Sponsor's event > Breakfast Briefing on Implementing the IRB Approach
Join SunGard and PRMIA for a breakfast briefing on successfully implementing the IRB approach in Madrid on 10 February 2004.
10th February 2004, Madrid 8.30am Hotel MELIÁ CASTILLA CAPITÁN HAYA, 43, MADRID, 28020
You should attend if you are at all involved in capital and balance sheet management and Basel II IT. To register, contact bancware.marketing@risk.sungard.com or telephone +44 207 337 6223.
08.00 – 08.30
Registration / Welcome Address (all presentations in English)
08.30 – 09.00 The New Basel II Capital Accord
Implementing the IRB Approach and Leveraging Efforts to Achieve More Effective Capital Allocation
Presented by Dr Dean Jovic
This presentation includes the BIS credit risk framework in 2004 and beyond. With advice on building a more comprehensive and effective credit risk framework, together with best practice for retail credit risk management.
09.00 – 09.20
Mastering Data Integrity
Presented by Christoph Schaefli
Data Management is one of the most challenging fields in the context of Basel II is data management. This presentation shows SunGard's approach to data integration, validation and aggregation within the scope of the three pillars of the Basel II framework.
09.20 – 10.00
The New Basel II Capital Accord
A Functional Approach to Capital Management
Presented by Richard Reeves
As institutions consider important procedural decisions regarding capital management, we give a practical and functional understanding of the tools available to manage and report economic and regulatory capital, in full compliance with the Basel II framework. Includes Factor Generation and Capital Calculations.
10.00 – 10.30
Question and Answer Session
Your chance to ask questions to the experts at SunGard.
SunGard Trading and Risk Systems
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