Venue
Downtown Conference Centre
Downtown Conference Centre, 157 William St, New York, NY 10038, USA

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Event Date Wed Jan 23 EST - Fri Jan 25 EST (almost 3 years ago)
Location Downtown Conference Centre
157 William St, New York, NY 10038, USA
Region Americas
Details

This GFMI conference will focus on providing banks with key methodologies to effectively manage capital amidst regulatory uncertainty with CCAR and a changing rate market. You will learn about the impact of the stress capital buffer (SCB), Total Loss Absorbing Capacity (TLAC) and ring fencing on capital allocation strategies. You will also build methods to strengthen capital on an entity and group level through capital relief and contingency plans. PPNR modeling, data acquisition for CCAR will be examined with a view to aligning stress testing regulations with capital requirements. Strategic capital management will be discussed in light of the nebulous FRTB implementation in the US as well the impact of CECL on capital reserves.

Key Topics:
• Learn key methodologies to understand impact of SCB, TLAC and ring fencing on capital allocation
• Explore innovative methods to smartly allocate capital
• Achieve capital relief through establishment of cutting edge capital contingency plans
• Align CCAR requirements with internal capital planning and governance
• Evaluate robust estimate for PPNR in CCAR modeling

Speakers

2019 Speakers

Vikram Dasgupta
Executive Director, Stress Capital and CCAR at CIB Treasury, JP Morgan Chase

Peter Kapp
Managing Director, Capital Optimization, Citi

Joseph Hwang
Managing Director, Regulatory Policy, Goldman Sachs

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

Robert Linklater
Senior Vice President, Head of Stress Testing, TD Bank USA

Ali Rizvi
Senior Director, Capital Planning and Regulatory Reporting Audit, Capital One

Roderick Guerin
Head of Capital Planning, Santander

Christopher Corcia
Vice President, Stress Test Corporate Coordinator and Capital Allocation Manager, BB&T

Sponsors & Partners

2019 Sponsor

• KMPG