Focus on the Risk management of African central 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

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.

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.