The second day will feature a range of sessions with some of the leading German practitioners in the field - both from the credit industry and from banking supervision/auditing - and with experts from the two largest Austrian commercial banks and from the Oesterreichische Nationalbank. The sessions will be held in English to enable non-German speakers to take part in the discussions. The papers will be presented in the following order:
8:00 |
Registration |
8:30 |
Georg Winckler opening address |
8:30 |
Andreas Ittner keynote address  |
9:00 |
Walter Mussil Credit Risk Modelling and Analysis in Practice  |
10:00 |
Coffee Break |
10:30 |
Stefan Hohl The IRB Approach in the Context of the new Basel Proposal for Determining Minimum Regulatory Capital  |
11:30 |
Franz Partsch The New Capital Adequacy Framework for Credit Risk - Possible Impact on the Austrian Banking Sector and Banking Supervision  |
12:15 |
Lunch Break (an invitation to speakers and fully paying participants) |
14:00 |
Gerhard Stahl Evaluating Internal Rating Systems  |
15:00 |
Markus Krall How to Build a Rating - Technical Aspects of Development and Parametrisation of Rating Algorithms  |
15:45 |
Coffee Break |
16:15 |
Oliver Blümke Credit Risk in Emerging Markets  |
17:15 |
Ludger Overbeck Stochastic Models in Credit Portfolio Management  |
18:15 |
Planned end of talks |
18:30 |
or directly following the end of talks (if later): Conference Dinner (sponsored by Oesterreichische Nationalbank). A restaurant's name and location will be available at the workshop venue. |