Agenda

Agenda

Agenda

02:0003:00

Update on the macro landscape and how this impacts RRP

02:00 - 03:00

Martin Gray

Senior Legal Adviser

Bank of Ireland

03:0003:15

Break

03:00 - 03:15

03:1504:15

Establishing core elements of recovery planning

03:15 - 04:15

  • Identifying critical functions   
  • Ensuring use of a range of scenarios  
  • RRP playbooks development and testing process  
  • How to develop a comprehensive suite of recovery options  
  • Governance of recovery planning  
  • Solvent wind down planning in support of recovery and resolvability
  • Linking risk and recovery management with risk appetite framework
Samir Jamal

Principal consultant

Hansuke Consulting

02:0003:00

Effective resolution planning

02:00 - 03:00

  • Objectives of resolution planning
  • Key elements of a resolution plan  
  • Reviewing the plan  
  • Cross-border resolution planning process   
  • Resolvability assessment  
  • Is MREL part of the resolution plan?
Monika Mars

Founder and managing director

MM Risk Advisory Services

03:0003:15

Break

03:00 - 03:15

03:1504:15

Embedding RRP

03:15 - 04:15

  • Integrating recovery and resolution into bank procedures   
  • The coordination of management, governance and communication  
  • Role of an overarching master playbook and other tools
  • Best practice approaches to internal communications  
  • How to relate to other regulations  
  • Assurance and testing of capabilities, fire drills and simulations
Alicia Sanchis Arellano

Head of crisis, recovery and resolution planning

Santander

02:0003:00

Valuation and resolution

02:00 - 03:00

  • EBA handbook
  • Valuations SoP
  • Regulatory technical standards
  • Documenting valuation capabilities  
  • Tool specific considerations
  • Firm capabilities in business as usual  
  • Testing and review ahead of implementation date
Simon Tweddle

Principal consultant and founder

Risk Shapes

Damon Flaxbeard

Senior consultant

Risk Shapes

03:0003:15

Break

03:00 - 03:15

03:1504:15

Funding and resolution

03:15 - 04:15

  • Loss absorbing capacity build-up: market dynamics and issuance review
  • BRRD 2: evolutions and remaining challenges for MREL and TLAC
  • Resolution funding:  Role played by central bank and importance of public backstop
  • Liquidity and capital at legal entity level -potential waivers and fungibility
Gilles Renaudiere

Director, Capital Products

BNP Paribas

Gilles Renaudière is a Senior Structurer in BNP Paribas' Capital Products team, focussing on the structuring of banks and insurance companies' hybrid and TLAC instruments globally, as well as on the impact on financial institutions of broader regulatory capital developments.

As part of his role, Gilles liaises very closely with financial institution issuers, bond investors, rating agencies and regulatory bodies, balancing the interests of all stakeholders in order to advise his clients on optimal capital structures and the instruments available to meet the capital requirements of the new regulatory regime.

Prior to joining BNP Paribas in 2014, Gilles spent 8 years at UBS where he started his career in the Capital solutions team. He then held positions in the FIG Benelux (2005-2007) and Nordic teams (2007-2013)

Gilles graduated from Imperial College with a MSci in Mathematics and Computing, and holds a Master in Management diploma from HEC Paris

 

02:0003:00

Impediments to resolution

02:00 - 03:00

  • Impediments that need remediation
  • Mapping services to critical economic functions  
  • Operational continuity assessments  
  • Operational subsidiarisation  
  • Proposed future expansion of OCIR requirements
  • Impacts on operational continuity
Samir Jamal

Principal consultant

Hansuke Consulting

03:0003:15

Break

03:00 - 03:15

03:1504:15

Embedding RRP: The coordination of management, governance and communication

03:15 - 04:15

Christina Kish

resolutions and recovery

Standard Chartered