Bank Capital Management - Capital Planning, Fund Transfer Pricing and RAROC

Banks are currently managed using two desynchronized steering wheels: The regulatory framework that ignores profitability, and the accounting framework that - until recently - ignores risk. Economic Capital and IFRS 9, increasing competition from FinTechs and the need for a better servicing of the economy are promoting a review of how banks manage their capital.

This seminar clarifies for you the issues and the practical ways to handle them. We start by clarifying the nature of capital and why you need capital to take risks. Then we look at risks, how to identify and classify them, and how to measure them properly. We then articulate risk and return measures to provide transactions pricing and efficient performance indicators.

• Understanding the Role of Banks Capital
• Articulating Capital, Risk and Return
• Risk Identification, Measurement and Aggregation
• Regulatory and Economic Capital Assessment
• Internal Funds and Risk Transfer Pricing
• Forward-Looking View and Capital Allocation to Businesses
• Risk-Adjusted Performance Measurement and Monitoring

This online seminar is very interactive with a high frequency of questions, exercises and games using the most advanced learning tools in order to facilitate the assimilation of concepts and techniques.

Event Venue

Online