Managing
concentration risk
London
1 & 2 February 2010
New York
4 & 5 February 2010
***** DO NOT ENTER ANYTHING HERE OR REMOVE THIS BLOCK. THIS IS A HACK TO USE STYLESHEET TO CONTROL THE LAYOUT ****
Learning Outcomes
- Identify your dependencies on counterparties
- Assess the impact of concentration risk
- Assess commercial real estate concentrations
- Investigate how concentration risk applies to assets on the balance sheet
- Examine minimum capital requirements on Basel II and concentration risk
- Identify risk concentrations in credit portfolios
Course dates & venues
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London 1 & 2 February 2010 |
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New York 4 & 5 February 2010 |
Course tutors
LONDON
- Ioannis Akkizidis, Senior Financial Risk
Expert, FRS GLOBAL - Thomas Alderweireld, Head of Portfolio
Analytics and Pricing, DEXIA GROUP - Nicolas Audibert, Economic Capital Senior
Analyst, DEXIA GROUP - Klaus Duellmann, Deputy Head of
Banking Supervision Research,
DEUTSCHE BUNDESBANK - Dimitri Kalafatis, Head of Fixed Income
& Inflation Derivatives Trading,
LLOYDS BANKING GROUP - Jivantha Mendis, Senior Director,
Capital Analytics, ALGORITHMICS
INCORPORATED - Mario Onorato, Senior Director, Head of
Balance Sheet & Capital Management,
ALGORITHMICS - Peter Quell, TeamHead Portfolio
Modelling, DZ BANK AG - David Sayles,Managing Director,
BLACKROCK SOLUTIONS - Dirk Tasche, Head of Credit Risk
Modelling, LLOYDS BANKING GROUP
NEW YORK
- PerryMehta, Director of Consulting
Services, MOODY’S ANALYTICS - JivanthaMendis, Senior Director,
Capital Analytics, ALGORITHMICS
INCORPORATED - Elliot Noma,Managing Director,
GARRETT ASSETMANAGEMENT - Mario Onorato, Senior Director, Head of
Balance Sheet & CapitalManagement,
ALGORITHMICS - Dan Rosen, Chief Executive Officer, R2
FINANCIAL TECHNOLOGIES ANDTHE
FIELDS INSTITUTE - Jorge Sobehart,Managing Director, CITI
- David Saunders, Assistant Professor,
UNIVERSITY OFWATERLOO - David Sayles,Managing Director,
BLACKROCK SOLUTIONS - AndersWulff-Andersen, Executive
Director, UBS
