Banks’ Stress Testing: Linking Credit Risk Capital and Liquidity Requirements
November 24 | 10:00 - 11:30 WAT > VIEW REPLAY
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
- How to manage liquidity risk under regulatory constraints
- 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
Model Risk Challenges and Best Practices for Implementing an Effective Model Validation Framework
December 2 | 10:00 - 11:15 WAT > REGISTER NOW
Join RIMAN and Moody’s Analytics experts, as they share insights on how institutions can set up an effective model validation framework and governance for model life cycle management.
In this webinar our panel of speakers will be discussing:
Biyi Olagbami, CRM, The Chief Risk Officer, Ecobank
Metin Epozdemir, Director - Solutions Specialist, Moody's Analytics
Armen Mirzoyan, Senior Economist, Moody's Analytics