[24-25 kwietnia 2008] CEE Banking Summit 2008

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Belinda Georgiana Tyler
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1 [24-25 kwietnia 2008] CEE Banking Summit 2008 Autor: Top Consulting Sp. z o.o Portal finansowy IPO.pl Zapraszamy na drugą edycję CEE Banking Summit, która odbędzie się 24 kwietnia w warszawskim hotelu Marriott April 2008 r., Courtyard by Marriott Warsaw International Airport Main topics to be discussed: - Credit crisis - Basel II implementation in a banking group - IRB model validation experience of Germany and Belgium - Managing the changes in the models that have already been implemented - Move from standardised to advanced method - Planning processes in a bank - Economic capital and market, credit, operational risk - ICAAP - Risks difficult to measure - Stress tests - Audit in view of Basel II Who should attend the summit: - Presidents of Commercial Banks - Directors and Managers of Risk Management - Credit Risk - Operational Risk - Market Risk

, Courtyard by Marriott Warsaw International Airport Main topics to be discussed: - Credit crisis - Basel II implementation in a banking group - IRB model validation experience of Germany and Belgium

2 - Financial Risk - Directors and Managers responsible for Basel II implementation - Directors and Managers of Audit Department - Directors of Controlling Departments - Directors of IT Departments - Managers of Treasury Departments I would like to thank everyone who has helped with the research and organisation of this event, particularly the speakers for their support and commitment. Paulina Krzyżanowska-Kaczmarek, Conference Director Dear Sirs, New Capital Accord (Basel II) has been implemented in many European countries. Today we have at least one year of real-life experience. Basel II differs from country to country but the goal is the same: better risk management. The biggest challenge nowadays is capital adequacy calculation relative to overall risks and implementation of Internal Capital Adequacy Assessment Process (ICAAP). CEE Banking Summit 2008 is the second edition of international banking conference. We have invited the representatives of the supervisory bodies as well as practitioners. They will share their experience in the broad field of being on time and meeting the standards of Basel II standards. We will discuss the concepts of economic capital, advanced methodology to measure risk, individual ideas for risk management. The program is designed to help managers solve the problems that were brought about by Basel II and have not been solved yet. We are looking forward to seeing you at the Summit. It is really a great opportunity to learn about the experience of other banks and countries and to adopt the best global standards. I would like to thank everyone who has helped with the research and organisation of this event, particularly the speakers for their support and commitment. Paulina Krzyżanowska-Kaczmarek, Conference Director

Paulina Krzyżanowska-Kaczmarek, Conference Director Dear Sirs, New Capital Accord (Basel II) has been implemented in many European countries. Today we have at least one year of real-life experience.

3 PROGRAM Day one, April 24, Basel II and banking system Speaker: Andrzej Stopczyński, Managing Director of Banking Supervision, Polish Financial Supervision Authority 9.30 How is it possible to loose several hundred million dollars? Regulatory arbitrage in capital agreement Speaker: dr Andrzej Kulik, Director of Financial Operations Office, BRE Bank SA, Regional Director PRMIA Coffee break Basel II - implementation - experience and challenges for a European banking group (Austria) Speaker: Maria Elisabeth Söchstl-Kugler, Head of Basel II Compliance, Bank Austria Creditanstalt, Member of UniCredit Group (Austria) IRB - application assessment process in Poland and lessons learnt Speaker: Piotr Bednarski, Acting Deputy Director, Banking Supervision Bureau, Polish Financial Supervision Authority Myths and pitfalls of the operational risk management system implementation in financial institutions Speakers: Patryk Choroś, Financial Sector Manager, Enterprise Performance Solutions Group, Infovide- Matrix S.A.; Bohdan Lenart, Business Intelligence Solutions Architect, Enterprise Performance Solutions Group, Infovide-Matrix S.A Lunch IRB approval process in Germany supervisory perspective Speaker: Frank Thiem, Director, Banking and Financial Supervision, On-Site Inspections, Implementation Basel II, Deutsche Bundesbank (Germany) Validation of internal credit risk models: the real life experience (Belgium) Speaker: Henk Bossaert, Credit Risk Manager, KBC Global Services NV, Group Value & Risk Management - Credit Risk (Belgium) Perspectives on implementation of the advanced method - case study

Regulatory arbitrage in capital agreement Speaker: dr Andrzej Kulik, Director of Financial Operations Office, BRE Bank SA, Regional Director PRMIA 10.15 Coffee break 10.

4 Speaker: Koen Knappen, Business Development Manager, SAS Belgium Move from standardised to advanced method - discussion Standardised method and external rating Speaker: representative of a rating company Managing the changes in the models that have already been implemented Speaker: Anna Łuszpińska, Director for Risk Management and Prudential Regulations, Bank Zachodni WBK SA Closing of the day one Day two, April 25, The influence of basel ii implementation on planning processes in a bank Speaker: Arkadiusz Gwóźdź, Director of Controlling Business Units, BPH Bank Economic capital and the market risk models Coffee break Allocation of economic capital to credit risk Speaker: Christoph Konvicka, Quantitative Analyst, Head of Credit Portfolio Modeling, Bank Austria Creditanstalt, Member of UniCredit Group (Austria) Economic capital and operational risk Speaker: Robert Korona, Head of the Methods and Analyses of Operational Risk, Operational Risk and Compliance Office, PKO BP Lunch ICAAP in a BIG Bank case study Speaker: Zbigniew Szczerbetka, Partner-in-charge, Risk Services, Deloitte ICAAP in a Smaller Bank case study Speaker: Rafał Dziura, Manager of Integrated Risk and Capital Management Team, HSBC Bank Economic capital and ICAAP Management s perspective discussion Risks that are difficult to measure examples Stress tests and scenario analysis

00 Managing the changes in the models that have already been implemented Speaker: Anna Łuszpińska, Director for Risk Management and Prudential Regulations, Bank Zachodni WBK SA 17.

5 Speaker: Matthias Baron, Quantitative Analyst, Bank Austria Creditanstalt, Member of UniCredit Group (Austria) Audit in view of Basel II Speaker: Maciej Piołunowicz, Department of Internal Audit, The National Bank of Poland Bata bases and IT systems Closing of the day two

00 Audit in view of Basel II Speaker: Maciej Piołunowicz, Department of

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