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
