RISK MANAGEMENT THOUGHT LEADERSHIP

Sign up to Newsletter

Behind the Quantitative Curtain of Banks’ Recovery and Resolution Planning

How the quantitative aspects of recovery and resolution planning can be supported by a new generation of advanced analytics?

Thursday, February 28, 2019 - 11AM GMT / 12PM CET

Webinar powered by Marcus Evans


Financial crisis and the BRRD regulation have substantially changed the way banks approach their recovery planning. New methodologies have been developed to better quantify the impacts on capital, liquidity, profitability and risk metrics: complex simulation tools are now able to interlink variables of different models, giving path to robust analysis process, multiple recovery options and stochastic stress scenarios.

This webinar is aimed to:

  1. Understand the challenges faced by the banks when defining the recovery plan and in particular when selecting the near-default baseline and stress scenarios;
  2. Investigate the approaches used in recovery simulation and the underlying quantitative elements;
  3. Present a case study in Recovery Resolution Plan definition, from the experience of a primary European bank;
  4. Learn about IT solutions that can help banks perform stochastic simulations using a wide model library of interconnected econometric models.
 

 

Speakers

David Blache

David Blache  Deputy Director for Resolution, ACPR - France
David is Deputy Director for Resolution at ACPR (the French Resolution Authority), which is notably in charge of the resolution planning of 4 Global-SIBs, several Domestic-SIBs, and a CCP licensed as a French bank, LCH S.A. He has previously held several positions, in Legal and European and International Affairs, at the French central bank, at the French supervisory authority, and at the European Central Bank. He is a member of the Scientific Committee of the (French) Banking and Financial Law Review.

 
 
Arianna Deidda

Arianna Deidda  Head of Risk Governance Department and Resolution Planning, BPER Banca
Arianna is Head of the Risk Governance Unit and Head of Resolution Planning whithin the Risk Management Department of BPER Banca. She is in charge of several processes like Risk Appetite Framework, ICAAP, Recovery planning, Resolution Planning, Stress Testing. She had previously worked for 9 years in KPMG Advisory S.p.A., dealing with banking risk management and regulatory issues.

 
 
Matthijs Van Oers

Matthijs Van Oers  Head Recovery and Resolution Planning, ING Bank
Matthijs works for ING as a Principal Advisor on Recovery and Resolution Planning within Capital Management. Before he worked for 10 years for the Dutch Central Bank which is the designated National Resolution Authority and was involved in recovery and resolution planning from the start. He has been responsible for the resolution planning for the three largest banks in the Netherlands.

 
 

Prometeia's Speaker

Sophie Xilan Zhishui He - Prometeia

Sophie Xilan Zhishui He  Manager
Sophie is a manager at Prometeia for the Enterprise Risk Management Area, where she worked on methodological and organisational advisory, solutions implementation and international business development. Her expertise regards mainly the definition and implementation of ALM and Treasury risk processes, solutions and methodologies in EMEA banks with a particular focus on FTP and performance management, having acquired experience in defining the FTP curves and FTP framework in illiquid markets during projects with major banks across the region.