|
MAY 22 - MONDAY Stream A |
| 08:00:00 |
Registration for people arriving on Monday & coffee (8:00-8:30) at vestibul |
| 08:30:00 |
Susanne KroiĂź
Opening address
|
1st : abstract |
| 2nd : no presentation |
| 08:45:00 |
DDr. Gerhard Tanew
Basel III: Consequences for Banks and Real Economy
|
1st : abstract |
| 2nd : presentation |
| 09:45:00 |
Markus Braun
The impact of solvency 2 on asset management in banking and assurance
|
1st : abstract |
| 2nd : no presentation |
| 11:15:00 |
Mojca Nekrep
Innovativeness of banks and insurers in Slovenia
|
1st : abstract |
| 2nd : presentation |
| 12:00:00 |
Michel DIETSCH
Building countercyclical buffers : a distinctive feature of commercial banks
|
1st : abstract |
| 2nd : presentation |
| 12:45:00 |
Lunch |
| 13:45:00 |
Bas Mijnen and Zhuorui Zhang
Yield- and Forward curve modeling
|
1st : abstract |
| 2nd : presentation |
| 14:30:00 |
Matthieu Boyer; Samir Laarif
Impact of bad loans on refinancing management
|
1st : abstract |
| 2nd : presentation |
| 15:15:00 |
Coffee break |
| 15:45:00 |
Karim Mzoughi & Ernesto Palidda
Hedge of inflation risk in ALM
|
1st : abstract |
| 2nd : presentation |
| 16:30:00 |
Thibaut de ROQUEMAUREL
Looking for optimal hedging strategy of deposits
|
1st : abstract |
| 2nd : no presentation |
|
MAY 22 - MONDAY Stream B |
| 08:00:00 |
Registration for people arriving on Monday & coffee (8:00-8:30) at vestibul |
| 08:30:00 |
Susanne KroiĂź
Opening address
|
1st : abstract |
| 2nd : no presentation Susanne KroiĂź |
| 08:45:00 |
DDr. Gerhard Tanew
Basel III: Consequences for Banks and Real Economy
|
1st : abstract |
| 2nd : presentation DDr. Gerhard Tanew |
| 09:45:00 |
Markus Braun
The impact of solvency 2 on asset management in banking and assurance
|
1st : abstract |
| 2nd : no presentation Markus Braun |
| 11:15:00 |
Steeve Assouan & Sylvain Delon
Estimation of the impacts of macro-economic variables on default rate (internal stress-tests)
|
1st : abstract |
| 2nd : presentation Steeve Assouan & Sylvain Delon |
| 12:00:00 |
Pavel Finger
IInfinitesimal generator - suitable tool for PD estimation
|
1st : abstract |
| 2nd : presentation Pavel Finger |
| 12:45:00 |
Lunch |
| 13:45:00 |
Julia ROBERT
Developing a scoring tool with a polytomous model (pros and cons)
|
1st : abstract |
| 2nd : presentation Julia ROBERT |
| 14:30:00 |
Claudia Gregor-Lawrenz; Patrick Haverkate
Experiences on Validation of PD rating systems
|
1st : abstract |
| 2nd : no presentation Claudia Gregor-Lawrenz; Patrick Haverkate |
| 15:15:00 |
Coffee break |
| 15:45:00 |
Christian Slavik
Modelling Market Risk
|
1st : abstract |
| 2nd : presentation Christian Slavik |
| 16:15:00 |
Birgit Steiger
Challenges in implementing ICAAP
|
1st : abstract |
| 2nd : no presentation Birgit Steiger |
1st day