Zurich | Denmark | Chicago | Milan/Lugano | Stockholm
Title: Enterprise Wide Risk Management
Date: Monday February 5, 2001
Time:
3.00pm - 5.30pm
Venue: Hotel
d` Angleterre in Copenhagen
Hosted by:
GARP Denmark
Sponsored by: SunGard Trading and Risk Systems
Description:
The
implementation of the new accounting standards IAS39 (FAS 133 in the US) is
going to revolutionise the way that corporates use derivatives for risk
management purposes.
Registration Information: For further details, please contact us at denmark@garp.com
or garp@basispoint.com
Title: Financial Risk Management after IAS39/FAS133
Date: February 26, 2001
Time: 3.00pm - 5.30pm
Venue: Offices
of PricewaterhouseCoopers in Copenhagen
Hosted by:
GARP Denmark
Sponsored by:
SunGard Trading and Risk Systems
Description:
The implementation of the new accounting standards IAS39 (FAS 133 in the US) is going to revolutionise the way that corporates use derivatives for risk management purposes
Registration Information: Please contact denmark@garp.com or garp@basispoint.com for more information.
Title: Credit
Risk Models for Middle-Market Portfolios - CS Experience
Date: Thursday,
February 8, 2000
Time: 12:00
- 13:30 pm
Presented by:
Dr. David Cosandey
Venue:
Credit Suisse, St-Peter Forum, St-Peterstrasse 19, 8001 Zurich
Registration Information:
There
is no cost to attend; however you must register.
To register, please send an email to garp.zurich@usa.net
Please
include your name, company and contact details in the body of your message.
Contact Information: garp.zurich@usa.net
Title: Operational
Risk - The Basle Recommendations
Date: Wednesday,
February 21st
Time: 5.00
- 7pm
Presented by:
Rick Harris and Ken Swenson of the Chicago Fed
Venue:
IIT Stuart School of Business, 565 W. Adams, just west of the Loop
Description: Rick Harris and Ken Swenson of the Chicago Fed will lead a discussion of Operational Risk, The Basle recommendations, Best Practices and Industry Applications. Quantification of Operational Risk is receiving a lot of academic attention and businesses are beginning to become more adept at scoring their Operational Risks. Learn what best practices are and where this field is heading.
Registration Information: David Koenig - dkoenig@charter.net
Title:
Risk Management Course - Fundamentals
Date: March 16 - June 23, 2001
The
first lesson (Quantitative Analysis) is scheduled on March 16, 2001.
Basic Course (88 hours, 11 days) is from March 16 to June 23 (split in modules
of 8/16 hours).
Advanced Course (48 hours, 6 days) is from Sept. 9 to Sept. 22.
Presented by:
The Centro di Studi Bancari (CSB) in Lugano / Emerico Amari (GARP Regional
Director Italy) / Mauro Guerra (GARP Regional Director Lugano)
Description:
In-depth Risk Management Course for Italian and Swiss practitioners.
This course, which will be given yearly in Lugano at the CSB, is articulated in
two different levels:
-
a
basic course that is intended for wider public participation and for the
professional profiles of those, especially newly-graduated, who have not yet
gained two years experience in the areas of financial risk management or other
related fields;
- an advanced course that is specifically focused on preparing candidates for the GARP FRM Test.
The basic course will be held in Italian, the advanced in English. The teachers
are qualified university professors, consultants and bank operators.
Registration Information:
For further information please contact GARP Italy Regional Director, Emerico Amari at italy@garp.com
Title:
Development in the European Securities Market; Exchanges, Clearing, Settlement
Date: Thursday, February 1, 2001
Time:
8:30 a.m. (duration approximately 1 hr)
Presented by:
Professor Johan Lybeck, Chief Economist Matteus Bank AB
Hosted by: KPMG
Venue: KPMG, Tegelbacken 4, Stockholm
Registration Information: There is no cost to attend but pre-registration
is required. To register, please send an e-mail to Lars Söderlind at sweden@garp.com