Measuring, Modelling
and Managing
Concentration Risk

London

8-9 September 2008

New York

15-16 September 2008

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Course dates & venues

London 8 & 9 September 2008

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New York 15 & 16 September 2008

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Course tutors

London

New York

arrowBenedict Boelen, Qualitative Analyst,
BNG CAPITAL MANAGEMENT

arrowIan Baker, Vice President, Risk Management
and Derivatives, PYRAMIS GLOBAL ADVISORS

arrowPaolo Capelli, Head of Risk Management,
AKROS ALTERNATIVE INVESTMENTS SGR

arrowRuben Costa-Santos, Deputy Head of Hedge
Fund ExposureManagement, DEUTSCHE BANK

arrowUmberto Cherubini, Associate Professor of
Finance, UNIVERSITY OF BOLOGNA

arrowJoseph Dziwura, Senior Managing Director, TIAA-CREF

arrowKlaus Duellmann, Deputy Head of Banking Supervision Research, DEUTSCHE BUNDESBANK

arrow

Lori M. Evangel, Credit Risk Officer and Senior Vice President, METLIFE INC.

arrowPerry Mehta, Director, Consulting Services, MOODY'S ANALYTICS

arrowAndy Shaw, Head of Counterparty Credit
Trading, MERRILL LYNCH

arrowDan Rosen, President, R2 FINANCIAL
TECHNOLOGIES ANDFIELDS INSTITUTE

arrowStefan Weichert, Head of Market Risk,
HYPOVEREINSBANK/UNICREDIT GROUP

arrowDavid Saunders, Assistant Professor,
UNIVERSITY OF WATERLOO

arrowAnders Wulff-Andersen, Executive Director,
UBS INVESTMENT BANK

Stefan Weichert, Head of Market Risk,
HYPOVEREINSBANK/UNICREDIT GROUP

Learning Outcomes

  • Develop ways of identifying concentrations risks
  • Understand concentration risk in credit portfolios: name, sector and geographical concentrations
  • Assess and report concentration risks
  • Understand the impact of concentration risk
  • How losses are dispersed and how they affect distribution
  • Evaluate minimum capital requirements of Basel II and concentration risk
  • Assess the challenge of relationship banking