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Eurobanking 2011

Vienna, Austria May 22-25 2011.

European Working Group on Quantitative Analysis in Financial Services

About Eurobanking 2011

PowerPoint presentation about the conference, the venue, the city (as presented at Eurobanking 2010).  Click here 

Venue

Raiffeisen Bank International AG (RBI).  Vienna, Austria

Host Eurobanking 2011 will be hosted by Raiffeisen Bank International AG (RBI).  Vienna, Austria link.
Call for Papers Click here for the call for papers. The call for papers includes Eurobanking recommendations on format, style and preferred content areas. A template for abstracts can be found here. The deadline for submission of abstracts of proposed papers is 31st October 2010. There is limited room for later contributions.
Conference Program click here
Partner’s and Social Programme click here
Conference Fees The conference fee for delegates is 480 EUR, for partners 240 EUR.
Rgistration form Please download the register form (doc type) here
Rgistration online click here
Information: The abstracts to all the presentations can be seen on our Eurobanking Management Information System website click here
and Choose “Delegates” and “Abstracts View”

Conference Program        




Eurobanking 2011

Vienna, Austria, May 22-25, 2011


European Working Group on Quantitative Analysis in Financial Services



Sunday 22 May 2011

15.30 Eurobanking 2011 Registration desk opened (15.30-18.30) - Raiffeisen Bank International AG - lobby

17.00 Eurobanking Executive Committee Meeting (National Coordinators and Advisory Board Members only) (17.00-18.30) - RBI Room 3

19.00 Welcome dinner - Restaurant Pfudl - Dinner with Partners


Monday, 23 May 2011


8:00 Registration for people arriving on Monday & coffee (8:00-8:30) at vestibul

Plenary (Room 3)

8:30 Opening address: Susanne Kroiß

8:45 Basel III: Consequences for Banks and Real Economy

DDr. Gerhard Tanew, Senior Advisor to the Board, Raiffeisen Bank International AG

9:45 The impact of solvency 2 on asset management in banking and insurance

Markus Braun, Board Member, ALIZEE Investment AG

10:45 Coffee Break

Stream A (Room 2) Stream B (Room 3)

Session 1A: Marketing (session leader: Kurt Arnegger) Session 1B: Retail banking - Credit Risk (session leader: Sebastiaan van Westerop )

11:15 Key Success factors: Innovativeness of banks and insurers in Slovenia Estimation of the impacts of macro-economic variables on default rate

Mojca Nekrep, Ph.D., Nova KBM Group Steeve Assouan, Sylvain Delon, Crédit Agricole S.A.

Session 2A: Asset & Liability management (session leader: Kenneth Xian)

12:00 Building countercyclical buffers : a distinctive feature of commercial banks Infinitesimal generator - suitable tool for PD estimation

Michel Dietsch, BPCE - Adeline Vandaele, BPCE Pavel Finger, CCB-Czech Credit Bureau

12:45 Lunch

Session 2A: Asset & Liability management ongoing (session leader: Kenneth Xian) Session 1B: Retail banking - Credit Risk ongoing (session leader: S. van Westerop )

13:45 Yield- and Forward curve modeling Developing a scoring tool with a polytomous model (pros and cons)

Bas Mijnen and ZhuonaiZhang, Rabobank Netherlands Julia Robert, Crédit Agricole S.A.

14:30 Impact of bad loans on refinancing management Experiences on Validation of PD rating systems

Matthieu Boyer, Samir Laarif , BNP Paribas Personal Finance Claudia Gregor-Lawrenz,Patrick Haverkate , West LB

15:15 Coffee Break

Session 2A: Asset & Liability management ongoing (session leader: Kenneth Xian) Session 2B: Basel II Credit Risk - ICAAP (session leader: Pavel Finger)

15:45 Hedge of inflation risk in ALM Credit Spread Dynamics in First Passage Time Models

Karim Mzoughi & Ernesto Palidda, Crédit Agricole S.A. Wolfgang Schmidt , Frankfurt-School of Finance & Management

16:30 Looking for optimal hedging strategy of deposits Challenges in implementing ICAAP

Thibaut de Roquemaurel, BNP Paribas Birgit Steiger, OeNB


17:15 End of presentations

17:25 Social program incl. dinner


Tuesday, 24 May 2011


Plenary (Room 3)

8:30 From Pure Growth Driver to Central Tool of Integrated Corporate Finance Strategy

Dr. Wolfgang Putschek, Board Member, Raiffeisen Investment AG
9:30 Approach of an Integrated Liquidity & Risk Management


MMag. Markus Seifert, Senior Manager, Deloitte


10:15 Coffee Break

Stream A (Room 2) Stream B (Room 3)

Session 3A: Planning & Controlling (session leader: Lars Soelberg ) Session 3B: Basel II Credit risk (session leader: Per-Göran Persson)

10:45 Financial crisis: lessons learned for banks and their controllers? A two-step approach to shadow rating

Gerhard Hirtt, Raiffeisen Bank International AG Ulrich Daun, Atradius Credit Insurance

11:30 Modelling KPIs in Contact Center Convexity Adjustments for the ASFR model

Mirna Šegota, Erste & Steiermärkische Bank D.D. Peter Caspers, IKB Deutsche Industriebank AG

12:15 Implementing a new management accounting system -Opportunities and threats Increasing objectivity in assessment of margins for uncertainty for credit risk models.

Evelyne Bamesberger, RZB AG Erik Paul van Klaveren, Hans Heintz, Hans van 't Zand

13:00 Lunch

Session 3A: Planning & Controlling ongoing(session leader: Lars Soelberg ) Session 3B: Basel II Credit risk ongoing (session leader: Per-Göran Persson)

14:15 Bank profitability during recessions Topics in rating review

Wilko Bolt, De Nederlandsche Bank Anders Dybdahl Bluhme, Danske Bank

Session 4A: Capital Markets (session leader: Petra Münchau )

15:00 Perspectives from the Danish Mortgage Market – regulation, borrowers and lenders Name concentration in Basel II credit risk capital model

Christian Weinreich, Nykredit A/S Jasper Hommels, Rabobank

15:45 Assessing long term debt dynamics and consolidation needs of Euro area countries The Challenges of Basel III for the Czech banking sector

Gottfried Steindl, Raiffeisen Bank International AG Prof. Michal Mejstrík, Dr. Petr Teplý , Institute of Economic Studies, Charles University in Prague

16:30 End of presentations

17:00 Social program incl. dinner


Wednesday, 25 May 2011


7:30 Eurobanking Executive Committee Meeting (National Co-ordinators and Advisory Board Members only)

Plenary (Room 3)

9:15 The European Payment Landscape - an update

Günther Gall, Head of Division Transaction Services, Raiffeisen Bank International AG

10:15 Panel dicussion: 'Paradigm Shift' - or 'just another crisis'


11:15 Final Review Eurobanking 2011 Susanne Kroiß

11:30 Eurobanking 2012 Mladen Stariha

12:00 Final Lunch at Sky Conference





Eurobanking 2011

Vienna, Austria, May 22-25, 2011



Partner's and Social Programme




Sunday 22 May 2011

15:30 Registration desk opened  (15.30-18.30) - Raiffeisen Bank International AG - lobby

19:00 Dinner at Restaurant Pfudl


Monday 23 May 2011

9:00 Excursion to the Wachau including lunch

World heritage site by UNESCO and famous wine growing districkt

17:15 Excursion to the Museum of Natural History

Vienna from the top, seen fron the roof of the Museum

afterwards Dinner at the Museumsquatier - Glacis Beisl


Tuesday 24 May 2011

9:00 Special excursion to the City of Vienna

Free afternoon

17:00 Excursion to the Monastery of Klosterneuburg

afterwards Dinner at the Gastmeierei


Wednesday 25 May 2011

Free morning

12:00 Lunch at the Sky Conference,  Raiffeisen Bank International AG

Contacting Eurobanking

Secretary General:  Mr M Stariha (Mladen), Nova Kreditna banka Maribor d.d. Tivolska 48, SI-1000 Ljubljana, Slovenia, Tel.: : +386 1 620 3000     e-mail: eurobanking.secretary.general@gmail.com
Chairperson: S Kroiss (Susanne), Raiffeisen Bank International AG (RBI). , P.O. Box 50, A1011 Vienna,  Austria Tel.: :+43-664-8888-1418     e-mail: susanne.kroiss@rbinternational.com
Click here for Your National Eurobanking Co-ordinator