis and Supervision

Venue: Video Tele Conference

8:50 – 9:00 Participants connect to the platform
9:00 – 10:00 Title/topic: Banks’ transactions with their related parties
‒ Supervisory expectations from banks regarding concluding transactions with
related parties;
Speaker: Ms Helena Šmigmator, Croatian National Bank
Ms Nataša Tupek, Croatian National Bank
Mr Marko Tokić, Croatian National Bank
10:00 – 10:20 Break
10:20 – 11:20  Group of connected clients
‒ Defining connected clients
‒ Supervisory expectations from banks on defining internal acts with regard to
connected clients
11:20 – 11:40 Break
11:40 – 13:00 Q & A session
13:00 End of day 1
More information on TAIEX:

near-taiex@ec.europa.eu
http://ec.europa.eu/taiex
http://ec.europa.eu/taiex/experts
@eu_near #EUTaiex

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