Capital Planning Frameworks in a Shifting Rate & Policy Environment – PANEL DISCUSSION

Exploring how banks are recalibrating capital planning frameworks to remain decision-useful amid sustained rate volatility, central bank tightening, and macro-prudential uncertainty.

• Embedding prolonged rate volatility and policy divergence into capital stress testing and planning cycles
• Incorporating macro-prudential shifts and supervisory overlays into ALM and RWA frameworks
• Managing cross-jurisdictional capital expectations, buffers, and regulatory constraints
• Translating capital stress outcomes into balance-sheet optimisation, pricing, and provisioning decisions
• Aligning treasury, CRO and finance functions to support board-level capital strategy and deployment