ICAAP & Stress Testing for Investment Firms - 9th Annual Practitioners' Forum

• Duarte Delgado, FCA on Newly Released CP19/20: adequate financial resources
• Update on New Prudential Regime for Investment Firms
• Stress and Reverse Stress Testing struggle points
• Wind-Down Planning financial and operational elements
• SREP Reviews preparation and management experience
• Liquidity Framework and stress testing common faults
• Capturing Operational Resilience and emerging risks 
• SMCR, Culture, Governance and Use Test  
• Current ICAAP, SREP Feedback, Section 166 themes

Opportunities for Wind-Down Planning Enhancements to Financial and Operational Elements

• Brian Thornhill, Associate Director, Deloitte
  

Embedding and Evidencing SMCR, Culture, Governance and Use Test in the Context of ICAAP

• Fiona Raistrick, Partner, BDO

How and Where Liquidity Frameworks, Stress Tests and Links to ICAAP are Falling Short of Expectations

• Oivind Andresen, Director – Risk Advisory, BDO

Capturing Operational Resilience and other Emerging Risks within the ICAAP Process

• Anthony Ma, Associate Director, Grant Thornton

Implications of the Recent FCA CP19/20 on BAU Business Model, Stress Environment and Reverse Stress Testing Links

• XTX Markets - Fidelity International - Deloitte

Advisory Firms: Current ICAAP Expectations, Section 166 Themes and Future Direction for Capital Requirements

• EY - PWC - BDO - Grant Thornton and others...

Practical Experience Gained Preparing for and Managing ICAAP & SREP Reviews

• Blackrock - Vanguard Asset Management - BGC Partners / GFI Group / Cantor Fitzgerald - FNZ - Hargreaves Lansdown

------------------------------------------------

Adding Practical Value

Embedding Stress Testing & ICAAP into Business Strategy & Management

within Investment Firms

------------------------------------------------

Andrew Brand, Head of Operational Risk, XTX Markets

Andrew has many years of hands-on risk management experience. He is Head of Operational Risk at XTX Markets, having previously performed a similar role at Close Brothers. Prior to that he spent eight years at Threadneedle Investments where, as Enterprise Risk Manager, he was responsible for both internal and external risk reporting. He was also responsible for Basel and ICAAP implementation, leading the team that designed and implemented the firm’s regulatory risk framework.

This workshop is designed to be participate throughout. The agenda will combine key formal presentations, case studies and syndicate discussion sessions. There will be ample opportunity for delegates to benchmark experiences with industry peers and raise issues of most concern to their organisation, either confidentially or in open session.

Registration: 9.00am - Workshop Start: 9:30am - Workshop Close: 4.30pm