marcus evans europe conferences

ICAAP Stress Testing and Capital Planning

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

27-29 June 2018
Marriott West India Quay, London, United Kingdom

Conference Workshop

Stress scenario selection and usage for business decision making

This workshop will offer insights into how banks are selecting appropriate scenarios to test against, using historical data to identify and prioritise the high risk areas impacting capital to guarantee their consistency

Workshop Moderator: Priya Shah, Ex-RBC Risk Director

Company: Independent Advisor

Conference Workshop

Optimise capital allocation under ‘Basel IV’ and other capital regulations

This second interactive workshop will delve into the latest updates of the ‘Basel IV’, the impact of this on capital management, and how banks will rework capital structure under the new legislation.

Workshop Moderator: Eran Zimmerman, Strategic and Financial Consulting


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

  • ING intertwine recovery and resolution measures with ICAAP and ILAAP
  • Bank of Tokyo Mitsubishi UFJ ensure consistency between ICAAP and ILAAP to create a streamlines approach
  • Xac Bank decentralise the governance structure for granular ICAAP stress testing at entity level
  • Erste Bank der oesterreichischen Sparkassen AG show how to create the perfect opportunity for planning and risk to cooperate
  • FNB Bank build stress tests to forecast IFRS 9 and build scenarios to link provisioning into ICAAP
  • 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 Partners

    Practical Insights From

    Alejandro Garcia Monterde
    Director, Credit Risk

    Rebecca Corry
    Head of CSi/CSSEL Enterprise Risk Management
    Credit Suisse

    Richard Van Tilborgh
    Head of Capital Analytics

    Ilinka Kajgana
    Head of Strategic Risk Management
    Erste Bank der oesterreichischen Sparkassen AG

    Gernot Hinterleitner
    Head of ICAAP
    Raiffeisen Bank International

    Jeff Simmons
    Head of Enterprise Risk
    Bank of Tokyo Mitsubishi UFJ

    Edward Huang
    Head of Risk and Portfolio Analytics
    Shawbrook Bank

    Andreas Koutras
    Head of Portfolio Risk Management
    FBN Bank

    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