31st Annual Conference Bordeaux Cyprus, May 18-21 2003
Lecanau, Bordeaux Hotel
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Eurobanking Bordeaux 2003 31st Annual Conference Bordeaux Cyprus, May 18-21 2003 Lecanau, Bordeaux Hotel |
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Sunday 18th May |
6.00 |
Delegate & Partner Registration and Welcome |
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7.00 |
Opening address: Antoine Frachot and François Longin, Chairman Eurobanking 2003 Antti Korhonen, Secretary-General Eurobanking |
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7.30 - |
Dinner |
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Mon 19th May 2003
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8.30 |
Plenary Session. Session Leaders: Antoine Frachot & François Longin Helyette Geman, Prof. of finance at the University of Dauphine (Paris) |
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9.45 |
Coffee Break |
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Stream A |
Stream B |
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Session: Planning & Control. Session Leader: Susanne Kroiss |
Session: Credit Risk I. Session Leader: Sandor Szalai |
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10.15 |
Nordea – Erik Palmen: Self Assessment: a flexible and powerful component of the toolkit for managing your bank. Finland |
WestLB AG - Petra Münchau: Country Rating in the Context of Basel II. Germany |
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11.00 |
HSBC-CCF – François Longin and Gautier Martin: Measuring the operational risk of fund valuation companies. France |
ING – Marco van der Burgt: Calculating Transfer Risk Economic Capital for an Emerging Market Portfolio by Monte-Carlo Simulation. Netherlands |
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11.45 |
SEB – Anders Blommé: Quantifying Operational Risk as part of Capital Allocation and the new Basel Accord. Sweden |
ING – Peter-Paul Hoogbruin, Jereon de Smet and Viktor Tchistiakov: Credit Risk Measurement of Securitisation Structures. Netherlands. |
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12.30 |
Lunch |
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2.00 |
Rijecka banka – Mirna Segota: ATMs and cash management. Croatia |
Crédit Lyonnais – David Kurtz: Hedging Credit Derivatives. France |
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2.45 |
UBS – Bruce McLean Forrest: Continuous linked settlement. Switzerland |
WestLB – Wolfgang Schmidt: Modeling Default Dependence with Threshold Models. Germany |
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3.30 |
Crédit Lyonnais – Laurent Michel and Bruno Vial: Automatic pre-approval of credit lines for the retail market. France |
De Nederlandsche Bank – Iman van Lelyveld and Jaap Bikker: How risky are financial conglomerates? Netherlands |
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4.15 |
De Nederlandsche Bank – Wilko Bolt and Xander Tieman: Strategies for payment card schemes: the case of the Netherlands. Netherlands |
Danske Bank – Susanne Jorgen: Liquidity risk modeling. Denmark |
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Dinner in Hotel |
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Tue 20th May 2003
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8.30 – 10.30 |
Plenary Session - Discussion topic - Regulation Jean-François Boulier (Credit Lyonnais), Tom Conlon (Bank of Ireland), Elias Halamandaris (National Bank of Greece), |
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Coffee Break |
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Session: Distribution Channels. Session Leader: Tom Conlon |
Session: Credit Risk II. Session Leader: Jean-François Longin |
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11.00 |
Nordea – Henri Nummisalo: Internet enabling the sales process in the financial markets. Finland |
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11.45 |
APACS – Richard Martin: Mobile Commerce in UK. United Kingdom |
UBS – Alan Pitts and Karl Rappl: Modelling default correlation in credit portfolios. Switzerland |
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12.30 |
Lunch |
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Stream A |
Stream B |
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Session: Strategic Management and Marketing Session Leader: Georges Matthews |
Session: Basel II Session Leader: Diederik Fokkema |
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2.00 |
UBS – Georges Pastrana and Per-Göran Persson: Cross-currency and cross-strategy comparisons of valuation multiples. Switzerland |
ABN-AMRO – Bram Warmenhoven: Segmenting the Basel II Retail Exposure of the Dutch mortgage portfolio of ABN AMRO. Netherlands |
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2.45 |
Raiffeisen Zentralbank Österreich AG – Suzanne Kroiss: Standard unit costs - a good method to increase efficiency. Austria |
Rabobank – Moncef Boughanmi and Estelle Jonkergouw: Implementing a Basel II-compliant Economic Capital Framework – Some Practical Aspects. Netherlands |
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3.30 |
National Bank of Greece – Elias Halamandaris, Bradford U. School of Management – John Sparkes: Market research and marketing strategy implications. Greece |
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5.00 |
Agassac Castle and Gala Dinner |
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Wed 21tst May 2003 |
07.30-9.00 am |
Executive Committee Meeting (Working Breakfast) |
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Session: Portfolio Management. Session Leader: Antti Korhonen |
Session: Asset Liability Management. Session Leader: Petra Munchau |
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9.30 |
Kaupthing Sofi – Hannu Kahra: Strategic asset allocation when expected returns are predictable. Finland |
HSBC-CCF – Daad Abou Saleh, Vincent Lacoste and François Longin: Term Capital-Guaranteed Fund Management: the Option Method vs The Cushion Method. France |
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10.15 |
Landesbank Baden-Wuerttemberg – Jens Minnemann: Modern Pricing Strategies in the Private Banking Sector. Germany |
ECGD – Bajul Shah: Prepayment of fixed rate credit issues and experiences. UK |
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11.00 |
Coffee Break |
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12.00 |
Eurobanking 2004 Budapest - Preview |
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12.30 |
Final Lunch |
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