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CRM 2001

General Information

Confirmed Speakers

Program

Overview
Wednesday
Thursday
Friday
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Abstracts

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PICS

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Material


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Thursday, February 1, 2001: Practitioner's Day

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 abstract
9:00 Walter Mussil Credit Risk Modelling and Analysis in Practice abstract
10:00 Coffee Break
10:30 Stefan Hohl The IRB Approach in the Context of the new Basel Proposal for Determining Minimum Regulatory Capital abstract
11:30 Franz Partsch The New Capital Adequacy Framework for Credit Risk - Possible Impact on the Austrian Banking Sector and Banking Supervision abstract
12:15 Lunch Break (an invitation to speakers and fully paying participants)
14:00 Gerhard Stahl Evaluating Internal Rating Systems abstract
15:00 Markus Krall How to Build a Rating - Technical Aspects of Development and Parametrisation of Rating Algorithms abstract
15:45 Coffee Break
16:15 Oliver Blümke Credit Risk in Emerging Markets abstract
17:15 Ludger Overbeck Stochastic Models in Credit Portfolio Management abstract
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.

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