Course Objectives
The Students' Club of the Institute for Financial Studies, in collaboration with the Delegation in Catalonia of the Institute of Financial Analysts and EFPA-Spain, and with the support of the Barcelona Stock Exchange and the Department of Economy and Finances of the Generalitat of Catalonia, organises the II Days on Markets and Financial Risks, focused on the implementation and valuation of market, credit and operational risk models, based on the new Basle regulations.
The day will be divided into two parts. In the first part, the new advances in operational and market risks will be commented on, as well as a general perspective of the professional profile of the risk agent in financial institutions. In the second part, the validation of the risk models and the role of the regulator in this field will be studied in depth.
Participants
Professionals from financial entities such as agents, risk analysts, advisors, etc.; consultants, investors with advanced knowledge and any person interested in going deeper into the field of financial risk control.
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Course Programme
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8:50
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Participants' registration
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9:00
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Inauguration
Miquel Salazar
Director General of Financial Policy and Insurance, Generalitat of Catalonia
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9:10
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Presentation of the Day
Josep Soler
Secretary general, IEF
Xavier Adserà
President, IEAF Delegation in Catalonia
Carlos Tusquets
President, EFPA Spain
David Murano
Head of Financial Risk Management, "Caja de Ingenieros"
Salvador Torra
Coordinator of the Day
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9:20
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Keynote session. Integration of models into the financial sector
Ramon Trias,
President-director general, AIS
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10:00
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The Forum of banking regulation and Basel II. The creation of a risk management culture.
Brandon Davies, Retail Market Risk Manager, Barclays Bank and Managing Director, GARP Risk Academy
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10:45
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Coffee break
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11:15
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Implications of the changes in the Basel capital agreement on market risk
David Murano, Head of Financial Risk Management, Caja de Ingenieros
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12:00
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Solutions in the management of operational risk
Santiago Carrillo, Doctor in Mathematics and Director, Rislab-Madrid
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12:45
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Credit risk: decisions about IRB conformity
Omar Akkor, Director Spain, Portugal and France , KMV
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13:30
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Managing the credit risk via qualification. The American model
Alicia Reyes, Managing Director Fixed Income, Spain Bear Stearns
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16:00
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Validation of advanced approaches: current perspective
Jorge Martínez Blanes, Director of Cash Group and Risk Management Models of the Directorate General of Supervision, Bank of Spain
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16:45
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Basel II, an opportunity for change
Oriol Ordax, Deputy general manager of the Risk Strategic Management Area, La Caixa
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17:30
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Coffee break
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18:00
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How to cope with the risk integration framework. Effects of diversification and concentration
Tomás Varela, Control Director, Deputy General Manager, Banco Sabadell
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18:45
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Basel II. Advanced models implementation process. Experiences in validation
Ricard Climent, Director of the Risk Area, Caja Cataluña
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19:30
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Conclusion of the Day
Salvador Torra
Coordinator of the Day
David Murano
Financial Risk Management Head, Caja de Ingenieros
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Place: Barcelona Stock Exchange, Assembly Hall, Paseo de Gracia, 19 - 08007 Barcelona
Information and registration
Institute for Financial Studies
Gran Vía Cortes Catalanas, 670, 2º
08010 Barcelona
Tel: 93.412.44.31 - Fax: 93.412.10.15
E-mail: infoief@iefweb.org
Web: www.iefweb.org
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Implementation and Validation of Risk Models II Day on Markets and Financial Risks 