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Prepare to Prevail (P2P): Comprehensive Risk and Capital Solutions

Name: Prepare to Prevail (P2P): Comprehensive Risk and Capital Solutions
Start: 2024-07-10T09:00:00+00:00
End: 2024-07-11T15:00:00+00:00

July 10 @ 9:00 am - July 11 @ 3:00 pm

Location: Grand Hyatt Hotel

Date: 10 – 11 July 2024

Time: 9:00 AM till 3:00 PM

Overview:

The World Union of Arab Bankers (WUAB) proudly presents “Prepare to Prevail (P2P) – Comprehensive Risk and Capital Solutions,” a forum designed for banking professionals to tackle the challenges of today’s financial environment. This forum delivers essential insights into capital reporting, stress testing, and scenario analysis, with a focus on understanding the banking business model, analyzing capital consumption trends, and developing rigorous stress test scenarios tailored to both banks and countries.

Participants will gain a profound understanding of the CAMEL approach, exploring its critical components: Capital Adequacy, Asset Quality, Management, Earnings, Liquidity, and Interest Rate Risk. By learning advanced scoring methodologies and benchmarking against best practices, attendees will be equipped to leverage CAMEL ratings for strategic decision-making and performance enhancement, ensuring their institutions meet and exceed regulatory requirements.

The forum will also cover the Risk-Adjusted Return on Capital (RAROC) framework, offering a clear, step-by-step guide to measuring RAROC at the borrower and business line levels. Participants will address governance and data challenges, designating a RAROC champion within their institutions to ensure seamless implementation. By integrating RAROC into risk-based pricing and capital allocation decisions, banks can enhance profitability and align their business models with risk management best practices.

This forum promises to equip banking professionals with the practical knowledge and tools necessary to master the complexities of the modern financial landscape.

Join us at “Prepare to Prevail (P2P) – Comprehensive Risk and Capital Solutions” to stay ahead of industry trends, ensure compliance, and drive your institution’s success in a competitive market.

Topics of Discussion:

Capital Reporting, Stress Testing and Scenario Analysis

Understanding the bank business model (balance sheet and capital)
Analysis of the major sources of capital consumption; trend analysis; peer analysis
Discuss availability of macroeconomic models and regulatory stress testing scenarios
Develop plausible and severe bank specific and country specific scenarios for capital stress test and measure impact on the bank’s operations
Discuss banks’ choices and limitations

Risk Assessment and Reporting Using CAMEL Approach: A Deep Dive… Beyond Regulatory Requirement

A Practical Analysis of CAMEL Components: Capital Adequacy, Asset Quality, Management, Earnings, Liquidity, and Interest Rate Risk
Scoring Methodology and Benchmarking Against Best Practices
Utilizing CAMEL Ratings for Strategic Decision Making and Performance Improvement

Risk-Adjusted Return on Capital (RAROC) Framework

Understanding the bank business model, balance sheet and income statement
Demystifying risk-based profitability: A Step-by-Step Simple Guide to measure RAROC at a borrower and business line level
Overcoming Governance and Data Challenges (Designated RAROC Champion)
Integrating RAROC into Risk-Based Pricing and Capital Allocation Decisions
Case Studies on RAROC Implementation and its Impact on Bank Profitability and Business Model

FRS Liquidity Risk Management

Advanced Metrics for Measuring Liquidity Risk: LCR, NSFR, and Beyond
Real-Time Liquidity Monitoring Systems and Technologies
Designing and Implementing Contingency Funding Plans

Interest Rate Risk in the Banking Book (IRRBB)

Quantitative Techniques for Measuring Interest Rate Risk: Gap Analysis, Duration, and Value at Risk (VaR)
Interest Rate Derivatives as Hedging Tools: Swaps, Options, and Futures
Impact Assessment of Interest Rate Shocks on Earnings and Economic Value