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Workday / Basileia II – November 2003

Credit Risk, Equity and Prudential Regulations – Challenges and Opportunities Associated with the Basileia II 
November 21, 2003, Hotel Carlton, the Belém Room

9.00 - 9.15H   Welcome for delegates
9.15 - 9.30H   Opening
Dr. Hélio Duarte
President of APELEASE
Main reasons behind this conference | The development of the legal and regulatory framework | The Basileia agreement | The importance of risk management | Where are we? | The need for a risk management culture | Risk management and shareholder profitability | Problems that need solving. 
9.30-10.15H   Legal and normative framework
Dra. Adelaide Cavaleiro
Bank of Portugal
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Dr. Carlos Branco
Bank ofPortugal
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Community directives for banking coordination | The new legal and regulatory framework for the financial sector | Basileia II | Full disclosure | Market discipline | Legal and regulatory instruments.
10.15-10.45H   Credit Risk and Personal Funds
Dr. Miguel Ferreira
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Credit risk within the context of Basileia II | Credit-at-Risk - Credit
Metrics and Credit Metrics Plus models| Credit risk and ownership models for risk management | The opacity of bank loans | Individual Credit Risk | Portfolio credit risk contributions | RAROC models. 
10.45-11.00H   Coffee break
11.00-11.30H   Internal Client Rating
Dr. Álvaro Nascimento
Portuguese Catholic University
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Problems with estimating default taxes | Rating models | Credit scoring models | Information is the key word | Information quality | Relationship banking or Transactional banking? | Making the transition to the new credit risk management paradigm 
11.30-12.00H pm Credit Titling
Dr. João Simão 
Portuguese Catholic University
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Contributions to securitisation of credit | Securitisation of credit within the current legal and regulatory framework| Securitisation and Shareholders’ Equity | Securitisation and risk management | Securitisation and funding strategies. 
12.00-12.45H pm Questions and Debate

12.45-13.00H pm Conclusions and Closing

Dr. António Menezes Rodrigues
President of the ASFAC  
13.10H pm Lunch sponsored by  
Event sponsored by  

Major trends | Guidelines | What to do | How to introduce a risk management culture | The path to follow.

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