Redefining Stress Resilience in Banking

Banks can no longer rely solely on capital requirements as an indicator of the firm’s health. Credit Suisse and SVB both failed despite meeting or exceeding the minimum thresholds (CSFB’s LCR was 154%, SVB’s would have been 150%).

With ongoing discussions about increasing capital requirements in the aftermath of recent events, it's crucial to assess whether we're truly learning from past experiences.

Rather than fixating solely on capital and liquidity numbers, it's imperative to shift focus towards building robust capabilities to navigate through stress events.

Join Neville Roberts in this latest episode of Liquidity Talks as he speaks with Mark Crowhurst, Financial Risk Advisory, Baringa, to explore:
✅ Why there is over reliance on buffers as measures of banks’ ability to with stand stress.
✅ How capability will make you more resilient and dynamic as well as facilitating competitiveness and growth.
✅ What can you leverage now to support those capabilities.
✅ How should you think a