Credit Risk Europe 2012

Risk Magazine is pleased to announce its 9th Credit Risk Europe conference.

Produced in consultation with leading credit risk professionals from the world of banking and academia, this year's programme promises to be a unique roadmap for 2012 and beyond.

This exclusive one-day conference, preceded by a separately bookable masterclass on the 25th of June, will allow you to hear from leading credit industry practitioners and top quantitative minds.

Key issues to be addressed at the 2012 event include:

  • Regulatory reforms on the credit market
  • Basel III discussion and the impact of the proposals on European banking
  • European sovereign debt and major concerns
  • Systemic and tail risk
  • Counterparty credit risk
  • Central clearing for OTC derivatives
  • Role of new technologies in high throughput portfolio processing
  • Effective integrated CVA-VaR modelling
  • The interaction of Basel III with Solvency II
  • Stress testing for credit risk and counterparty portfolios
  • Financial stability, systemic risk and macroprudential supervision
  • Consistent modelling of CVA risk between front desk and treasuries
  • Unified framework for CVA/DVA and funding in realistic settings
  • Securitization and repo with the Central Bank

Featuring keynote presentations, guest address, panel discussions, practical case studies and a number of individual presentations Credit Risk Europe will provide solutions to the major challenges facing the industry today.

What one of our speakers had to say:

"Credit Risk Europe has proven to be a very instructive conference in the past. This year's programme looks very promising. The topics are spot-on: Basel III, sovereign debt, counterparty risk and central clearing to name a few. The mix of speakers and panelists is also very broad, which should result in interesting discussions."
Serge Goossens, Senior Quantitative Analyst, DEXIA

What past delegates have to say:

"It was a pleasure to participate in the conference. Very good networking opportunity for risk people!"
Evgueni IVANTSOV , Europe Risk
Head of Portfolio Risk & Strategy, HSBC BANK plc.

"For years the Credit Risk Summit has been a leading conference in London for credit practitioners from Investment and retail banks, Asset management firms, Hedge funds, Rating agencies, Consultancies and Technology providers. Organizers are particularly attentive to the latest developments in the market and this conference showcases talks and courses on the most recent and challenging aspects of market practice in Credit. Especially now, with Credit markets undergoing a major discussion, this conference is an important appointment for credit practitioners"
Damiano Brigo, Gilbart Professor of Mathematical Finance, King's College, London, Most Cited Risk Author 2010

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