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    Moody's Analytics And RIMAN West Africa Series: Banks’ Stress Testing: Linking Credit Risk Capital and Liquidity Requirements

    Credit risk capital and liquidity are the most important indicators for banks and are monitored closely by shareholders, regulators and rating agencies.

    In this webinar we will discuss challenges around stress testing these indicators to assess a bank’s resiliency to withstand crises such as coronavirus led economic disruption. 

    We will also share practical tips on how banks can assess these metrics under various economic and strategic scenarios to prepare themselves for discussions with the same stakeholders.

    This webinar in association with the RIMAN will bring together local and Moody’s subject matter experts for a discussion on:

    - Elements of a sound enterprise stress testing framework for a financial institution
    Recent regulatory guidance on the adequacy of capital and liquidity resources
    Best practices in modeling for stressed credit risk losses, capital impact and liquidity risks

    - How to manage liquidity risk under regulatory constraints
    Daily liquidity management
    Solving reporting issues for CFMR (Cash Flow Mismatch Report)
    Optimizing your balance sheet in a stressed environment

    - How to leverage existing tools (such as credit risk and ALM) and available technologies for regulatory compliance as well as for the management of the business.


    Dr Biodun Adedipe
    , Chief Consultant, BAA Consult
    Nicholas Kunghehian
    , Director, Moody’s Analytics
    Wasim Karim
    , Director, Moody’s Analytics
    Metin Epozdemir,
    CFA – Director, Moody’s Analytics



     Click here for the presentation.

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