20th Annual Bank Capital Management

Why You Should Attend

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.

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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 ParibasBNY 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…