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Global Financial Markets Intelligence

Global Financial Markets Intelligence

ICAAP Stress Testing and Capital Planning

Enhance ICAAP stress testing and scenario analysis to feed into effective capital planning

16-17 Apr 2018
Marriott West India Quay, London, United Kingdom

Why You Should Attend

ICAAP Stress Testing and Capital Planning

This marcus evans conference provides the opportunity to explore the regulatory expectations for ICAAP stress testing, including the increased granularity of tests, how banks can best reflect their vulnerabilities by choosing scenarios to test risk appetite, and govern and validate stress testing models while taking IFRS 9 into account. It will also delve deeper into the impact this has on capital planning, and the relationship between ICAAP and ILAAP and recovery and resolution.

 In a mounting regulatory environment, ICAAP stress testing has been labelled the key risk management instrument that enables banks to identify the risk they are exposed to and assess the capital required to address such risks. Banks need to look at the symbiosis of ICAAP stress tests and capital planning by seeing how stress testing and scenario analysis feed into effective capital planning, with a view to optimise capital allocation.

Key Topics

  • Achieve granular ICAAP stress testing at an entity level by addressing governance, system, and data limitations
  • Set proprietary limits against the stress tested scenarios to accurately reflect vulnerabilities impacting capital
  • Successfully govern and validate stress testing models with focus on developments in IFRS 9 forecasting
  • Optimise forward looking capital plans in light of knowledge attained on risk appetite through ICAAP
  • Bridge the gap between ICAAP and ILAAP with recovery and resolution planning
  • Previous Attendees Include

    • BNP Paribas
    • BNY Mellon
    • Commerzbank AG
    • Credit Suisse
    • D2 Legal Technology LLP
    • Danske Bank
    • DEKA Bank
    • DZ Bank
    • Eu Commission
    • Euroclear Bank
    • Goldman Sachs
    • HSBC
    • Lloyds Banking Group
    • Mitsubishi UFJ Securities International
    • Nomura
    • Nordea
    • Raiffeisen
    • Santander Global Banking & Markets
    • SEB
    • Societe Generale
    • UBS AG
    • and many more...

    Why Choose GFMI marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.

    Practical Insights From

    Rebecca Corry
    Head of Risk Appetite, ICAAP and Stress Testing
    Credit Suisse

    Jeff Simmons
    Head of Enterprise Risk
    Bank of Tokyo Mitsubishi UFJ

    Cecilia Gejke
    Head of Stress Testing

    Nigel Milbank
    Head of Stress Testing Delivery

    Tony Roberts
    Head of Group Leverage Management
    Deutsche Bank

    Ilinka Kajgana
    Head of Group ICAAP and RWA
    Erste Group

    Richard Van Tilborgh
    Head of Risk Appetite and Disclosure

    Gernot Hinterleitner
    Head of ICAAP
    Raiffeisen Bank International

    Click Here For Full Agenda

    Voice of Our Customers
    • “Excellent conference” UBS
    • “Great conference, well selected speakers to provide real industry insight” National Australia Bank
    • “High profile speakers provide top end insights into industry standards in capital management” Raiffeisen Bank International
    • “One of the best events I have been to in the last few years” Dexia
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    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Yiota Andreou

    marcus evans (Europe) Ltd
    PO Box 24797

    +357 22 849 404
    Fax: +357 22 849 310
    Email: YiotaA@marcusevanscy.com