Languages: English, French
Jean-Bernard Caen has more than 25 years’ experience in risk, regulation and finance within the banking industry. As an expert on Risk and Finance issues, he contributes actively to improve banks responses to their evolving regulatory and financial environment. This includes upgrading processes such as capital allocation, ALM, funds transfer pricing, RAROC, and dynamic provisioning (IFRS 9). He also works on regulatory matters and technological evolutions.
Until recently, for 12 years, he was in charge of Economic Capital and Basel 2/3 Pillar 2 for a global systemic institution, Dexia; as such he worked on capital allocation, risk appetite and budgeting as well as on macro-prudential regulation, sovereign and systemic risk.
Before that, also for 12 years, he was CEO of FTM, a management consulting firm that he founded, specialized in enhancing the shareholder value of financial institutions.
An MIT alumni, Jean-Bernard is an experienced banker, senior lecturer, writer of reference articles, teacher in Risk and Finance matters and executive in a number of professional associations.
About the training
The purpose of this seminar is to give you a clear understanding of what is banks capital and how to use it to create value. Banks are currently managed using two desynchronized steering wheels: The regulatory framework that ignores profitability, and the accounting framework that – until recently – ignores risk. Economic Capital and IFRS 9, increasing competition from FinTechs and the need for a better servicing of the economy are promoting a review of how banks manage their capital. This seminar clarifies for you the issues and the practical ways to handle them. The three days are articulated as follows: On day 1, we clarify the nature of capital and its articulation with risk and return; On day 2, we learn how to measure economic risks so that the results are usable both for micro- and macro-management decision support; On day 3 we enter the internal mechanics of transferring funds and risks within the bank and still retaining the coherence required for proper performance assessment and the support of management actions.
Understanding the role of banks capital
Articulating capital, risk and return
Risk identification, measurement and aggregation
Regulatory and Economic Capital assessment
Internal Funds and Risk Transfer Pricing
Forward-Looking View and Capital Allocation to businesses
Risk-Adjusted Performance Measurement and Monitoring
Day 1: The nature of capital and its articulation with risk and return
Day 2: How to measure economic risks so that the results are usable both for micro- and macro-management decision support
Day 3: The internal mechanics of transferring funds and risks within the bank
The internal mechanics of transferring funds and risks within the bank
More trainings of the trainerCredit risk and IFRS 9 Workshop: A review of credit risk in light of the recent IFRS 9 standard Financial Risk Management: What are the principles and mechanisms of Risk Mangement in banks?