V Breakfast Conference

Welcome remarks and introduction

Capital management and regulatory framework on risk appetite, stress tests and ICAAP.

• Impact of regulatory requirements on capital management
• Aligning risk appetite with minimum capital requirements
• Best practices in scenario design and stress testing
• Aspects to consider in the self-assessment of capital adequacy

Regulatory adjustments for integrated risk management and the adequacy and quality of economic capital:

• Supervisor’s expectations on the adequacy and quality of capital at financial institutions.
• Consideration of material risks beyond Basel Pillar I.
• Determination of economic capital based on the institution’s risk profile and business dynamics in accordance with its strategic objectives.
• Implications of stress test models for economic capital and expected loss estimates.

Closing remarks