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Patricia White

Independent Consultant and author, mentor and tutor for ALMA's Certificate in Bank ALM (CertBALM) qualification

Patricia is a senior banking risk professional who now leverages her experience to design and deliver training for practitioners on Treasury risks. 

From 2009-15 she headed the global risk team responsible for liquidity and IRRBB at Standard Chartered Bank. Prior to that she spent eight years at Santander UK, where she steered interest-rate and liquidity risks through the integration into the Santander Group risk framework and the Global Financial Crisis. She began her career at the Bank of England, firstly as an economist and later working on the development of prudential policy. 

Patricia was a member of the Committee of the UK Asset & Liability Management Association (ALMA) from 2007-14 and enjoys tutoring the Capital Management unit of ALMA's new CertBALM® qualification

Capital Management and Resilience in a COVID-19 World | Agenda

Agenda timing is in HKT/SGT

13:4514:00

Registration

10:00 - 11:00

14:0015:00

Capital requirements under Basel III

10:00 - 11:00

  • Raising the bar - quality of capital
  • Raising the bar – quantity of Capital 
     

15:0015:15

break

10:00 - 11:00

15:1516:15

Leverage and looking forward to Basel 3.1

10:00 - 11:00

  • Leverage Ratio and links to NSFR – making the balance sheet more resilient
  • Basel 3.1 Pillar 1 requirements
  • Basel 3.1 Output floor

16:1516:30

break

10:00 - 11:00

16:3017:30

IFRS9

10:00 - 11:00

  • IAS39
  • IFRS9 Expected Credit Loss requirements
  • Pro-cyclicality and impact of Covid-19 

17:3017:30

End of Day 1

10:00 - 11:00

14:0015:00

Effective recovery planning

10:00 - 11:00

  • EWIs and links to risk appetite
  • Credible management actions
  • Fire drills – building institutional muscle memory

15:0015:15

break

10:00 - 11:00

15:1516:15

Resolution planning

10:00 - 11:00

  • Resolution tools
  • Barriers to resolution
  • SPE vs MPE and impact on capital management

16:1516:30

break

10:00 - 11:00

16:3017:30

Meeting TLAC requirements

10:00 - 11:00

  • TLAC requirements
  • Contractual, statutory and structural subordination 
  • Who has to comply with TLAC on each subsidiary level?

17:3017:30

End of Day 2

10:00 - 11:00

14:0015:00

Stress testing capital

10:00 - 11:00

  • What do the latest PRA and CCAR stress tests results mean?
  • Scenario analysis
  • Acute vs chronic stress scenarios

15:0015:15

break

10:00 - 11:00

15:1516:15

Optimising Returns in a Covid world

10:00 - 11:00

  • Challenge of Covid on returns on equity
  • Challenge of low or negative interest rates

16:1516:15

End of course

10:00 - 11:00