2011 GCPRM Seminar：The New Standard for Managing Counterparty Credit Risk

Seminar on the Basel III

The New Standard for Managing Counterparty

Credit Risk

4 Date: 06/28/2011

4 Organized by:

The Professional Risk Managers’ International Association (PRMIA)

Taiwan Academy of Banking and Finance (TABF)

國際風險管理師協會PRMIA(The Professional Risk Managers’ International Association)與台灣金融研訓院(TABF)邀請英國FSA(Financial Services Authorities)首席高級風險管理專家Dr. Nathanaël Benjamin及其他海外金融業界風管專家與會，從監理及實務觀點分享見解，全面強化交易對手信用風險控管效能。

Taiwan Financial Supervisory Commission(TFSC) Commissioner - Liu, Chi-Chun

 

Keynote speaker：Dr .Nathanaël Benjamin, Risk Specialists Division, FSA, UK

Nathanael is Risk Advisor to Colin Lawrence, the Director of the FSA's Risk Specialists Division, on quantitative risk measurement issues. A graduate from the Ecole Centrale de Paris,he joined the FSA directly after submitting his Ph.D. thesis at the University of Oxford in the area of extreme value theory. Since then he specialised in turn in retail credit, corporate credit, market, counterparty and insurance risk measurement. This was in the context of internal model approval in regulated firms, crisis management during market turbulence, and quantitative support to policy development in international groups under the Basel Committee, the Committee of European Banking Supervisors and the Committee of European Insurance and Occupational Pensions Supervisors. As part of this policy work over the years he lead several technical workstreams of cross-regulators quantitative specialists.

Speaker: Bart Piron. Principal Consultant, Algorithmics

Bart Piron is a Principal Consultant at Algorithmics, based in the Singapore office. Bart played a key role in the implementation of credit risk solutions at major banks including HSBC, Nordic Investment Bank, Danske Bank,NIB Capital, and Standard Chartered Bank. He has over 25 years of experience in the financial services industry. Prior to joining Algorithmics in 2001, Bart worked for consulting and software organisations, including Dun & Bradstreet, Misys and Oracle.

 

台灣金融研訓院：活動花絮

http://www.tabf.org.tw/Overseas/SiteActivityDetail.aspx?ACID=113