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Eurobanking 2011 Vienna, Austria May 22-25 2011. European Working Group on Quantitative Analysis in Financial Services

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

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