Capital Planning Under Stress Scenarios

Capital Planning Under Stress Scenarios
Two-Part Online Training Program

Date: 15^th & 16^thJune 2020
2.00pm – 5.00pm

Register Now

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 8^th 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:

Mathias Sosovele
Account Manager, REDmoney Seminars
[email protected]
Direct Line: +603 2162 7800 ext 25

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

Tiviaa James
Marketing Executive
[email protected]
Direct Line: +603 2162 7800 ext 62

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

PROGRAM INTRODUCTION

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

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 8^th 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: 15^th 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: 16^th 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

REGISTRATION

*Please note there is a fee for attending this program. Please contact us for more details.

Who are you registering?*

Myself

Colleagues or team members

Full Name*

Job Title*

Company*

Email address*

Phone*

Delegate Name*

Job Title*

Email address*

Phone*

First Delegate Name*

Job Title*

Email address*

Phone*

Second Delegate Name*

Job Title*

Email address*

Phone*

First Delegate Name*

Job Title*

Email address*

Phone*

Second Delegate Name*

Job Title*

Email address*

Phone*

Third Delegate Name*

Job Title*

Email address*

Phone*

First Delegate Name*

Job Title*

Email address*

Phone*

Second Delegate Name*

Job Title*

Email address*

Phone*

Third Delegate Name*

Job Title*

Email address*

Phone*

Fourth Delegate Name*

Job Title*

Email address*

Phone*

First Delegate Name*

Job Title*

Email address*

Phone*

Second Delegate Name*

Job Title*

Email address*

Phone*

Third Delegate Name*

Job Title*

Email address*

Phone*

Fourth Delegate Name*

Job Title*

Email address*

Phone*

Fifth Delegate Name*

Job Title*

Email address*

Phone*

Approving Manager

Full Name*

Company*

Phone*

Job Title*

Email address*

Verification

Before completing this registration form please read and understand our booking and cancellation policy. Thank you.

Booking, Payment and Cancellation Policy – important, please read carefully

By completing, signing and revised, sent separately us this registration form you are conﬁrming participants on the program. You are also conﬁrming your understanding of our Booking, Payment and Cancellation Policy.

Cancellation: If participants cannot attend the program, replacement participants are always welcome. Otherwise, participants must notify us any of cancellations or requests to transfer to a diﬀerent program at least 7 days before the program date to be eligible for a refund, less a 5% administration fee. Participants who cancel within 7 days of the program start date are liable to pay the full fee and no refunds will be given. Instead fees will be converted to a REDmoney seminars voucher equivalent to the original fee, less a 10% administration charge. This voucher is transferable within your organization and must be redeemed within one year of issue or become void. If a program is postponed for whatever reason registrations and fees will be automatically transferred to the new program date. Participants who wish to transfer to a diﬀerent program will be subject to the same terms as above and charged any diﬀerence in fees. No refunds or program vouchers will be issued for a no-show. Payment Terms: All programs fees are payable upon invoice. REDmoney shall receive the full fee with no deductions of any description. All telegraphic transfer fees, taxes and levies (domestic or otherwise) shall be borne by the sponsoring organization.

Please tick if you have read and understood our terms and conditions

Please type the characters*

This helps us prevent spam, thank you.

This field should be left blank

Accreditation: This program is accredited with 6 CPD hours by Asian Institute of Chartered Bankers.

For enquiries please contact:

Mathias Sosovele
Account Manager, REDmoney Seminars
[email protected]
Direct Line: +603 2162 7800 ext 25

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

Tiviaa James
Marketing Executive
[email protected]
Direct Line: +603 2162 7800 ext 62

PROGRAM INTRODUCTION

Online Delivery

WANT TO KNOW MORE ABOUT THIS PROGRAM?

Who Will Benefit

Program Format

PROGRAM INTRODUCTION

WANT TO KNOW MORE ABOUT THIS PROGRAM?

Online Delivery

AGENDA

Part One: 15th June

Part Two: 16th June

EXPERT COURSE DIRECTOR

REGISTRATION

Approving Manager

Verification

Part One: 15^th June

Part Two: 16^th June