Economic Capital Modelling

New York
16 & 17 February 2010

***** DO NOT ENTER ANYTHING HERE OR REMOVE THIS BLOCK. THIS IS A HACK TO USE STYLESHEET TO CONTROL THE LAYOUT ****

By the end of the course you will have a better understanding of how to overcome today's economic capital challenges with specific knowledge about:

How risk and capital are converging
The use of economic capital models to assess capital adequacy for regulatory and internal processes
Best practice in integrating economic capital models into the decision making process
New techniques that will strenghthen the risk identification and measurement process
How to stress test economic capital models
The risk aggregration process
Demonstrating that the economic capital mode is fit for purpose through model validation

NEW YORK 16 & 17 February 2010			VENUE DETAILS	BOOK NOW
LONDON 23 & 24 February 2010			VENUE DETAILS	BOOK NOW

Preston Thompson
Assistant Vice President, FEDERAL RESERVE BANK OF BOSTON

Martin Doucet
Senior Manager, NATIONAL BANK OF CANADA

Mike Carhill
Director, Enterprise Risk Analysis, OFFICE OF THE COMPTROLLER OF THE CURRENCY

Michael Jacobs
Senior Financial Economist, Credit Risk Analyst Division, OFFICE OF THE COMPTROLLER OF THE CURRENCY

Daniel Tu
Banking & Capital Market Advisory Services, PRICEWATERHOUSECOOPERS

Karen Schneck
Examining Officer, FEDERAL RESERVE BANK OF NEW YORK

Michael Fadil
Senior Vice President & Head of Risk Analytics, SUNTRUST BANK

Benedict Boelen
Quantitative Analyst, BNG VERMOGENSBEHEER

Andrew Wood
Head of Group Capital Structuring, LLOYDS BANKING GROUP

Alistair Mcleod
Head of Portfolio Analytics, BARCLAYS CAPITAL

David McDonald
Head of Economic Capital and Scenario Analysis, HSBC HOLDINGS PLC

Jean-Bernard Caen
Head of Economic Capital Management, DEXIA

Viktor Tchistiakov
Senior Associate, Quantitative Risk Analytics, RABOBANK INTERNATIONAL

Preston Thompson
Assistant Vice President, FEDERAL RESERVE BANK OF BOSTON

Anna Cornaglia
Head of Credit Risk Modeling, INTESA SANPAOLO

Assessing the extent to which countercyclical capital buffers are likely to strenghth capital reserves
Outlining the challenges of aligning regulatory capital with internal determination of risk profile
Determining how information from economic capital models can be used in teh overall assessment of an institutions capital adequacy
Investigating the strategies to communicate the results of economic capital models to senior management
Analysing the impact of stress events on overall economic capital measures
Testing the accuracy of economic capital models in the tail of loss distribution