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Global Financial Markets Intelligence

Global Financial Markets Intelligence

Capital Management: Moving beyond compliance to supporting business strategy

Examining how banks can optimize their capital management processes, including capital and scenario planning, stress testing, and risk measurement

19-20 Sep 2019
Downtown Conference Center, New York, NY, United States of America

Why You Should Attend

Capital Management: Moving beyond compliance to supporting business strategy

To ensure we meet your expectations and maximise your return on training investment, we favour a classroom/workshop style set up for the delivery of our courses. Please note we therefore have a limited number of spaces available and these will be assigned on a first come, first accepted basis. We recommend early booking to avoid disappointment.

How will you benefit?

Develop an up-to-date understanding of Basel guidelines, US bank legislation under the Enhanced Prudential Standards, and local evolving regulatory rules

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 Supervisory Evaluation and Review Program (SERP)

Optimize Capital and Sustainability measurement and management including balance sheet strategy, risk weighted assets, leverage and liquidity ratios, capital components, buy-backs, and dividend policies

Walk through capital projections and forecasting programs including review of balance sheet strategy and targets, economic scenario generation, and Pre-Provision Net Revenue (PPNR) components

Assess capital forecasting measurements and modelling approaches, methods, and techniques of risk adjusted performance.

Examine liquidity & ALM, Treasury, stress testing and resolution and recovery plans and processes including the impacts on banking book credit programs and trading book capital markets activities

Explore alternatives to credit risk measures, loss estimations, and reserves including IFRS9-EL, US GAAP CECL, Basel Internal ratings-based (IRB) approach, and other current country level methodologies

Differentiate between credit risk capital requirements in the banking and trading book including Treasury liquidity and IRRBB-CSRBB, and market risk capital requirements, including FRTB

Understand risk control and measurements over enterprise and operational events and losses, technology and cyber risk activities, and data aggregation quality including specific implications of privacy, data security, and sharing data with vendors

About your expert trainer:

Donald Wesnofske, Founder and Fellow, Risk Officer Institute

Don has unique hands-on career capabilities that span governance, financial-risk management, regulatory compliance, operations, information technology, and data, acquired during 35 years of experience in the financial services industry. Over his career, Don has specialized in Basel regulations, FSB, Dodd-Frank, and prudential regulatory compliance. He has had a particular focus on capital planning and forecasting, economic scenarios, and stress testing, using his capability with quantitative and qualitative models.

His experience includes senior roles at leading GSIBs such as JP Morgan Chase, ING, and Citigroup. In his 12 years at Citi, Don had oversight over the head office treasury and the Bank Holding Company, and played an important role in managing liquidity. At ING he had direct oversight over the credit portfolio, and helped to implement models based on cutting-edge technology such as AI and machine learning.

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?

From financial institutions, those involved in:

Capital Management

Capital Planning

Capital Allocation

Capital Risk Management

Capital Adequacy/Oversight/Analysis

Balance Sheet Management/Optimization

Stress testing

Capital Modelling

Risk Management


Asset Liability Management

Economic Advisory


Scenario Design

Financial Controller

Internal/External Audit

Model Design/Development/Validation

Previous Attendees Include

Bank of America, Citi, JP Morgan, SunTrust, PNC, BOK Financial, Bank of Oklahoma, Federal Home Loan Bank of New York, Morgan Stanley, Bank of the Cascades, Fifth Third Bank, Capital One, State Street, RBS Citizens Bank, Wells Fargo, Union Bank, Bank of the West, Royal Bank of Canada, TD Bank, Scotiabank, Key Bank and Sovereign Bank

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.

Voice of Our Customers
  • “Great Event!” Stress Testing Manager, Union Bank
  • “Very, very helpful. Please do it again” Executive Director, Morgan Stanley
  • “A great event for practitioners” Citigroup
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Event Contact

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

Antonello Sarra


+44 203 002 3329
Email: antonellosa@marcusevansuk.com