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How can banks reduce regulatory risk capital in volatile markets?

28 June 2022 | Webinar

How can banks reduce regulatory risk capital in volatile markets?

Recent events have reminded us that markets can be volatile: high inflation, increasing interest rates, falling equity, and widening credit spreads. This market environment exacerbates the challenge that banks face in managing their regulatory risk capital.

Join our webinar where experts from S&P Global Market Intelligence will drill into the regulatory risk capital framework and explain where savings can be made.

Topics to be covered:

• Overview of regulatory risk capital framework
• What parts of the framework react to volatile markets: CCR, CVA & Market Risk?
• How can banks reduce regulatory risk capital?
• How to future proof your book with pre-deal capital analysis & KVA

Webinar Details:

Date: Tuesday, 28 June

Time: 10 am EDT / 3pm BST

Duration: 30 Minutes

Speakers

Allan Cowan Ph.D.

Global Head, Data Analytics, Financial Risk Analytics S&P Global Market Intelligence

Stuart Nield, Ph.D.

Global Head of Product, Financial Risk Analytics S&P Global Market Intelligence

Samuele Marello

Executive Director, Business Development, Financial Risk Analytics S&P Global Market Intelligence

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