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X-WR-CALNAME:Global Credit Data
X-ORIGINAL-URL:https://globalcreditdata.org
X-WR-CALDESC:Events for Global Credit Data
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BEGIN:VEVENT
DTSTART;TZID=Europe/Paris:20180802T160000
DTEND;TZID=Europe/Paris:20180802T160000
DTSTAMP:20261113T122054
CREATED:20180720T004722Z
LAST-MODIFIED:20210927T233238Z
UID:4848-1533225600-1533225600@globalcreditdata.org
SUMMARY:BP Subcommittee #3/2018
DESCRIPTION:Agenda will be available in advance \nAugust 2nd 2018 \nTime: 10:00am EST (Toronto/New York Time)\, 16:00 CET (Amsterdam Time) \nJoin from PC\, Mac\, Linux\, iOS or Android: https://globalcreditdata.zoom.us/j/546977651 \nOr iPhone one-tap :\n    US: +19294362866\,\,546977651#  or +16699006833\,\,546977651# \nOr Telephone:\n    Dial(for higher quality\, dial a number based on your current location): \n        US: +1 929 436 2866  or +1 669 900 6833 \n        Canada: +1 647 558 0588 \n        Australia: +61 (0) 8 7150 1149  or +61 (0) 2 8015 2088 \n        Netherlands: +31 (0) 20 241 0288  \n\n    Meeting ID: 546 977 651\n    International numbers available: https://zoom.us/u/dZ4MRlzjh \n \nContact person: \nHale Tatar  \nLocation: \nWeb Conference call
URL:https://globalcreditdata.org/events/bp-subcommittee-august-2018/
CATEGORIES:Methcom Subcommittee Benchmarking platform
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Paris:20180828T140000
DTEND;TZID=Europe/Paris:20180828T150000
DTSTAMP:20261113T122054
CREATED:20180807T114941Z
LAST-MODIFIED:20210927T233238Z
UID:4851-1535464800-1535468400@globalcreditdata.org
SUMMARY:Kick-off new Focus Group on "Bank-internal Economic Risk and Performance Measurement within Basel 2 - Pillar 2"
DESCRIPTION:Member discussion group by web/phone\, plus breakout sessions in conferences.  GCD focus groups are run by members and cover topics of interest to members\, so the focus may move during the discussions. \n  \nChaired by:  Robbin Tops and Raphael Keller of UBS have offered to chair the focus group \n  \nContent:   \nAll Financial institutions need to measure the risks that the institution is running.  \n•   Regulators require quite rigid risk measurement through Basel Pillar 1 models and stress tests (CCAR in the US) \n•   CFOs and auditors require expected loss modelling in accordance with their rules of IFRS9 and CECL \nHowever the bank needs to have their own view on risk\, an internal risk assessment is usually measured using an economic view. For Basel purposes\, these models are run as an alternative internal measure of performance and required capital. This process is described  within Pillar 2 of the Basel Accord \nEconomic Capital modelling gives the Board and Management a tool to steer the business and their particular risk mix (risk they deem material) and ensure that the bank has sufficient capital and earnings cushions to cover future downturns. \nAll aspects of internal risk measurement within Pillar 2 will be open for discussion\, however the initial focus will be on the following questions: \n\nRole of Credit Portfolio Models and Applications within Risk Appetite\nLoss Contributions: How to calculate in a practical context and report in the matrix dimension of Risk Source vs. Business Division/Area or Performance segments?\nHow to measure diversification benefit or concentration risk in a Structural Credit Portfolio Model?\n\n  \nWho should attend:   \nFinance industry executives performing or managing risk measurement within Pillar 2 and especially within an economic view of risk.  Please forward this invitation to the correct specialists in your bank.  Risk people interested in learning more on this topic should also attend \n  \nFirst meeting:  \n28 August 2018 1400 CET  See zoom link below\, including dial in numbers for all countries (not just US) \n\nJoin Zoom Meeting \nPhone one-tap:  US: +19294362866\,\,712761613# or +16699006833\,\,712761613# \nMeeting URL:     https://globalcreditdata.zoom.us/j/712761613 \n  \nJoin by Telephone \nFor higher quality\, dial a number based on your current location. \nDial:       \nUS: +1 929 436 2866 or +1 669 900 6833 \nMeeting ID:         712 761 613 \nInternational numbers \n  \nContact:  \nContact Philip Winckle with any questions or to express interest\, or just turn up to the first meeting. \n  \nAnti-trust warning:  \nParticipants are warned not to provide sensitive information about their bank or to engage in discussions which might encourage or lead to collusive behaviour. If in doubt then please seek guidance from your own bank’s policies or legal counsel. \n \nContact person: \nPhilip Winckle  \nLocation: \nZoom call
URL:https://globalcreditdata.org/events/kick-off-new-focus-group-on-pillar-2-economic-risk-and-performance-measurement/
CATEGORIES:Economic Capital and Pillar 2
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Paris:20180828T140000
DTEND;TZID=Europe/Paris:20180828T150000
DTSTAMP:20261113T122054
CREATED:20180809T103800Z
LAST-MODIFIED:20210927T233237Z
UID:4852-1535464800-1535468400@globalcreditdata.org
SUMMARY:Kick-off new Focus group on "Bank-internal Economic Risk and Performance Measurement within Basel 2 - Pillar 2"
DESCRIPTION:Member discussion group by web/phone\, plus breakout sessions in conferences.  GCD focus groups are run by members and cover topics of interest to members\, so the focus may move during the discussions. \n  \nChaired by:  Robbin Tops and Raphael Keller of UBS have offered to chair the focus group \n  \nContent:   \nAll Financial institutions need to measure the risks that the institution is running.  \n•   Regulators require quite rigid risk measurement through Basel Pillar 1 models and stress tests (CCAR in the US) \n•   CFOs and auditors require expected loss modelling in accordance with their rules of IFRS9 and CECL \nHowever the bank needs to have their own view on risk\, an internal risk assessment is usually measured using an economic view. For Basel purposes\, these models are run as an alternative internal measure of performance and required capital. This process is described  within Pillar 2 of the Basel Accord \nEconomic Capital modelling gives the Board and Management a tool to steer the business and their particular risk mix (risk they deem material) and ensure that the bank has sufficient capital and earnings cushions to cover future downturns. \nAll aspects of internal risk measurement within Pillar 2 will be open for discussion\, however the initial focus will be on the following questions: \n\nRole of Credit Portfolio Models and Applications within Risk Appetite\nLoss Contributions: How to calculate in a practical context and report in the matrix dimension of Risk Source vs. Business Division/Area or Performance segments?\nHow to measure diversification benefit or concentration risk in a Structural Credit Portfolio Model?\n\n  \nWho should attend:   \nFinance industry executives performing or managing risk measurement within Pillar 2 and especially within an economic view of risk.  Please forward this invitation to the correct specialists in your bank.  Risk people interested in learning more on this topic should also attend \n  \nFirst meeting:  \n28 August 2018 1400 CET  See zoom link below\, including dial in numbers for all countries (not just US) \n\nJoin Zoom Meeting \nPhone one-tap:  US: +19294362866\,\,712761613# or +16699006833\,\,712761613# \nMeeting URL:     https://globalcreditdata.zoom.us/j/712761613 \n  \nJoin by Telephone \nFor higher quality\, dial a number based on your current location. \nDial:       \nUS: +1 929 436 2866 or +1 669 900 6833 \nMeeting ID:         712 761 613 \nInternational numbers \n  \nContact:  \nContact Philip Winckle with any questions or to express interest\, or just turn up to the first meeting. \n  \nAnti-trust warning:  \nParticipants are warned not to provide sensitive information about their bank or to engage in discussions which might encourage or lead to collusive behaviour. If in doubt then please seek guidance from your own bank’s policies or legal counsel. \n \nContact person: \nPhilip Winckle  \nLocation: \nZoom call
URL:https://globalcreditdata.org/events/kick-off-new-focus-group-on-bank-internal-economic-risk-and-performance-measurement-within-0/
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Paris:20180828T150000
DTEND;TZID=Europe/Paris:20180828T163000
DTSTAMP:20261113T122054
CREATED:20180801T063824Z
LAST-MODIFIED:20210927T233238Z
UID:4849-1535468400-1535473800@globalcreditdata.org
SUMMARY:LGD Subcommittee Meeting #5/2018
DESCRIPTION:Agenda will be available in advance \nAugust 28th 2018 \nTime: 15:00-16:30 CET (Amsterdam Time) \nJoin from PC\, Mac\, Linux\, iOS or Android: https://globalcreditdata.zoom.us/j/953551362 \nOr iPhone one-tap :\n    US: +16699006833\,\,953551362#  or +19294362866\,\,953551362#\nOr Telephone:\n    Dial(for higher quality\, dial a number based on your current location):\n        US: +1 669 900 6833  or +1 929 436 2866\n    Meeting ID: 953 551 362\n    International numbers available: https://zoom.us/u/bSW1mt8bZ \n \nLocation: \nWeb Conference call (Zoom) \n \nAganda: \nhttps://www.globalcreditdata.org/wp-content/uploads/2018/08/lgd_subcommittee_material_28_august_2018_v2.pdf
URL:https://globalcreditdata.org/events/lgd-subcommittee-meeting-52018/
CATEGORIES:Methcom Subcommittee "LGD & EAD platform"
END:VEVENT
END:VCALENDAR