| CANNES 1992 PROGRAMME |
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| Plenary Session |
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| Opening Address : Is the EEC an Optimum Currency Area? |
Florin Aftalion, Professor of Finance, ESSEC |
| Organisation and Manpower Planning |
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| The Markov Model in Human Resource Planning |
Mieke Cornelisse, Rabobank Nederland |
| Right Person, Right Time, Right Place |
Sandra Robinson, National Westminster |
| Capital Markets |
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| Estimation of the Term Structure of Interest and its Use in Bond Portfolio Management |
Petri Viertio, Bank of Finland |
| Mean Reversion in Stock Prices:Evidence from Finnish Markets |
Yrjo Koskinen, Bank of Finland |
| Planning & Control |
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| The Dynamics of Product/Service Costs in Retail Banks |
Derry Browne, Allied Irish Banks |
| A Financial Reporting and Analysis System |
Hans van't Zand, ABN Amro Bank |
| A Valuation Model for Convertible Bonds |
Francois Gazel-Anthoine, Credit Lyonnais |
| The Valuation of General Floating-Rate Notes and Swaps: a Probabilistic Approach |
Helyette Geman, ESSEC, France |
| Profitcenter Controlling in RZB |
Gerhard Hirt, Raiffeisen Zentralbank,Osterreich AG |
| A General Purpose File Server |
Janez Zitnik, Ljubljanska Banka d.d. |
| Option-Adjusted Spreads in Retail Banking |
Johan van der Ende, NMB Postbank Group |
| On assessment of Assets and Accounting Principles in a Merger Situation |
Hans Paulsson, Skandinaviska Enskilda Banken |
| Retail Banking |
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| Banking Network Strategy |
Pascal Drapier, Credit Mutuel Loire Atlantique |
| A Decision Support System for Evaluating Branch Location and Performance |
Paraskevi Boufounou, Commercial Bank of Greece |
| Analysing Banking Behaviour through Bank Account Statement Data |
Mounira Khellaf, Credit Lyonnais |
| Making you ATM Network Pay |
Tom Reseigh, Nationwide Building Society |
| Asset and Liability Management |
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| ALM and Prudential Regulation |
Francoise Palle-Guillabert, Secretariat Generale de la Commission Bancaire |
| Margin Calculation Methods |
Heinz Schannath, Westdeutsche Landesbank Girozentrale |
| Capital Regulation, Adjustment Costs and Bank Management: An (S.s) Approach |
Umberto Cherubini, Banca Commerciale Italiana |
| Asset Liability Management: A Dynamic Approach |
Jacques Sikorav, Credit Commercial de France |
| Strategic Issues |
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| Bank Performance and Bank Mergers in 1983-1990: The Evidence from Finnish |
Arto Elomaa, The Finnish Bankers Assoc. Commercial Banks |
| New Entries in Banking (Dynamic Cost-Benefit Analysis) |
Andreas Kouzelis, National Bank of Greece |
| Surviving in Greek Banking of 1993 |
Elias Halamandaris, National Bank of Greece |
| Working out a New IT Strategic for the Savings Bank Group |
Harald Nordahl, The Norwegian Savings Bank |
| Measurement of Interest Rate Exposure with Use of Co-Variances |
Sinan Khatib, Unidanmark A/S |
| Credit Scoring |
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| Development of a Credit Scoring System under the Double Constraint of a Production
Growth and a Change in Customer Population |
Marie-Agnes Cosemans, ASLK Cger Bank |
| Behavioural Scoring - one Year on |
Roger Williams, Nationwide Building Society |
| Mortgage Scoring: Implementation and Use |
Herve Cornu, AN-HYP Savings Bank |
| Progress in Credit Scoring from Handcrafting to Mass Production |
Pierre Duche, Unibanque/Credit Agricole |
| Improving Scoring Techniques in Banking Applications |
Pascal Perrodo, Credit Lyonnais |
| Risk Analysis |
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| Credit Risk Management of a Central Bank's Foreign Reserves |
Petri Viertio, Bank of Finland |
| Embedded Options in the Retail Market |
Jose Bulder, ABN Armo Bank |
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