Active Capital Management: The Future - March 13, 2008 - Singapore

Complimentary Conference - March 13th 2008

Leaders from the Monetary Authority of Singapore, the National University of Singapore Risk Management Institute, Fitch Ratings, Algorithmics and HSBC will be providing practical insights and answers.

Practical Insights from Industry Experts.

Recent stressful credit and liquidity events have put risk models to the test in financial institutions around the world. This happened at a time when banks are submitting their internal models to their regulators for Basel II IRB accreditation, and at a time of rapid financial innovation relying on increasingly complex risk models. What can be expected of risk models? How can they be made to better serve their purpose? How do models perform in best practice financial institutions?

In an effort to address these questions, the Fitch Group invites you to a half day conference in Singapore. We invite you to put your questions to leading experts and practitioners in the field of risk management:

Date & Time:
Thursday, 13th March, 2008, 13:30

Venue:
The Ritz-Carlton Millenia Singapore
7 Raffles Avenue
039799
Singapore

Schedule:
13:30 - Registration
14:00 - Opening Welcome

  • View of the world post Basel II, Monetary Authority of Singapore
  • Modelling challenges in credit markets, NUS Risk Management Institute
  • An Agency's view of capital-at-risk models, Fitch Ratings
  • Capturing interactions between credit and market risks, Algorithmics
  • Using models in times of crisis, HSBC
  • Q&A

17:15 - Cocktail reception

For more information, or to register by fax please contact:
Joanne Teo, Office Manager, Algorithmics
Phone: (65) 6423-0103
Fax: (65) 6536 7730
Email: algoeventsasia@algorithmics.com