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.
Speakers
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.
Related Articles
How to project a balance sheet for IRRBB purposes
In this webinar we look at IRRBB – guidelines and challenges and dynamic Analysis in RiskConfidence.
Revised Regulatory Capital Requirements Adopted by the NAIC for US Life Insurers
Moody’s Analytics and the American Council of Life Insurers commend the recent adoption by the National Association of Insurance Commissioners of revised risk-based capital factors for bond investments.
U.S. Wholesale Used-Vehicle Price Report: 2021Q2
U.S. wholesale used-vehicle demand has begun to cool off after rising rapidly in the first few months of the year.
Caribbean's NAGICO Group Selects Moody's Analytics for IFRS 17
Moody’s Analytics today announced that NAGICO Group (NAGICO), a composite insurance group serving 21 territories in the Caribbean, has chosen the Moody’s Analytics RiskIntegrity™ for IFRS 17 solution to help implement the new IFRS 17 accounting standard.
Climate Hazard Modelling: Impact of Floods on Credit Risk for the UK Mortgages
In this webinar we will present our methodology for UK mortgages showing the impact of flood events on risk parameters such as PDs, illustrating how to combine climate change scenarios, location-specific risk scores generated by 427 and credit risk models.
How to perform effective hedging strategies for your balance sheet for Liquidity, IRR & FX gaps
In this webinar we will walk you through an ‘how to’ on using gap analysis to measure both liquidity and interest rate risk.
Africa's Nedbank Insurance Chooses Moody's Analytics IFRS 17 Solution
Moody’s Analytics today announced that Nedbank Insurance, the insurance arm of South Africa-based financial services provider Nedbank Group, is the latest insurer in Africa to select the Moody’s Analytics RiskIntegrity™ for IFRS 17 solution.
CIS Economic Outlook
В начале 2021 г. одним из ключевых приоритетов стран постсоветского пространства стало преодоление последствий коронакризиса и выход на темы роста в новых условиях.
South Africa Series: ESG Assessments and Risk Management
As investors and companies increasingly weigh climate risk into their investment decisions and strategic direction.
Climate risk reporting: what you need to know and what you need to do.
This session gives an overview of the overarching climate risk backdrop and the TCFD framework, and a more detailed insight into some of the specific challenges pension plans face.
