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PERSPECTIVE

Capital Management Using Stress Testing

Market volatility and its impact on capital from regulatory and economic perspective

AVAILABLE FINANCIAL RESOURCES, REGULATORY CAPITAL, ECONOMIC CAPITAL

PERSPECTIVE

ICAAP - A Modelled Approach

How to move from approximation based capital quantification to a modelled ICAAP approach

RISK TAXONOMY, MATERIALITY, ICAAP

PERSPECTIVE

Value Creation in Retail Credit Business

Credit processes design and enhancement

CREDIT RISK, PROCESS REDESIGN

CASE STUDIES

Small Business Lending: A Benchmarking Report

Best practice benchmarking on Small Business lending from 5 regions and over 40 banks

SMALL BUSINESS, LENDING, CREDIT BUSINESS

PERSPECTIVE

Capital Optimization by Adjusting the Risk Weights and Improving Loan Pricing

Improve capital position by tactical reduction in risk-weighted assets

RWA, OPTIMIZATION, CAPITAL

CASE STUDIES

Treasury: Benchmarking Funds Transfer Pricing Best Practice

Best practice approach covering FTP practices

TRANSFER PRICING, LIQUIDITY ADJUSTMENT, CONTINGENT LIQUIDITY

PERSPECTIVE

Best Practice: Design and Development of Credit Scorecards

Best Practices Customization: Design and Development of Credit Scorecards Covering Retail and Wholesale Portfolios

SCORECARDS, RISK MEASUREMENT

CASE STUDIES

How an Ontario-based credit union gives supervisors an increased level of confidence in its capital position by using BBA's ECAPLeader

Best practice ICAAP models covering material risks

ECONOMIC CAPITAL, CAPITAL REQUIREMENT, MINIMUM CAPITAL, RISK PROFILE

CASE STUDIES

How to develop hurdle rate for loan pricing

A RAROC that is above the hurdle rate creates value for shareholders, whereas RAROC below the hurdle rate destroys value

RAROC, RISK-BASED PRICING, HURDLE RATE, ECONOMIC CAPITAL

PERSPECTIVE

Designing Performance KPI’s for Relationship Managers in Corporate and Commercial Banks

Assign KPI's, offer incentives to corporate and commercial bankers using international best practices

CORPORATE BANK, COMMERCIAL BANK, CREDIT, KPI, BALANCED SCORECARD