Capital Stress Testing
Capital and Sustainability, Forecasting, Scenarios, Stress Testing, & Sensitivity
23-24 Jul 2018
Downtown Conference Center, New York, NY, United States of America
- Why You Should Attend
Capital Stress Testing
How will you benefit?
Banking, Wealth, Capital Markets, Treasury, and Asset Management organizations including their holding Companies (BHCs & IHCs) have traditionally forecasted and projected their balance sheets, P&L, revenues, and taxes through a top down, expert judgment approach. Fittingly, todayís leading practices are both top-down and bottoms-up using analytical and statistical model approaches that rely on detailed individual contract information that is consistent with todayís complex Comprehensive Capital Adequacy Review (CCAR) programs and rules. These past practices partly account for much of the negative feedback over the last years that many Banks have received about the inadequate quantitative underpinnings of their capital plans. During this training program, participants will take a fresh journey through the complexities of forecasting financial products, smart contracts, allocating capital to assets segments, projecting PPNR, losses (including OTTI), projecting capital markets activities and trading P&L, working with other comprehensive income (OCI) all while obtaining a better understanding and learning how to navigate through evolving government regulations, leading practices, and the vast array of approaches and methods supporting planning and analysis.
Banks look to fully realize their capital planning opportunities while keeping at bay the inherent risk associated with doing business. strategies and programs while minimizing risk and creating new opportunities through the leveraging of conditions, models, data, and behaviours. Banks must ensure that the components of PPNR, including net interest income, non-interest income and non-interest expense, and other key items managed by the firm such as balance sheet positions, RWA, and losses, are projected in a manner that is plausible, rational, and routinely consistent.
About your expert trainer:
Don is the Founder and Chief Executive Officer of Risk Officer Incorporated, a boutique management consulting, strategy, and advisory firm offering professional services to the Universal Bank, Capital Markets, and Treasury sectors. His practice covers the subject areas of capital adequacy, planning and forecasting, finance, risk, model management, operations, and technology solutions, and includes performing reviews, assessments, and internal audits. With 35 years of experience in the financial services industry, Don has a unique hands-on career acquiring capabilities that span governance, financial-risk management, regulatory compliance, operations, technology, information, and data. Over his career, he homed in on Basel, Dodd-Frank, Prudential Regulators (FRB, OCC, FDIC, FCA, FHFA), CFTC, and SEC compliance specializing in capital planning and stress testing using his ability to assess quantitative and qualitative models, and analysis solutions. Don holds a MS Accounting and a BS Finance /Accounting from the CW Post Center of the Long Island University, and is an active licensed Certified Public Accountant. Don is a steering committee member of the Professional Risk Managers International Associationís (PRMIA) New York City Steering Committee. and former Chair of the Financial Executive Network Group (FENG) Risk Special Interest Group
A detailed questionnaire will be sent to all course participants to establish exactly where the group training needs lie. The completed forms will be analysed by the course leader/trainer and followed by telephone if further clarification is required. As a result we can guarantee that the course is pitched at exactly the right level and that the issues that you regard as relevant are addressed. The course material will reflect these issues and will enable you to digest the subject matter after the event in your own time.
- 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.
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- Event Contact
For all enquiries regarding speaking, sponsoring and attending this conference contact:
101 Finsbury Pavement
London EC2A 1RS
Telephone: +44 (0) 20 3002 3400
Fax: +44 (0) 20 3002 3016