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Capital Adequacy and Sustainability
End to end strategy formulation and tactical foundation exploring and comparing the ICAAP and Stress Testing Program's
22-23 Oct 2018
Downtown Conference Center, New York, NY, United States of America
- Why You Should Attend
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Capital Adequacy and Sustainability
How will you benefit?
Today capital and its management is critical. A banking enterprise’s success depends on its ability to optimize its asset and liability mix to efficiently and effectively in ways that uncover both risks and opportunities. Being able to identify, extract, and escalate critical information about capital and liquidity is of extreme importance and must be supporting by a solid governance and management framework supported by an optimized and modern appropriately sized processes and technology infrastructure.
Financial institutions want to fully optimize capital requirements and integrate them with data program strategies that will minimize risk and create new opportunities through the leveraging of accurate, high quality data and information.
- Navigate international guidelines and country level regulatory programs including the Basel III Internal Capital Adequacy and Assessment Process (ICAAP) and EUR-US-UK country level stress testing programs
- Optimize Capital and sustainability measurement and management including balance sheet strategy, risk weighted assets, leverage and liquidity ratios, capital components, and dividend policies
- Assess measurement approaches, methods, and techniques in addition to resolution and recovery plans, liquidity & ALM processes, Treasury and stress testing, capital markets, money markets and risk adjusted performance
- Optimize data
collection processes and controls to assure completeness
Explore alternatives to credit risk measures, loss estimations, and reserves including CECL and current country level methodologies - Differentiate between money market, Treasury, and IRRBB; and capital markets risk measures including ES & CVA and special rules for securitizations and FRTB and complex model performance rules
- Wrestle control over operational risk events and losses, technology and cyber risk, and data aggregation including implications of privacy, data security, and utilization and sharing data with vendors
- Basel guidelines, US bank legislation, and evolving regulatory rules.
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 PostCenterof the Long Island University, and is an active licensed Certified Public Accountant. Don is a steering committee member of the Professional Risk Managers International Association’s (PRMIA) New York City Steering Committee.andformer Chair of the Financial Executive Network Group (FENG) Risk Special Interest Group
Pre-course questionnaire:
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.
Who should attend?
Senior Managers
Risk Managers
Treasurers
Asset-Liability Manager
Capital Managers
Stress Testers
Liquidity Managers
Financial Controllers
Internal Auditors
Model Risk Managers
Business Analysts
- Key Topics
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- Navigate international guidelines and country level regulatory programs including the Basel III Internal
- Optimize Capital and sustainability measurement and management including balance sheet strategy, risk
- Optimize data collection processes and controls to assure completeness
- Explore alternatives to credit risk measures, loss estimations, and reserves including CECL and current country
- Basel guidelines, US bank legislation, and evolving regulatory rules
- Why Choose GFMI marcus evans?
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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.
- Event Contact
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For all enquiries regarding speaking, sponsoring and attending this conference contact:
Gareth Banks
101 Finsbury Pavement
London EC2A 1RS
England
Telephone: +44 (0) 20 3002 3400
Fax: +44 (0) 20 3002 3016
Email: garethb@marcusevansuk.com