Tuesday, 9 May 2000

OPENING PLENARY SESSION (National Museum)

19.15-20.15

Opening Address

Pavel Linhart, Chairman 2000, Eurobanking

Antti Korhonen, Secretary-General, Eurobanking

Welcoming Address

IPB

Michal Tomasek Czech Banking Association

Wednesday, 10 May 2000

STREAM A

STREAM B

08.30

SESSION: SI/P&C (Strategic Issues and

SESSION: RMI (Risk Management - Gen.)

Planning & Control)

Session Leader: J-F Boulier/A.Korhonen

Session Leader: K.Arnegger

22 SI/P&C

23 RMI

The balanced scorecard as a new incentive

RAROC-based risk management

structure in Unibank

S.Jorgensen

J.Larsen

Den Danske Bank Denmark

Unibank Denmark

09.15

13 SI/P&C

19 RMI

Balanced scorecard in Citigroup

Risk implications for the euro for CEE

C.Reuter

banks

Citigroup Germany

I.Lengyel

BACEE Hungary

10.00

9 SI/P&C

7 RMI

The Greek mortgage market: A study of its

Measuring and managing earnings risk

development through mergers

R.Wettstein-Gloor

D.Frangopoulos

ZKB Switzerland

NBG Greece

11.00

11 SI/P&C

33 RMI

Shedding excess capacity in the rapidly

Risk management

maturing Greek financial system

P.Finger

P.Kapopoulos

IPB Czech Republic

Alpha Credit Bank Greece

11.45

12 SI/P&C

10 RMI

How to apply Input/Output Analysis to

Soft factors in hard risk management

regional impact studies

situations

J.Kramer

E.Halamandaris, J.Sparkes

NordLB Germany

NBG/Bradford University Greece/UK

14.00

42 SI/P&C

SESSION: RMII (Credit Risk Mgt)

A multi-channel, multi-product profit

Session Leader: A.Frachot

reporting system

T.Conlon

6 RMII

Bank of Ireland Ireland

Active credit risk management of middle

market and retail loan portfolios

B.Haag

UBS Switzerland

14.45

DISCUSSION WORSHOP: Success and

30 RMII

Failure in Mergers & Acquisitions

Comparison of several credit scoring

Session Leaders: K.Arnegger, J.Minnemann

models

D.Jacomy

CL France

16.00

SESSION: Retail Banking (RB)

1 RMII

Session Leader: T.Conlon

On the relationship between transition

matrices and bank clients' financial ratios

16 RB

J.Barle, A.Zunic

Managing a retail bank in the internet age

NLB Slovenia

P.Kainulainen

Leonia Bank Finland

16.45

4 RB

34 RMII

Branch rationalizatrion in a small

Rating of clients in IPB

overbanked economy

O.Knaifl

D.Ktorides

IPB Czech Republic

Laiki Finance Cyprus

Thursday, 11 May 2000

H.Siegling, Deutsche Verkehrs Bank Germany

08.30

26 RB

14 RMII

Forecasting inbound calls

Challenges in the pricing of credit

M. van Barneveld

derivatives

ABN AMRO Netherlands

W.Schmidt

Deutsche Bank Germany

09.15

15 RB

SESSION: RMIII (Market Risk Mgt)

Sales support systems for industry-

Session Leader: B.Forrest

specialized banks

H.Siegling

29 RMIII

Deutsche Verkehrs Bank Germany

Value at Risk

S.Hoeung

CL France

10.00

27 RB

44 RMIII

Measuring the temperature of the Dutch

Currency crisis models for emerging

real estate market: A house price index

markets

J.Geerlings, D.Salome

P.J.G.Vlaar

Rabobank Netherlands

DNB Netherlands

11.00

SESSION: IT

35 RMIII

Session Leader: H. van't Zand

The contribution of extreme variations to

VAR and stress testing

17 IT

J.Legras

E-banking and e-commerce: A symbiotic

CCF France

relationship

B.Harald

MeritaNordbanken Finland

B.Harald, MeritaNordbanken Finland

11.45

43 IT

41 RMIII

Strategic developments in payment

Extreme value theory applied to finance

systems

J.Gavin

H.Atwal

UBS UK

APACS UK

14.00

31 IT

28 RMIII

A PC for professionals

Behaviour of international equity markets

T.Conlon

during crises

Bank of Ireland Ireland

F.Longin

CCF France

14.45

24 IT

20 RMIII

Biometrics

Interest rate risk management in the

E.van Staden

banking book

Interpay Netherlands

Z.Bartyik

ICB Bank Hungary

Friday, 12 May 2000

09.00

2 IT

18 RMIII

Payment systems reform in Slovenia

Modelling real estate price changes in a

D.Bohnec

GARCH framework

BoS Slovenia

M.Ahlstedt

FSA Finland

09.45

25 IT

5 RMIII

Interbank Terminal Architecture (ITA)

Reporting and managing corporate currency

E. van Staden

exposures in a universal bank

Interpay Netherlands

A.Rossi

UBS Switzerland

11.00

DISCUSSION WORSHOP: Changing

45 RMIII

Delivery Channels & Products

VAR analysis of stock market returns:

Session Leaders: K.Arnegger, T.Conlon

Historical simulation, variance techniques

or tail index estimation?

P.J.G.Vlaar

DNB Netherlands