Recorded Webinar: Modelling Strategic Risk to strengthen Banks’ Pillar 2 capital by Khaliq Ali

About this Event

BTRM Thought Leadership Webinar: Modelling Strategic Risk to strengthen Banks’ Pillar 2 capital 

Presenter: Khaliq Ali: Manager - Group Strategic and Corporate Planning at First Citizens

According to regulatory guidelines, the ICAAP is intended to ensure that banks not only have adequate capital to support all material risks in their business, under stable and stressed market conditions; but also to enable use of enhanced risk management techniques in monitoring and managing these risks. Strategic risk may impact on the capital of banks if adverse decisions are made or inadequate attention is placed on implementation of Strategic initiatives. This presentation will explore the nature of Strategic risk; when and in what context does strategic risk impact on capital; tools and techniques for modelling this impact; and the governance around managing strategic risk.



1. ICAAP Context (5 mins)

2. Strategic Risk: Philosophy, what is it, and can how can it impact capital (15 mins)

3. Modelling Strategic Risk (25 mins)

4. Governance and Monitoring (5 mins)

5. Discussion and Q&A (10 mins)