marcus evans europe conferences

23rd Annual Bank Capital Management

Steer capital management in reaction to assumptions made on the impact of ‘Basel IV’ and macroeconomic changes

18-20 September 2019
Marriott Hotel Canary Wharf, London, United Kingdom

Conference Workshop

ICAAP stress testing as a method for capital optimisation

Dive into ICAAP Stress Testing as a method for capital optimization and learn how to utilise the process to reveal wider capital stresses on the bank. Above all else, learn how to utilise stress test results to better optimize your capital management and optimize capital relief where possible.

Workshop Moderator: Eran Zimmerman

Company: Independent Consultant

Conference Workshop

Treatment of CVA in the FRTB framework

With FRTB changing, so are capital costs. Examine the treatment of CVA in the FRTB framework and how this will impact capital by impacting capital charges and how we can in turn optimize and better CVA.

Workshop Moderator: Nicolas Cerrajero, Head of Counterparty Risk Methodologies

Company:Deutsche Bank


Why You Should Attend

23rd Annual Bank Capital Management

Capital management is still one of the highest priority issues for banks and regulators across the globe. The current regulatory landscape stemming from ‘Basel IV’ is set to ensure capital managers are hard tasked to allocate capital in a way that is not only compliant, but also efficient enough in its approach to not stunt the growth of the bank’s forward vision. This marcus evans event will showcase how banks can steer capital management in reaction to assumptions made on the impact of ‘Basel IV’ while integrating macroeconomic scenarios on banking products into capital allocation.

 


Key Topics

  • Address how FRTB impacts capital and uncertainty around capital costs attached to FRTB-CVA and initial margin
  • Explore capital management for retail and wholesale banks in the context of Basel IV’s credit risk and non performing loans
  • Compare holding company and foreign entity MREL plans whilst considering the impact of Brexit on capital structures
  • Incorporate ICAAP stress testing into capital plans to feed macroeconomic scenario analysis into the risk appetite framework
  • See examples to reducing capital through securitisation, machine learning, and an enhanced business model
  • 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.






    Practical Insights From

    Mark Penney
    Head of Capital Management
    HSBC

    Sudhir Kumar
    Head of Capital, Management Oversight
    U.S Bank

    Andrew Wood
    Head of Group Capital Management
    Lloyds Bank

    Isobel Hill
    Director, Head of Basel III, Strategic Planning
    Credit Suisse

    Andreas Mutter
    Head of Capital Management
    ING

    Andrea Cremonino
    Head of Capital Management
    UniCredit

    Tony Roberts
    Head of Group Leverage Management
    Deutsche Bank

    Andreas Ita
    Executive Director, Head of Group Economic Performance and Capital Optimization
    UBS

    Click Here For Full Agenda

    Voice of Our Customers
    • “One of the best events I have been to in the last few years” Dexia
    • “High profile speakers provide top end insights into industry standards in capital management” Raiffeisen Bank International
    • “Great conference, well selected speakers to provide real industry insight” National Australia Bank
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    Event Contact

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

    Alexia Mavronicola


    marcus evans Cyprus
    9 Dimostheni Severi Str.
    Nicosia, 1080

    Telephone:
    +357 22 849 425
    Fax: +357 22 849 394
    Email: AlexiaM@marcusevanscy.com