2nd Annual Credit Risk Management Forum
19-20 May 2016

Crowne Plaza Amsterdam City Centre
Amsterdam – The Netherlands

 

“The program was great and the attendance impressive.” – Technical Committee Chair European Payment Institutions Federation

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DAY ONE

  • 09:00 – 09:30  Developments in EU regulations
  • 10:00 – 10:30  BASEL III Challenges for Banks
  • 12:15 – 15:45  FRTB and the oversight of CVA calibration
  • 16:00 – 17:00  IRB-modelling process

DAY TWO

  • 09:00 – 09:30  Credit Portfolio Risk Management
  • 10:00 – 10:30  How to manage bad debts
  • 12:15 – 15:45  Calibration of Credit Models
  • 16:00 – 17:00  Measuring Financial Leverage

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Peter Quell
Peter QuellHead of Portfolio Modelling for Market and Credit Risk
DZ Bank AG
Germany

Dr. Peter Quell is Head of the Portfolio Analytics Team for Market and Credit Risk in the Risk Controlling Unit of DZ BANK AG in Frankfurt. He is responsible for methodological aspects of Economic Capital and Model Risk.
Prior to joining DZ BANK AG Peter was Manager at d-fine GmbH where he dealt with various aspects of Risk Management Systems in the Banking Industry. He holds a MSc. in Mathematical Finance from Oxford University and a PhD in Mathematics. Peter is member of the editorial board of the Journal of Risk Model Validation.

Arthur Rabatin
Arthur RabatinCIO, Derivatives Counterparty and Funding Risk
Deutsche Bank
UK
Catherine Keane
Catherine Keane Head of Bank and Country Risk
Bank of Ireland
Ireland

Catherine was appointed to her current role in July 2010. She was previously Head of Credit and Market risk in the bank’s Global Markets division. Prior to moving into risk in 2002 Catherine held front line dealing roles in both the Trading and Sales areas in Global Markets, and spent several years in Corporate Lending in the RBS and BOI group. She was Head of Structured Business within the Trading Group prior to her appointment to the Credit role in GM and is very familiar with risk in complex instruments. She is a member of the EMT in Global Markets, a member of the SMT within the Risk division and participates in various senior risk committees in the Group.
In recent years Catherine has spoken at various industry conferences including GARP. CFP, Risk, Marcus Evans and GLC on a variety of risk related topics

Philip Winckle
Philip Winckle Executive Director
Global Credit Data
The Netherlands
Guido Sopp
Guido SoppTeam Enforcement and Technical Accounting, Department IV/1
Financial Market Authority
Austria
 Gianluca Cantalupi
Gianluca Cantalupi Head of UK IB Credit Portfolio Management, counterparty credit risk stress
Credit Suisse
United Kingdom
Christian Düsterberg
Christian DüsterbergHead of Risk Methods & Models
Erste Group
Austria
Uwe Seedorf
Uwe SeedorfChief Credit Officer, EMEA
GE Capital
United Kingdom
Diederick van Mierlo
Diederick van Mierlo Managing Director, Head of CR&M
ABN AMRO Bank N.V.
The Netherlands

Diederick van Mierlo is active in banking for 22 years. He started his career after he finish Law School as management trainee at ABN AMRO.
For the first 10 years he worked in varios commercial roles; after a period at Financial Restructuring and Recovery, he became responsible for the (Dutch) credit approval department.
In 2014 he was promoted as Managing Director within the Central Risk department.
Currently he is head of Credit Risk. In that capacity he is also responsible for the development of the various (Credit) Risks Models AAB uses.
Next to that, he is responsible for Credit risk Modelling and he is the Genaral Risk manager for the International Clients BL of AAB.

Thomas Ribarits
Thomas RibaritsHead of Financial Engineering and Advisory Services Division
European Investment Bank
Luxembourg

Thomas Ribarits holds a PhD degree in system theory and time series analysis and has spent 5 years in Academia at TU Wien and as post-doc at several European universities. In 2005 he joined the European Investment Bank (EIB) within Risk Management where he worked for some 6 years in the area of Asset Liability Management, loan pricing, interest rate risk reporting and performance measurement. In 2011, Thomas was advising and supporting the EFSF (European Financial Stability Facility), implementing a pricing model for programme loans to Ireland and Portugal at the time. He then became in charge of the pricing unit in the Credit Risk Department of EIB, covering a. o. credit risk pricing (EL and UL), loan loss reserves, watch listing and economic capital. Since 2013 he is heading the Financial Engineering and Advisory Services Division in the Treasury Department of EIB. Thomas has led research projects with University College Cork in the area of interest rate modeling and with Manchester University in the area of Economic Capital Modeling for credit risk and acted as presenter at various conferences, among which several World Congresses of the Bachelier Finance Society.

Frank Hunziker
Frank Hunziker Director - Credit Risk, Rating and Derivatives Analyst
UBS Corporate Center Credit Methodology
Switzerland

Over 15 years risk experience whereof 4 years in market risk environment and the past 10 years in the credit risk environment (UBS) with the lead in several Corporate Default Modelling projects (statistical and expert-driven). In the most recent years project lead and focused on integrated Stress Testing environment combining Derivatives, CashLoans and Collateral-positions.
Hobbies include hiking in the mountains, travelling, reading, financial markets, having a good time with his wife and friends.

Rolf Dürr
Rolf DürrVice President, Head of CECL Analytics
Credit Suisse
Switzerland
Louise Lindgren
Louise Lindgren Chief Risk Officer
Länsförsäkringar Bank
Sweden

Louise is Head of Risk Management and CRO at LF Bank AB Stockholm, Sweden. She is responsible for Risk control, Risk & Capital models, Capital and Liquidity Adequacy, ICAAP and Recovery plans at LF Bank.
Previously Louise was head of Group Capital at Nordea Bank, where she was responsible for the capital adequacy for the group , including all legal entities, capital planning and allocation of internal capital as well as capital and credit risk models. Louise has also been working for Citibank and PWC. She is also a member of the Group Executive Management of LF Bank
Louise has since 2011 been a member of the Banking Stakeholder Group at EBA.

Reiner Martin
Reiner Martin Deputy Head of Division / Macro-Financial Linkages
European Central Bank
Germany
 Evgueni Ivantsov
Evgueni Ivantsov Chairman
European Risk Management Council
United Kingdom
Jakob Auer
Jakob AuerHead of Group Risk Control
Hypo Alpe-Adria-Bank International AG
Austria
JOZSEF NEMETH
JOZSEF NEMETHDeputy CEO
Online Ltd
Hungary
Derrick Nolan
Derrick Nolan Business Credit Risk Model Head
First National Bank
South Africa
John Macdonald
John MacdonaldCEO
Fadata
United Kingdom

6 more reasons to attend

Who will you meet?

CROs CEOs, CFOs, CMOs, COOs, VPs, MDs, Global Heads, Directors, Department Heads and International Managers OF:

  • Credit Risk
  • Risk Analysis
  • Risk Modelling
  • Credit Research
  • Credit Risk Analysis
  • Portfolio Strategy
  • Balance Sheet Management
  • Prudential Policy Division
  • Credit Risk for Retail and SMEs
  • Funds Transfer Pricing
  • Capital Management
  • Liquidity Risk
  • Market Risk
  • Retail Business Development
  • Asset Liability Managers
  • Quanti-tative Analysts
  • Compliance Officers

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FAQ

You can always register without a name using the TBA [To Be Announced] option. Please indicate TBA instead of the delegate name and 2 weeks prior to the event you are able to send the delegate name/s to booking[at]glceurope.com

While we are not happy to see you cancel your registration, we understand that “life happens” and other obligations come up. Our refund schedule is as follows:
The client has the right to cancel his/her participation in the event. Cancellation must be received by GLC in writing, either by mail or fax. If the client cancels with more than one month’s advance notice before the start of the event, GLC shall be entitled to retain 50% of the amount for participation in the event [minimum of € 1198 per delegate]. If the client cancels with one month’s [or less] advance notice, or fails to attend the event, then the client shall not be entitled to any refund. Failure to attend an event shall not excuse a client from owing the full amount of the registration fee. A copy of the conference notes from the event will be sent to the client after the event is over in case of cancellation by the client.

In general no VAT is applied based on the Hungarian VAT law with the exception of individual payment [when you would like to pay from your own budget and not from the company’s budget] and for Hungarian companies where 27% VAT is applicable which is refundable at the end of the company’s fiscal year.