24th Annual Bank Capital Management 2020

Topics

• Capital management for retail and wholesale banks in the context of Basel IV’s credit risk and non performing loans
• How FRTB impacts capital and uncertainty around capital costs attached to FRTB-CVA and initial margin
• Incorporating ICAAP stress testing into capital plans to feed macroeconomic scenario analysis into the risk appetite framework
• Holding company and foreign entity MREL plans whilst considering the impact of Brexit on capital structures
• Examples to reducing capital through securitisation, machine learning, and an enhanced business model

Who should Attend

Attendees from:

• Capital Management
• Risk Management
• From Banks
• Credit Risk
• Regulatory Capital/Economic Capital/Risk Capital
• Capital Planning/Allocation/Adequacy/Steering
• Risk Modelling
• Capital Solutions
• ICAAP
• ALM
• Treasury