LGD (Loss Given Default) workshop
This workshop has already taken place.
Some pictures of the event can be found here.
This workshop has already taken place.
Some pictures of the event can be found here.
| Date: | 11 December 2008 |
| Location: | Faculty Club |
| Groot Begijnhof 14 | |
| 3000 Leuven | |
| Registration fee: |
Including diner and VAT |
| 450 Euro for early registration (before December 1st) | |
| 550 Euro for late registration | |
| Register here | |
| Transfer of registration fee to a colleague is always possible. | |
| Full reimbursement of registration fee until December 1st. |
Program
| 13.30
|
Registration
|
| 14.00 | Introduction to LGD modelling, implementation and validation |
| dr. ir. David Martens | |
| Lecturer and Risk Management Consultant | |
| MarFintel, Hogeschool Gent, K.U.Leuven | |
| 14.30 | Modelling of LGD and Downturn LGD |
| dr. ir. Tony Van Gestel | |
| Director of Basel II Modelling Group | |
| Dexia Group
|
|
| 15.30
|
Coffee/Tea break
|
| 16.00 | LGD Modelling: Capita Selecta |
| dr. Luc Hoegaerts | |
| Head of Model Development Fortis Risk Management | |
| Fortis
|
|
| 17.00 | LGD modelling: some minor issues |
| Peter De Bruyne | |
| Risk Management Adviser Value & Risk Management Group | |
| KBC
|
|
| 18.00 | Discussion and Conclusions |
| prof. dr. Bart Baesens | |
| Professor Risk Management | |
| K.U.Leuven, University of Southampton | |
| 18.30 | Reception, networking and diner |