Maribor, Slovenia
May 18-21 2008
| Eurobanking 2008 Maribor, Slovenia May 18-21 2008 |
The slides and text of certain presentations are available for download where indicated below. |
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Conference Program below Click here for conference pictures |
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| Sunday 18 May 2008 |
Conference Banquet at Strmol Castle |
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| 15.00 | Eurobanking 2008 Registration desk opened (15.00-19.00) | ||
| 17.00 | Eurobanking Executive Committee Meeting (Strategic Meeting - National Coordinators and Advisory Board Members only) (17.00-18.30) | ||
| 19.00 | Reception and Welcome party | ||
| 20.00 | Dinner with partners | ||
| Monday 19 May 2008 | |||
| 08:30 | Opening address: Andree-Lise Remy - Eurobanking Secretary General & Mladen Stariha - Eurobanking Chairperson | ||
| 08:45 | A Nova KBM Success Story: the first bank on Ljubljana Stock Exchange Matjaž Kovačič , Nova KBM d.d., Management Board, President and CEO DOWNLOAD HERE | ||
| 09:15 | EMIS - Eurobanking Management Information System Iztok Valenčič - Eurobanking Vice Chairperson DOWNLOAD HERE | ||
| 10:00 | Development Impact Implications: Don't get squeezed by the Credit Crunch Michiel Lodewijk, Deloitte DOWNLOAD HERE | ||
| Stream A | Stream B | ||
| 11:15 |
Strategy - Chair:
Jens Holten Larsen
The Impact of Market structure, Contestability and Institutional Environment on Banking Competition, Jaap Bikker & Laura Spierdijk & P.Finnie, NET2 DOWNLOAD HERE |
Credit Rating -
Chair: Andre - Lise Remy
Multinominal Ordered Probit Model for Assessing Banking Sector Credit Risk, Matejka Kavčič, SLO2 DOWNLOAD HERE |
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| 12:00 | How banking competition changed over time,Jaap Bikker & Laura Spierdijk , NET3 DOWNLOAD HERE | Credit Bureau Score, Pavel Finger, CZE1 DOWNLOAD HERE | |
| 14:00 | Statistical provisioning methodology, Marie-Laure Fichoux , FRA4 DOWNLOAD HERE | Benchmarking Low-Default Portfolios, Carsten Franz & Claudia Lawrenz, GER1 DOWNLOAD HERE | |
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Tuesday 20 May 2008 |
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| 08:30 | Modeling Slovene Stock Exchange Index Returns with Smooth Transition Regression, Alenka Kavkler & Mejra Festić, SLO4 DOWNLOAD Short version HERE | ''PROSCORE'' A Rating Model for Project Finance, Serkan Guner , NET1 DOWNLOAD HERE | |
| 09:15 | Net Portfolio Value Model for Mortgage Prepayment, Xin XU, FRA2 DOWNLOAD HERE | Calibrating with Power, Marco van der Burgt, NET5 DOWNLOAD HERE | |
| 10:00 |
Planing & Control -
Chair: Joachim Minnemann
Let Figures tell a story , Susanne Kroiss, AUS1 DOWNLOAD HERE |
ALM & Interest Rate
Risk - Chair:Mordecai Avriel
Evaluation of Indeterminate - Maturity Deposits, Naomi Shpirer, ISR1 DOWNLOAD HERE |
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| 11:15 | Peer Group Benchmarking in Nordic Banking in Nordea, Ole Andersen & Lars Soelberg, DEN2 DOWNLOAD HERE | New Models for Asset and Liability Management, Alexandre Adam, FRA5 DOWNLOAD HERE | |
| 12:00 |
Economic Capital -
Chair: Diederik Fokkema
Allocation of Economic Capital, Preben Munch Thomsen, DEN1 DOWNLOAD HERE |
Credit Risk - Char:
Antti Korhonen
Value-at-Risk for a portfolio of CDSs (Credit Default Swaps), Yi Yang , NET6 DOWNLOAD HERE |
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| 14:00 | Cyclicality of Minimum Required Capital-A simulation study considering dynamic adjustment strategies of banks, Ulrich Kruger, GER2 DOWNLOAD HERE | Robust Asset Allocation, Arjan de Ridder , NET7 DOWNLOAD HERE | |
| 14:45 | Estimation of the Loss Given Default (LGD) – Retail, Agnes Cuenot, FRA3 DOWNLOAD HERE | Danske Bank Group's TTC PD Transformation Process , Paul Benjamin Hodges, DEN3 DOWNLOAD HERE | |
| 16.15 |
Departure from Hotel Habakuk: Social Program |
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Wednesday 21 May 2008 |
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| 07.00 | Eurobanking Executive Committee Meeting (Regular Meeting - National Coordinators and Advisory Board Members only) | ||
| 08:30 |
Marketing - Chair:
Susanne Kroiss
Process and tools of credit pre-acceptance in banking industry, Pierre Duche, FRA1 DOWNLOAD HERE |
Operational Risk -
Chair: Petra Muenchau
New business models and new capabilities for risk defense, Iztok Valenčič, SLO1 DOWNLOAD HERE |
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| 09:15 |
Payment System -
Chair: Mirna Šegota
Off-site ATM cash management cost optimization, Sergio Uran, CRO1 DOWNLOAD HERE |
Monte Carlo variance reduction, Wolfgang Schmidt, GER5 DOWNLOAD HERE | |
| 10:00 | Economies of Scale in European Payments Processing, Christine Beijnen & Wilko Bolt, NET4 DOWNLOAD HERE | Application of the Loss Distribution Approach to quantify Operational Risk, Frank Beekmann & Florian Amphausen, GER3 DOWNLOAD HERE | |
| 11.15 |
Strategic Trends & Issues |
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| 12.00 |
Closing Plenary Session |
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| 12.30 |
Petra Munchau: Preview of Eurobanking 2009 |
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Secretary General: Andree-Lise Remy Tel. +331 43237572 Mobile +336 32630240 548 1050 e-mail Andree-Lise Remy
