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20th Annual Bank Capital Management

Optimising capital management in light of the latest regulatory developments, including MREL, the FRTB, and Standardised Models

14-16 September 2016
Hilton London Kensington Hotel, United Kingdom

Conference Workshop

FRTB: Optimising capital under the new trading book regime

This workshop will enable participants to learn how to manage the risk of sudden changes in capital requirements brought about by the introduction of the FRTB, how to identify levers to influence the level of capital, and take an active role in optimizing capital under the new rules.

Workshop Moderator: Thomas Obitz, Director

Company: Risk Transform

Why You Should Attend

20th Annual Bank Capital Management

With the ever-shifting regulatory landscape, meeting the capital requirements for each regulation in a manner which retains business profitability is of vital importance. Though the final text of the FRTB has been published, with the implementation date set for the end of 2019, there is still work to be done, and changes are likely to be made. The SA-CCR is due to take effect on the 1st January 2017, with similar changes being made to credit risk modeling, and will require careful assessment of the business model to ensure that it will still be profitable once the regulations are put in place. As we move closer to the implementation dates for TLAC and MREL, the cost to businesses is better understood, and the question becomes how to cover that cost and meet the regulations effectively. There are also other elements, such as IFRS 9, stress testing, and the leverage ratio which will affect how capital is allocated, and staying on top of these diverse regulatory requirements is vital to retaining both compliance and profitability.

Key Topics

  • Understand the effect of the FRTB on capital management and allocation
  • Examine the impact of standard models for credit and counterparty credit risk on how you manage your capital
  • Analyse the cost of TLAC and MREL to bank capital structures
  • Explore the capital impact of the latest developments in the Leverage Ratio, IFRS 9, and stress testing
  • Determine how to optimise capital allocation across the bank to get the best possible return on equity
  • 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 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.

    Event Sponsors
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    Event Partners

    Practical Insights From

    Andreas Ita
    Head Group Economic Performance and Capital Optimisation

    Adrian Docherty
    Head of Bank Advisory
    BNP Paribas

    Dr. Anant Gajjar
    Capital Manager, Finance Global Markets CFO

    David Minch-Dixon
    Director, Financial Resource Management
    Deutsche Bank

    Jan Brits
    Head of Group Capital Management
    Standard Bank

    Niall Dillon
    Head of Capital Management

    Frédéric Zana
    Head of Capital Steering
    Credit Agricole SA

    Philip Headley
    Head of Regulatory Reporting

    Click Here For Full Agenda

    Voice of Our Customers
    • “One of the best events I have been to in the last years” Director, Dexia
    • “Great. Very informative. Pleasure to improve and widen knowledge with great speakers and audience” CCR Department Head, Credit Agricole
    • “Comprehensive schedule/ topics” Associate, Standard Chartered
    • “Excellent event, great speaker quality” Head of Stress Testing APAC, UBS AG
    • “High profile speakers provide top end insights into industry standards in capital management” Raiffeisen Bank International
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    Event Contact

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

    Constandinos Vinall

    marcus evans (Europe) Ltd
    PO Box 24797
    1304 Nicosia, Cyprus

    +357 22849 380
    Fax: +357 22849 394