24th Annual Bank Capital Management 2021 | Marcus Evans | 4 March 2021 | TBA, London, UK

Examine responses to capital management and optimal deployment of resources throughout COVID-19 and with consideration to capital requirements stemming from “Basel IV”

Stress test tolerance levels for capital during at a time of uncertainty

In this workshop we will look to stress test tolerance levels for capital in the wake of COVID-19 with consideration to economic risk versus available internal capital.

Why You Should Attend
For the last few five years the ‘Basel IV’ has dominated the agenda for capital management as banks have been put under large amounts of pressure to place the right measures, controls and models to understand the regulation’s impact on capital. This year however, the urgency of this topic has been almost completely surpassed by the unprecedented health crisis which has led to economic stress and changed capital plans (at least for the short term). During the outbreak, capital positions have weakened and banks have had to change their focus from capital optimisation to resource deployment which has meant the implementation of Basel IV has had to take a backseat. With this in mind, this marcus evans conference will examine responses to capital management during COVID-19 and optimal deployment of resources coming out of stress.

Key Topics:
• Banque de France examine the measures authorities have taken to relieve capital and liquidity pressure during C19
• Natwest Markets considers the role of the capital buffer throughout COVID-19
• Danske Bank implement an effective risk management practises to steer resource and build enough buffer to protect the business
• U.S. Bank develop multiple COVID-19 scenario testing to achieve greater insight for capital planning
• HSBC place a spotlight on Basel III (“Basel IV”) in the banking book

2021 Speakers

Krishnan Ramadurai
Head of Capital Management, HSBC

Andrew Wood
Head of Group Capital Management, Lloyds Bank

Micha Beekman
Head of Capital Management, Natwest Markets NV

Rafael Acciari
VP, Capital Management, JP Morgan

Davide Gallan
Head of Capital Planning, European Investment Bank

Diogo Alves
VP of Finance, Head of Capital Management and Process Innovation, Itau BBA International plc

Thomas Otto Rohold
Head of Financial Resource Management, SVP, Danske Bank

Mahmoud Fatouh
Economist, Bank of England