Economic capital workshop


Date: 9 March 2010

Location: 		Radisson Blu Royal Hotel - Sea Grill**  
Rue du Fossé-aux-Loups 47 (F), Wolvengracht 47 (NL),
1000 Brussels, Belgium
Map

Registration:
Register here

                      

  200 Euro academic fee (for full-time students and academics)
Transfer of registration fee to a colleague is always possible.
  Prices are 21% VAT included.
 
Program

13.30

Registration

14.00 Functions of economic capital models
Jeroen Lamoot
  Member of the Basel Working Group on Risk Assessment and Capital
CBFA - Banking, Finance & Insurance Commission

  • What are the risk management needs
  • Functions of risk aggregation
  • How do these functions translate in model requirements
  • A history on economic capital models, their abilities, and disabilities
15.30

Coffee/Tea break

16.00 Regulatory and economic capital: theory and practice, evidence from the field
Elisabeth Van Laere
Ph.D. researcher
Vlerick Leuven Gent Management School

  • Convergence between regulatory and economic capital
  • Determinants of regulatory and economic capital
  • Theoretical expectations vs. empirical findings
17.00 Economic capital for credit risk: challenges
dr. Pieter Desmedt
Credit Risk Adviser
KBC Group

  • Model Risk
  • It's all about correlation
  • Data quality issues
  • Economic capital vs. regulatory capital
  • Local entity level vs. consolidated group level
  • ICAAP requirements
18.00 Discussion and Conclusions
18.30 Reception, networking and diner at Sea Grill restaurant, awarded two Michelin stars