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EUROBANKING 2009 Duesseldorf/ Mettmann |
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(Venue:
Hotel Gut Höhne, Mettmann) |
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Plenary Session |
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08:30 |
Opening address: Andree-Lise
Remy, Crédit Agricole SA, France - Eurobanking Secretary General & Petra
Münchau, WestLB AG, |
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08:45 |
Global
Financial Crisis: The Supervisory Perspective Dr.
Hans-Dieter Meinecke, Deutsche Bundesbank, Head of Regional Office Banks and
Financial Supervision, |
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09:30 |
Risk
Management in (Dis-)stressed Times Thomas Groß, WestLB
AG, CRO, Germany |
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10:15 |
Coffee Break |
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Stream A |
Stream B |
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Risk Control Session Leader: Sabine Detering |
Credit Risk Session Leader: Andrée-Lise Remy |
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10:45 |
Risk Adjusted Loan
Pricing in a Commercial Bank Susanne Kroiss,
Raiffeisen Zentralbank Österreich AG, Austria |
Stress-testing
German Banks under the Scenario of a Downturn in the Automobile Industry Martin Erdelmeier,
Deutsche Bundesbank, Germany |
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11:30 |
A
System of Provisioning in a Retail Bank Christian Krix,
readybank ag, Germany |
Credit Risk Modelling and Stress Testing: What
Lessons can we learn from the Christian
Schmieder, European Investment Bank, |
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12:15 |
The
RAROC Methodology applied to Commercial Banking Matthieu Brun, Caisse
Nationale des Caisses d’Epargne |
PD
Model Backtesting & Cyclicality Paul
Frenken, Phuong Lam & Erik Winands,, |
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13:00 |
Lunch |
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Kurt
Arnegger, Continua, |
New
Recipes for Estimating Default Intensities Alexander Baranovski
& Carsten von Lieres, WestLB AG, Germany |
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Strategic Management Session Leader: Jens Holten Larsen |
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15:00 |
Bank
Competition Efficiency in Europe: A Frontier Approach Wilko
Bolt, De Nederlandsche Bank, Netherlands |
Sylvain
Poeta, Crédit Agricole SA, |
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15:45 |
Coffee Break |
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Retail Credit Risk Session Leader: Sebastiaan van Westerop |
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16:15 |
Global
Financial Crisis and its Implications to Business Model and Risk Management
in Banking Janez
Barle, Nova Ljubljanska banka, Slowenia
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Concentration
Risk in Mortgage Portfolios Michel
Dietsch & Jean-Francois Foucher
& Adeline Vandaele, Caisse Nationale des Caisses d’Epargne,
France |
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17:00 |
Liquidity
Crisis and ALM Modelling Alexandre
Adam & Suong-thi Tram, BNPP, France
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Development
of Scorcards for Retail Banking Sabine
Detering, readybank ag, Germany |
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17:45 |
End of Presentations |
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Tuesday 19
May 2009 |
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Stream A |
Stream B |
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Strategic Management (continued) Session Leader: Jens Holten Larsen |
Tutorial Session Leader: Markus Westphalen |
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08:15 |
A
Numerical Approach to Bonus/ Malus Executive Compensation Plans Anton
Bossenbroek, ING, |
Structured
Interest Rate Products and Term Structure Modelling I Wolfgang Schmidt,
Frankfurt School of Finance & Management, Frankfurt |
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Insurance Session Leader: Diederik Fokkema |
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09:00 |
Calculating
Economic Capital for Trade Credit Insurance Marco van der Burgt,
Atradius, Netherlands |
Structured
Interest Rate Products and Term Structure Modelling II Wolfgang Schmidt,
Frankfurt School of Finance & Management, Frankfurt |
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09:45 |
Coffee
Break |
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Session Leader: Mladen Stariha |
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10:15 |
Basel
2 Model Governance Survey Tjeerd
Degenaar, Deloitte, Netherlands |
Structured
Interest Rate Products and Term Structure Modelling III Wolfgang Schmidt,
Frankfurt School of Finance & Management, Frankfurt |
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11:00 |
Sensitivity Analysis of the New Pien
Fransen, ING Nederland, Netherlands |
Structured
Interest Rate Products and Term Structure Modelling IV Wolfgang Schmidt,
Frankfurt School of Finance & Management, Frankfurt |
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Market Risk Session Leader: Per-Göran Persson |
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11:45 |
iRating
– Web Application for Evaluation Various Type Subjects Pavel
Finger, Czech |
Calibrating
Smile and Correlation in the Libor Market Model Peter
Caspers, WGZ Bank, |
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12:30 |
Lunch |
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Planning & Control |
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13:45 |
Harmonization
of Management Reporting in Nordea, Nordic Banking Lars
Soelberg, |
Switching
Dynamical Systems as a New Paradigm in the Interest Rate Modelling Alexander Baranovski
& Carsten von Lieres, WestLB AG; Germany |
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14:30 |
Identifying
Low Performers in Nordea Nordic Banking, Nordea, Norway Eivind
Ålerød & Edvard Klev, |
Management of
Structured Products Noureddine
El Hadj Braiek, Crédit Agricole SA, |
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15:15 |
End
of Presentations |
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Wednesday
20 May 2009 |
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Stream A |
Stream B |
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Plenary Session |
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08:30 |
Don’t
get squeezed by the Credit Crunch Michiel
Lodewijk & Diederik Fokkema, |
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09:15 |
A Mathematician
Challenges the Foundations of Modern Finance Mordecai Avriel, Bank
Hapoalim, Israel |
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Coffee
Break |
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Plenary Session |
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10:30 |
Anticipating
and Confronting “Black Swans” – A Panel Discussion Andree-Lise Remy, Crédit Agricole SA, France, Jens
Holten Larsen, Nordea, Denmark, Michiel Lodewijk, Deloitte, Netherlands,
Wolfgang Schmidt, Frankfurt School of Finance & Management, Germany |
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11:30 |
Final Review Eurobanking 2009, Andree-Lise Remy, Crédit Agricole SA, France -
Eurobanking Secretary General & Petra Münchau, WestLB AG, |
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11:50 |
Eurobanking 2010, Utrecht, Sebastiaan
van Westerop, Rabobank, Netherlands – Eurobanking Chairperson 2010 |
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12:15 |
Final
Lunch |
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Opening
of the Conference:
The Key Note Speakers: Dr. Hans
Dieter Meinecke (Deutsche Bundesbank) and Thomas Groß (CRO of WestLB)
During the Conference: Susanne Kroiss talking
about Risk Adjusted Loan Pricing and Antti Korhonen and Wolfgang Schmidt
discussing during the Tutorial about Structured Interest Rate Products
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