ICAAP Stress Testing and Capital Planning 2018 | Marcus Evans Pan Europe | 27 June 2018 | Marriott West India Quay, 22 Hertsmere Rd, Canary Wharf, London E14 4ED, UK

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

Why You Should Attend?

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.

2018 Speakers

Alejandro Garcia Monterde
Director, Credit Risk, Rakbank

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

Richard Van Tilborgh
Head of Capital Analytics, ING

Naz Ebrahim
Director, ICAAP and Risk Appetite, Barclays

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

Bart Vrancken
Director Enterprise Risk Management, De Volksbank

2018 Partners

• Business1.com
• Allabout risk.com
• Financial IT Innovations In Fintech
• True Banking
• Barclay Hedge
• Bobsguide
• Center of Islamic Banking and Economics
• FocusEconomics