Eurobanking 2010 Utrecht

Venue	Eurobanking 2010 will be held in Rabobank, Croeselaan 18, Utrecht, The Netherlands, 16^th – 19^th May 2010. Arrival on Sunday at Jaarbeurs NH-Hotel: http://www.nh-hotels.com/nh/en/hotels/the-netherlands/utrecht/nh-utrecht.html
Host	Eurobanking 2010 was hosted by http://www.rabobank.com/
Conference Program	For the conference programme see below.
Partner’s and Social Programme	For the partner’s and social programme see below.
Conference Fees	The conference fee for delegates is 280 EUR, for partners 140 EUR.

Conference Program
Information: The abstracts to all the presentations can be seen on our Eurobanking Management Information System website http://eb-si.net/eb10/ebsipartdel/ebsipartdel.htm Choose “Delegates” and “Abstracts Gen View”
Sunday 16 May 2010
16.00	Eurobanking 2010 Registration desk opened (16.00-19.00)
17.00	Eurobanking Executive Committee Meeting (National Coordinators and Advisory Board Members only) (17.00-18.30)
19.00	Reception and Welcome drink
20.00	Dinner with partners
Monday 17 May 2010
	Plenary Session
08:45	Opening address: Mr M Stariha (Mladen), Nova Kreditna banka Maribor, Slovenia - Eurobanking Secretary General & Sebastiaan van Westerop, Rabobank, The Netherlands - Eurobanking Chairperson
09:00	Key note (plenary) Prof. Ir. B. Bruggink, Rabobank, CFRO, The Netherlands
10:00	Coffee Break
	Stream A	Stream B

	Session 1A on Stress Testing (3 presentations)	Session 1B on Derivatives (3 presentations)
10:30	Stresstesting on a consumer loan portfolio (S. Detering)	Two little notes on interest rate derivatives gamma computation (P. Caspers)
11.15	The art of stress-testing (R. Reehuis)	State-dependent dependencies: A Continuous-time dynamics for correlations (W. Schmidt)
12.00	Stress Testing - Modelling and pracicalities (R. Vedder)	Index-linked bonds on property indices (T. van Hest)
12.45	Lunch
	Session 2A on Basel II (2 presentations)	Session 2B on Various quantitative subjects (2 presentations)
14.00	Fight against money laundering and life insurance (M. Charles)	The estimation of counterparty LGD (P.B. Hodges)
14.45	Insured turnover and premium modelling for trade credit insurance (T. Lange)	Counterparty CR modelling stochastic processes (J. Hommels)
15.30	Coffee Break
	Session 3A: Operational and Business Risk (2 presentations)	Session 3B: Miscellaneous topics (2 presentations)
16.00	Modelling and measuring business risk : a directional function approach (M. Dietsch)	Fitting NSS curves to ILS government bonds (A. Arensburg)
16.45	Fast Fourier Transform applied to operational risk (J.-P. Mary)	Infinitesimal generator (P. Finger)
17.30	End of Presentations, optional dinner and late city evening program
Tuesday 19 May 2010
	Stream A	Stream B
08:00	Key note (plenary) Prof. Dr. C. Kool, Utrecht School of Economics
09:00	Coffee Break
09.30	Tutorial 1: Credit Risk - Frailty models for defaults - room 21 prof. dr. A. Lucas
	Session 5A: Management	Tutorial 2: Credit Risk prof. dr. W.M. Schmidt
11.15	Model of New Financial Services Development (M. Nekrep)
12.00	Capital planning processes and tools (P.-G. Persson)
	Session 6A: Risk Management	Tutorial 2: Credit Risk
14:15	Performance management – from P&L to activity based follow-up (L. Soelberg)	Back-testing during times of crisis (P.H. Lam)
15:00	Customer behavior & liquidity crisis (A. Adam)	LGD Regression Models (J.-H. Stosshoff)
15.45	Impact of accounting ratios on bank ratings (P.Haverkate)	Incremental Risk Charge – Modelling risk beyond VaR (M. van Buren)
16:30	End of Presentations
18:00	Departure from Hotel : See Social Program
Wednesday 19 May 2010
07.00	Eurobanking Executive Committee Meeting (National Co-ordinators and Advisory Board Members only)
	Plenary Session
08:45	Key note (plenary) Dr. A. Bruinshoofd, Rabobank
09:45	Coffee Break
	Plenary Session
10:15	Panel discussion
11:15	Final Review Eurobanking 2010
11:35	Eurobanking 2011, Vienna, Suzanne Kroiss, Raiffeisen Zentralbank Österreich
12:00	Final Lunch

Preliminary Partner’s and Social Programme

Sunday 16 May 2010

· 19.30 Welcome Drink in NH Hotel, followed by diner with partners (until 21.30)

Monday 17 May 2010

Partner’s programme:

· 10.00: Departure from Hotel;

· 10.30 – 12.00: Town walk along the city canals and highlights of Utrecht;

· 12.00 – 13.30: Lunch;

· 13.30 – 17.00: Free afternoon.

Social programme for delegates and partners:

You can choose:

· 19.00 - 21.00 Dinner in NH Hotel

· 21.00 - Optional visit to city and local bars

Tuesday 19 May 2010

Partner’s programme:

· 9.30: Departure from Hotel;

· 10.00 – 12.00: Creative activity;

· 12:00 – 13:30: Lunch;

· 13.30 – 16:30: Visit to Castle “De Haar”.

Social programme for delegates and partners:

· 18.30 – 24.00: Round trip through the canals including dinner.

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: Sebastiaan van Westerop, Rabobank (US500), P.O. Box 17100, 3500HG Utrecht, Tel.: +31 30 21 64389 e-mail: sebastiaan.van.westerop@rabobank.com

Vice-Chairperson: Jan Piplack, Rabobank (US500), P.O. Box 17100, 3500HG Utrecht, Tel.: +31 30 21 65647 e-mail: jan.piplack@rabobank.com

Click here for Your National Eurobanking Co-ordinator


About Eurobanking 2010	PowerPoint presentation about the conference, the venue, the city (as presented at Eurobanking 2009). Click here