About this learning event

This online course will introduce the methodology of Bank Business Model Analysis (BBMA), within the context of banking supervision and Supervisory Review and Evaluation Process. We will look into the regulatory and supervisory guidelines provided by the EBA and the ECB.

We will focus on the aspects that help supervisors better understand the functioning of a bank in a forward-looking manner. We will discuss hands-on supervisory experience and practices and supervisors' interaction with commercial banks and their challenging role in banks' forecasts to assess their long-term sustainability.

We will discuss tools used for BBMA and discuss integration of climate risks within banks business projections.

The course will be delivered through a set of three webinars that will last up to 90 minutes and a shorter introductory webinar. The sessions are designed to be interactive and will allow floor for discussions and working on challenges. Active participation is expected at all parts of the course. Participants are to be equipped with steady internet connection as well as sound and microphone.

• Webinar 1 (September 21, 10:00-10:30) – opening session, getting to know each other and going through the course
• Webinar 2 (September 23, 10:00-11:30) – introduction to BMA framework and practices and integration within SREP, methodological approach, ECB regulatory and supervisory guidelines, selected examples
• Webinar 3 (September 28, 10:00-11:30) – tools used for BMA and practical questions, on-site risk-based supervisory experience and challenges, Dutch examples of climate risks integration into business models, examples how banks perform their own assessments
• Webinar 4 (September 30, 10:00-11:30) – discussions with participants on practical questions and on their practical experience with BMA

Who should attend

Representatives of banking regulation and supervision departments at central banks and financial supervisory authorities.

Faculty

This online course will be delivered by:

• Maria José Romero Rico, European Central Bank

Mariajo joined the ECB in 2014 as Head of Section in what was then DG Micro-Supervision 1. Previously she had been working at the Bank of Spain for fourteen years, the last six years as Team Lead supervising one of the largest institutions in the country. Prior to joining the Bank of Spain, she had worked in the private sector in several positions. On joining the ECB in 2014, Mariajo was coordinating the supervision of two large banks, then moved in 2016 as Adviser to lead horizontal projects related, among others, to business model, accounting, risk identification and benchmarking of biggest institutions. In 2021, with the SSM reorganization, she was appointed Adviser in the Business Model and Capital Division in DG Horizontal Line Supervision and has worked until now in this capacity, coordinating the work on business model and financial conglomerates on aspects such as the on-going monitoring of profitability of significant institutions, the assessment of banks’ forecasts, the SREP or digitalization. Mariajo holds a master degree in Economics from the University Carlos III of Madrid.

• Silvia Gnecchi, European Central Bank

With over 14 years of professional experience, Silvia currently works in the Horizontal Assessment Directorate in the division in charge of business model, capital adequacy and crisis management topics. In this capacity, she focuses on business model topics, including aspects related to SREP, supervisory actions, digitalization and climate risk. Silvia started in investment banking covering financial institutions clients and then moved to banking supervision in Banca d’Italia. She joined the ECB in 2014 to work in the Comprehensive assessment and worked in line supervision until the end of 2020. 

• Michiel van der Staaij, Dutch Central Bank

Partners

This learning initiative was supported by: