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Capital Planning Under Stress Scenarios
Two-Part Online Training Program

Date:  15th & 16th June 2020
2.00pm – 5.00pm
AICB 6 CPD Hours

Download Brochure

PROGRAM INTRODUCTION

This two-part exclusive program will provide attendees with detailed information and knowledge on capital planning under stressed conditions. As companies try and restructure their working capital through more prudent revenue management under the current global pandemic affecting most businesses, this course will seek to provide some comprehensive ideas and solutions on how organizations can manage their balance sheets in a more sustainable manner. There will be extensive practical solutions that can be implemented immediately in the shot-term and the use of Excel as a comprehensive tool and framework to be directly used on a day-by-day basis.

Macroeconomic scenarios are investigated from both an economic as well as time series (statistical) perspective. Margin at risk and liquidity stress testing will also be explored through the lenses of the traditional asset and liability management framework. Your expert program speaker, Dr Tiziano Bellini, will also explore the balance sheet both in terms of asset and liability projections as well as from a profit and loss viewpoint. On the latter, the focus is on pre-provision net revenues and credit loss projections with the impact on capital further examined through the lenses of stressed economic conditions.

WHAT YOU WILL TAKE AWAY:

  • Gaining practical and hands-on knowledge of scenario analysis and implementation of best capital planning practices.
  • Developing stronger competence on asset and liability margin analysis and liquidity assessment strategies.
  • Attaining a comprehensive understanding of interaction between asset and liability management, profit and loss projection and capital management.
  • Deep grasp of credit risk and capital planning under adverse economic conditions.

Fee

1 participant: RM950
2 participants: RM900 per participant
3 participants: RM810 per participant
4 participants: RM710 per participant
5 participants: RM665 per participant

Early Payment Discount: Payments made on or before 8th June will receive a 5% discount
* Further attractive packages are available for groups of more than five. Please contact us directly

In-house/group training

If you are looking for an in-house training program or wish to send a group to an existing public program, kindly please contact Andrew Tebbutt at [email protected] or +603 2162 7802.
Learn More

Manual Registration

Kindly complete the registration form and email to [email protected] or fax +603 2162 7810

Online Delivery

For enquiries please contact:

Normariya Sariman
Account Manager, REDmoney Seminars
[email protected]
Direct Line: +603 2162 7800 ext 44

Ramesh Kalimuthu
Events Sales Director
[email protected]
Direct Line: +603 2162 7800 ext 65
Fax: +603 2162 7810

For sponsorship & speaking opportunities:

Andrew Tebbutt

Managing Director
[email protected]
Direct Line: +603 2162 7802

For marketing and media enquiries

Govina Selvanthran

Marketing Manager
[email protected]
Direct Line: +603 2162 7800 ext 22

WANT TO KNOW MORE ABOUT THIS PROGRAM?

Who Will Benefit

This course is designed to be of most benefit to:

  • Chief Financial Officers (CFOs)
  • Chief Executive Officers (CEOs)
  • Heads of finance and finance officers
  • Chief Risk Officer (CROs)
  • Treasury managers
  • Financial risk analysts
  • Head of capital management
  • Treasury managers and ALM professionals
  • Portfolio and fund managers
  • Credit administration managers
  • Credit portfolio managers
  • Corporate bankers
  • Retail bankers
  • Regulators

Program Format

This two-part training program will be delivered online through a stable, secure and free-to-access platform. The program itself will be delivered through lectures, worked examples and case studies in order to ensure a detailed and practical understanding of the program content. Participants will have plenty of opportunity to ask questions and interact with the program director. Login details and program materials will be sent to participants upon receipt of payment

AICB_6_CPD-Hours-OL

Download Brochure

PROGRAM INTRODUCTION

This two-part exclusive program will provide attendees with detailed information and knowledge on capital planning under stressed conditions. As companies try and restructure their working capital through more prudent revenue management under the current global pandemic affecting most businesses, this course will seek to provide some comprehensive ideas and solutions on how organizations can manage their balance sheets in a more sustainable manner. There will be extensive practical solutions that can be implemented immediately in the shot-term and the use of Excel as a comprehensive tool and framework to be directly used on a day-by-day basis.

Macroeconomic scenarios are investigated from both an economic as well as time series (statistical) perspective. Margin at risk and liquidity stress testing will also be explored through the lenses of the traditional asset and liability management framework. Your expert program speaker, Dr Tiziano Bellini, will also explore the balance sheet both in terms of asset and liability projections as well as from a profit and loss viewpoint. On the latter, the focus is on pre-provision net revenues and credit loss projections with the impact on capital further examined through the lenses of stressed economic conditions.

WHAT YOU WILL TAKE AWAY:

  • Gaining practical and hands-on knowledge of scenario analysis and implementation of best capital planning practices.
  • Developing stronger competence on asset and liability margin analysis and liquidity assessment strategies.
  • Attaining a comprehensive understanding of interaction between asset and liability management, profit and loss projection and capital management.
  • Deep grasp of credit risk and capital planning under adverse economic conditions.

WANT TO KNOW MORE ABOUT THIS PROGRAM?

Who Will Benefit

This course is designed to be of most benefit to:

  • Chief Financial Officers (CFOs)
  • Chief Executive Officers (CEOs)
  • Heads of finance and finance officers
  • Chief Risk Officer (CROs)
  • Treasury managers
  • Financial risk analysts
  • Head of capital management
  • Treasury managers and ALM professionals
  • Portfolio and fund managers
  • Credit administration managers
  • Credit portfolio managers
  • Corporate bankers
  • Retail bankers
  • Regulators

Program Format

This two-part training program will be delivered online through a stable, secure and free-to-access platform. The program itself will be delivered through lectures, worked examples and case studies in order to ensure a detailed and practical understanding of the program content. Participants will have plenty of opportunity to ask questions and interact with the program director. Login details and program materials will be sent to participants upon receipt of payment

Fee

1 participant: RM950
2 participants: RM900 per participant
3 participants: RM810 per participant
4 participants: RM710 per participant
5 participants: RM665 per participant

Early Payment Discount: Payments made on or before 8th June will receive a 5% discount
* Further attractive packages are available for groups of more than five. Please contact us directly

In-house/group training

If you are looking for an in-house training program or wish to send a group to an existing public program, kindly please contact Andrew Tebbutt at [email protected] or +603 2162 7802.
Learn More

Manual Registration

Kindly complete the registration form and email to [email protected] or fax +603 2162 7810

Online Delivery

AGENDA

Part One: 15th June

Welcome & Introduction
Session One: Time Series Analysis for Stress Testing
  • Conducting a regression analysis using Excel
  • Discussing and analyzing current macroeconomic scenarios:
  • Which area of your business has been hit hardest?
Break
Session Two: Pre-Positioning Net Revenue Stress Testing
  • Conducting an asset and liability management gap analysis
  • Net Interest Income (NII) analysis
  • Highlighting stress components affecting the business:
  • Non-interest revenues
  • Non-interest expenses
  • Case study: Stress test on NII behavioural modelling
Wrap-Up & Questions

Part Two: 16th June

Welcome & Introduction
Session One: Liquidity Risk Stress Testing
  • Using the managerial approach for a more comprehensive stress testing framework
  • Analyzing and interpreting the key numbers:
  • Liquidity Coverage Ratio (LCR)
  • Net Stable Funding Ratio (NSFR)
  • Case study: Stress test on LCR and NSFR
Break
Session Two: Credit Risk Stress Testing
  • Linking credit risk parameters with macroeconomic variables
  • Case study: Credit risk stress testing
  • Capital planning under stressed economic conditions
Wrap-Up & Questions

EXPERT COURSE DIRECTOR


Dr Tiziano Bellini 
PhD, Statistics

  • Worked in risk management and finance across Europe, London and New York for the past 20 years.
  • Experience includes Barclays Capital, EY Financial Advisory Services in London, HSBC Headquarters, Prometeia and other global leading companies.
  • Guest lecturer at the London School of Economics, Imperial College of London, University of Passau in Germany.
  • Doctorate in statistics from University of Milan and London School of Economics.
  • Authored the books ‘Stress Testing and Risk integration in Banks: a Statistical Framework and Practical Software guide in Matlab and R’, and ‘IFRS 9 and CECL Credit Risk Modelling and Validation: A Practical Guide with Examples Worked in R and SAS’.
  • Authored papers published in European Journal of Operational Research (EJOR), Computational Statistics and Data Analysis (CSDA) and other top reviewed Journals.
  • Referees of Journal of Banking and Finance (Elsevier) and Journal of Applied Statistics (Taylor &Francis) and other top Journals.
  • Trainer in risk management and statistics, he is also a Chartered Public Accountant and Tax Expert.

Dr Bellini is the author of Stress Testing and Risk Integration in Banks, published by Academic Press

For enquiries please contact:

Normariya Sariman
Account Manager, REDmoney Seminars
[email protected]
Direct Line: +603 2162 7800 ext 44

Ramesh Kalimuthu
Events Sales Director
[email protected]
Direct Line: +603 2162 7800 ext 65
Fax: +603 2162 7810

For sponsorship & speaking opportunities:

Andrew Tebbutt

Managing Director
[email protected]
Direct Line: +603 2162 7802

For marketing and media enquiries

Govina Selvanthran

Marketing Manager
[email protected]
Direct Line: +603 2162 7800 ext 22

About Us

REDmoney Events designs, organizes and hosts industry-leading conferences, forums, roadshows and seminars focusing on the Islamic financial markets across a global, regional and national level.

+603 2162 7800
[email protected]

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