Balance Sheet Management: a COVID-19 checklist guide

A series of three 60-minute (+ Q&A) online live and interactive webinars.

Government policy lockdown response to the Covid-19 crisis has impacted the entire economy and the risk of a long and deep recession is now very high. Banks face multiple challenges meeting the needs of their customers, many of whom now face severe hardship, as well as operating in a negative sentiment market environment.

This online workshop series presents three webinars covering the governance process for balance sheet management through the stress event, with an emphasis on the role of the asset-liability committee (ALCO), followed by a review of capital management, liquidity management and stress testing.

As the lockdown has been protracted there will be severe detrimental impact on customers and liquidity and lending provision, and banks will wish to respond proactively to support their customers. This makes efficient balance sheet management essential.

Drawing on experience gained during the Global Financial Crisis, and the higher bank capital and liquidity buffers that have resulted, this series aims to present delegates with a clear understanding of how to adapt their balance sheet risk management practice to ensure it remains fit-for-purpose during the COVID-19 stress event and beyond.

  • Session 1: 2 July 2020 14.00-15.30 (CEST)
    Managing through a global stress event: ALCO-Board interaction and governance best practice
  • Session 2: 6 July 2020 14.00-15.30 (CEST)
    Capital management, stress testing and loan provisioning
  • Session 3: 7 July 2020 14.00-15.30 (CEST)
    Liquidity management and stress testing

By the end of this series of workshops you will be able to:

  • Influence design of a Treasury action plan to ensure continuing balance sheet robustness that can support temporary relief measures designed to assist businesses and households affected by the coronavirus crisis
  • Implement management actions that address a deterioration in liquidity market conditions and expected credit loss provisioning
  • Implement a short-term and medium-term balance sheet management strategy that will help to preserve the customer franchise, as well as customer goodwill, whilst remaining within adaptable Board risk appetite

Webinar 1 – Managing through a global stress event: ALCO-Board interaction and governance best practice

  • Balance sheet risk management processes during stress
  • ALCO communications process upward and downward
  • Ensuring adaptability and speed of response
  • Supporting the customer franchise
  • Review items checklist

Webinar 2 – Capital management, stress testing and loan provisioning 

  • Managing potential impact on balance sheet
  • Available capital buffers and usage policy to support customer franchise (overdrafts, liquidity lines): P&L hit or capital hit?
  • Pillar 2a capital and RWA calculation 
  • Provisioning policy and continuous stress testing
  • Policy action checklist 

Webinar 3 – Liquidity management and stress testing

  • Short- and medium-term Treasury action plan
  • LCR impact 
  • Optimising central bank facilities  and HQLA
  • Funding sources and diversification 
  • Managing cash, HQLA and non-HQLA liquidity
  • Preserving customer franchise: Deposits management
  • Policy action checklist

The webinar series Balance Sheet Management through the Covid-19 stress event: a checklist guide program is  especially beneficial to:

  • ALCO members
  • Treasurers
  • CFO and staff
  • CRO and staff
  • EXCO members 
  • Liquidity Risk Managers 
  • Capital Planning Managers

Faculty

Moorad Choudhry

Professor Moorad Choudhry is an Independent Non-Executive Director on the Board of Recognise Financial Services Limited. He has over 30 years’ experience in the City of London and was latterly Treasurer, Corporate Banking Division at The Royal Bank of Scotland.   Moorad Choudhry is the former Chief Executive Officer of Habib Bank AG Zurich in London,…

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  • 3 days
  • € 199
  • Risk Management
  • English
  • NEW

Available dates

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Call us at +31 20 520 0160 or email us at [email protected].


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