Validation workshop
This workshop has already taken place.
This workshop has already taken place.
| Date: | 23 October 2008 |
| Location: |
Restaurant Arenberg  |
| Rotspoelstraat 5 | |
| 3001 Heverlee | |
| Map | |
| Registration fee: |
Including diner and VAT |
| 450 Euro for early registration (before October 1st) | |
| 550 Euro for late registration | |
| Register here | |
| Transfer of registration fee to a colleague is always possible. | |
| Full reimbursement of registration fee until October 1st. |
Program
| 13.30
|
Registration
|
| 14.00 | Introduction to validation |
| dr. ir. David Martens | |
| MarFintel, Hogeschool Gent, K.U.Leuven
|
|
| 14.30 | Quantitative validation: backtesting versus benchmarking |
| prof. dr. Bart Baesens | |
| K.U.Leuven, University of Southampton | |
| 15.30
|
Coffee/Tea break
|
| 16.00 | Validation of rating models from a supervisory perspective |
| dr. Coleet Vynckier | |
| Banking, Finance and Insurance Commission (CBFA)
|
|
| 17.00
|
Loss Given Default (LGD): modeling challenges, validation and stress testing |
| prof. dr. Christophe Mues | |
| University of Southampton
|
|
| 18.00 | Closing remarks
|
| 18.15 | Reception, networking and diner |