Successful Management and Implementation of Economic Capital

Hong Kong

16 & 17 October 2008

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Course Highlights:

  • Managing economic capital: capital sufficiency vs. capital efficiency
  • Governance process used to ensure economic capital models are robust and reliable
  • Role of economic capital in Basel ll
  • Dealing with diversification in economic capital allocation
  • What are the characteristics of risks that are difficult to quantify?
  • Economic capital allocation and strategic decision-making
  • "Use test" - How to use economic capital in real business decision
  • Risk aggregation via economic capital models

Course dates & venues

Hong Kong 16 & 17 October 2008

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Course tutors

Hong Kong

arrowJeffrey Bohn, General Manager, SHINSEI BANK

arrowKenji Fujii, Senior Managing Executive Officer, AOZORA BANK

arrowChris Matten, Partner, Financial Services Industry Practice, PRICEWATERHOUSECOOPERS

arrowCorinne Neale, Managing Director, Credit and Capital Management, ALGORITHMICS FITCH GROUP

arrowTsuyoshi Oyama, Director, Risk and Regulatory Advisory, PRICEWATERHOUSECOOPERS, JAPAN

arrowKatja Pluto, Senior Manager, Risk Methodology, HSBC HOLDINGS

arrowTony Rich, Director of Economic Capital, WESTPAC

Learning Outcomes

  • Calculate expected loss vs provisions in relation to economic capital allocation
  • Develop a comprehensive approach to managing bank capital
  • Interpret how to manage and use economic capital results in real business decisions
  • Understand the importance of stress testing in managing economic capital