Banking
Prudential Regulatory Developments with Respect to Financial Risk Management
In this webinar hosted by Banking Virtual Forum (BVF) held on 28 October 2025, the speakers will provide an overview of the key changes to the capital requirements for banks under finalized Basel III – their background, implications and considerations going forward.
Speakers: Monique de Waal and Stephen Scott
Moderator: Michael Tichareva
Banking
An Actuarial Practice Guide to The Internal Capital Adequacy Assessment Process (ICAAP)
The fundamental question that the Internal Capital Adequacy Assessment Process or ICAAP seeks to address is: “Will the board be able to distribute its forecasted dividend payout to ordinary shareholders, whilst meeting its regulatory constraints (across capital, liquidity, funding and leverage)?” In order to address this question, the bank must assess the Institutions:
• Business model and operating environment
• Material risk profile
• Risk Appetite statement
• Capital planning and forecasting
• Enterprise-Wide Stress Testing (EWST); and
• Management action (risk mitigation plan)
to provide a sufficient level of assurance to The Board that the Institution’s reputation will be preserved in-light of the forward-looking market disclosure.
Members Only
Banking
ESG Risk – Learnings from the Banks
ESG Risk – Learnings from the Banks
As global stakeholders intensify their focus on environmental, social, and governance (ESG) performance, financial institutions are emerging as both catalysts and case studies in the ESG transition journey. This webinar, "ESG Risk: Learnings from the Banks", explores how leading banks have navigated the complex shift from ESG intention to execution. Drawing on real-world strategies, governance structures, and disclosure practices, we will unpack key lessons from the sector—ranging from integrating ESG risk into credit assessment and capital allocation to tackling data gaps and aligning with regulatory frameworks like the ISSB and EBA Guidelines. Join us to uncover what the banks have done right, where challenges remain, and what these insights mean for your organization’s ESG roadmap.
Speakers: Andries Schutte and Lizette Strauss
As global stakeholders intensify their focus on environmental, social, and governance (ESG) performance, financial institutions are emerging as both catalysts and case studies in the ESG transition journey. This webinar, "ESG Risk: Learnings from the Banks", explores how leading banks have navigated the complex shift from ESG intention to execution. Drawing on real-world strategies, governance structures, and disclosure practices, we will unpack key lessons from the sector—ranging from integrating ESG risk into credit assessment and capital allocation to tackling data gaps and aligning with regulatory frameworks like the ISSB and EBA Guidelines. Join us to uncover what the banks have done right, where challenges remain, and what these insights mean for your organization’s ESG roadmap.
Speakers: Andries Schutte and Lizette Strauss
Banking
Operational Resilience in the Financial Sector: Practical Guidance
This webinar offers practical guidance and recommendations to help UK-based financial institutions (UKFIs) implement the Operational Resilience guidelines.
The scope includes addressing issues related to the following:
- Overview the latest equivalent operational resilience guidance in other countries and internationally.
- Identify key issues related to risk culture, risk appetite, information technology, tolerance setting, risk modelling, scenario planning and customer-oriented OR.
- Identify a framework for an OR plan based on a thorough understanding of these parameters; design and implement an OR maturity dashboard.
- Recommendations for further action, including enhanced controls and operational risk management frameworks.
Banking
Market Risk Management in Banking – Part 2
Part 2: Unlocking New Horizons: Actuaries Beyond Insurance and Pensions The Fundamental Review of the Trading Book (FRTB) was introduced by the Basel Committee on Banking Supervision (BCBS) in the years following the Great Financial Crisis of 2007-2009. Its aim was to revamp the approach to calculating market risk-based capital requirements for trading activities.
This two-part webinar series provides an opportunity to learn about market risk management in banking, how actuaries can assist with market risk measurement, and an introduction to the Basel III FRTB regulation. The series also presents a hypothetical case study for calculating market risk capital under the FRTB's standardized approach, which is the default market capital requirement for all banks within its scope.
Banking
Market Risk Management in Banking – Part 1
Part 1: Unlocking New Horizons: Actuaries Beyond Insurance and Pensions The Fundamental Review of the Trading Book (FRTB) was introduced by the Basel Committee on Banking Supervision (BCBS) in the years following the Great Financial Crisis of 2007-2009. Its aim was to revamp the approach to calculating market risk-based capital requirements for trading activities.
This two-part webinar series provides an opportunity to learn about market risk management in banking, how actuaries can assist with market risk measurement, and an introduction to the Basel III FRTB regulation. The series also presents a hypothetical case study for calculating market risk capital under the FRTB's standardized approach, which is the default market capital requirement for all banks within its scope.