8th Annual CEE Credit Risk Management, Warsaw

Venue: Warsaw

Location: Warsaw, Poland

Event Date/Time: Apr 19, 2012 End Date/Time: Apr 20, 2012
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The conference will last two days including a two-hour interactive workshop. The program consists of 40 minute presentations with interactive panels and roundtable discussions. Within the program a networking cocktail reception at the end of the first day is included.

• Focus on trade finance models & traditional portfolios
• New Basel III regulatory development and it’s impact on credit risk
• Discover how to integrate operational risk into credit risk management
• Share experience in scoring models and management of retail cost of risk
• Get useful hints how to measure the risk in turbulent times
• Identify the recovery and collection trends
• Manage the counterparty risk with excellence
• Discuss the past and future role of rating agencies in credit risk
• Discuss the key issues with CRO s in dedicated roundtable discussion
• Learn from the case studies of different European regions


• Identifying and Measuring Credit Risk in Turbulent Times
Keynote Presentation: Credit Risk Measuring in Turbulent Times
Risk Based Pricing in Retail Banking
Changes in Provisioning within IFRS 9

• Risks Closely Related to Credit Risk within Active Credit Portfolio Management
Credit Concentration Risk in Credit Portfolios
Currency in Used Credit Risk Mitigation

• Identifying Key Trends and Drivers of Change In Sovereign Debt
Case Study: New Rules for the Operational Risk
Focused Panel Discussion: Dealing with Sovereign Debt in your Portfolios

• Reflecting Credit Risk Modeling in Various Managements
Quantitative vs. Qualitative Risk Management (Dr. Jack vs. Fat Tony)
High Frequency Trading and Credit Risk
When Risk Models are Least Reliable When Needed the Most
CRO Roundtable Discussion: Risk Modeling Challenges for the Board

• Recovery and Collection Trends for 2012
Macro Stress Testing: Detection of Trading & Banking Portfolio
Local Specifics of Corporate Loan Collection in Stressed Periods

• Risk Adjustment Performance Measurement (RAP)
The risk-adjusted performance measure RAP (often called M-squared) is interesting mainly for investors who invest their entire savings into a single fund and uses the standard deviation as the relevant measure of risk.

Have a chance to exercise:

* Remuneration for managers and other incentives created by RAP
* Interplay between economic and regulatory capital
* Reflections on portfolio management