24th Annual Bank Capital Management

The 24th Annual Bank Capital Management is dedicated to Examine responses to capital management throughout COVID-19 and optimal deployment of resources coming out of stress.

Topics

• What is useful deployment of resources during stress caused from the virus and how the hurdle rate has been affected
• The measures taken by authorities and how banks effectively responded to relieve capital pressure under COVID-19
• Capital management for retail and wholesale banks in the context of Basel IVs credit risk , IFRS 9 and loan portfolios under stress
• How results from COVID-19 can be used for ICAAP stress testing to enable stronger capital plans and risk appetite frameworks for extreme events
• How FRTB and initial margin impacts capital and uncertainty around capital costs in the markets business due to the outbreak

Who should Attend

Senior attendees with responsibilities in:

• Capital Steering
• Capital Management
• Capital Adequacy
• Capital Planning
• Capital Analytics