WBI Courses and Events Risk Management Colombia: From Theory to Implementation
 
Overview
Agenda
Registration
 Accommodations
 Presenters
Background Readings
Contact Us
Agenda

Sunday • February 15, 2004

1800–
2100

 

Welcome/Cocktails (Santa Theresa Hotel)

  • Fernando Montes-Negret, Finance Sector Manager, World Bank
     
 

Monday • February 16, 2004

Day 1: Practical Challenges with the New Capital Accord

  • Chair: Jorge Pinzón Sánchez, Chairman, Superintendente Bancario
     

0900

 

Opening Remarks: Capital Standards for Banks and Insurance

0920  

Opening Remarks: Market Priorities on Implementation

  • Patricia Cárdenas, President, Asobancaria
0935  

Opening Remarks: Managing Risk in a New Framework

0950  

Keynote Address: Challenges with Risk-Based Supervision Under Basel II

1050  

Coffee Break

1115  

Results of Self-Assessment: Main Risk Management Challenges for Colombia

1200  

Panel Discussion: Colombia's Roadmap to Enhance Risk Management

1300  

Lunch

1430  

Integrating Market Risk and Credit Risk with a RAROC Framework

  • Ludger Overbeck, Professor of Risk Management, University of Giessen and former head of Risk Management Research, Deutsche Bank (download 277 kb PDF)
1515  

Building a Technology Framework to Meet Basel II Requirements

1600  

Coffee Break

1630  

Market Perspective: Business Implications for Commercial Banks in Colombia

1715  

Panel Discussion: Risk-Infrastructure Needs in Colombia

  • Moderator: José Tolosa, Banco de la República

  • Gustavo Aristizabal, President, Duff & Phelps de Colombia S.A.

  • Mauricio Cepeda, Chief Credit Risk Officer, Banco de Bogotá

  • Ignacio Duran, Vice President, DataCrédito (download 56 kb PowerPoint presentation)

  • Ricardo León, Superintendencia Bancaria

  • Patrick Tissot, Vice President, Banco Caja Social (President of Risk Committee from Asobancaria) (download 855 kb PowerPoint presentation)
1815  

Chairman's Closing Remarks

1830  

Cóctel ofrecido por el Banco de la República

     
 

Tuesday • February 17, 2004

Day 2: Bottlenecks with Risk Systems and Infrastructure

  • Chair: José Tolosa, Deputy Governor, Banco de la República
     
0900   Chairman's Opening Remarks

0910

 

Overview of Credit Risk Modelling: Models and Practical Examples—Comparison of Two Mainstream Models (KMV, KPMG, Kamakura, CreditRisk, and CreditMetrics)

1000  

Risk Systems: Managing Liquidity Risk and Preparing for Extreme Events

1050  

Coffee Break

1120  

Measuring and Managing Operational Risk under Basel II

1210  

Risk Monitoring: Required Infrastructure for Operational Risk Management

1300  

Lunch

Keynote Address

  • José Tolosa, Deputy Governor, Banco de la República
1430  

Risk and Capital Management in Financial Conglomerates

1530  

Banking Under Basel II: Challenges and Threats

  • Manuel Méndez del Río, Chief Risk Officer and Member of Executive Committee, BBVA (download 509 kb PDF)
1615   Coffee Break
1645  

Roundtable: Credit Rating Agencies and Data Pooling

1800  

Chairman's Closing Remarks

     
Back to top
 

Wednesday • February 18, 2004

Day 3: Institutional Change and Business Realignment

  • Chair: Jorge Pinzón Sánchez, Chairman, Superintendente Bancario
     

0900

 

Chairman's Opening Remarks

0910  

Case Study: South Africa on the Road to Basel II

1000  

Case Study: Implementation at ABSA Bank South Africa

1045  

Coffee Break

1115  

Case Study: Implementation Experience in Brazil and Mexico

1200  

Roundtable: Lessons Learned and Parallels Relevant to Colombia

  • Moderator: Pieter Strydom, Partner, Risk Management, Ernst & Young, Johannesburg

  • Patrick Tissot, Vice President, Banco Caja Social (President of Risk Committee from Asobancaria)

  • André Blaauw, General Manager, Enterprise Risk Management, ABSA

  • Andrew Kuritzkes, Managing Director, Mercer Oliver Wyman

  • José E. Molina, Partner, LAC Risk Management, Ernst & Young, United States
1300  

Lunch

Keynote Address: Professional Risk Management Training: Teaching an Appreciation of Risk

  • David Koenig, Chairman, PRMIA
1430  

Economic Capital versus Risk Capital: Implications of Basel II

1515  

Risk Management and Corporate Governance in Emerging Markets: Survey Results

  • Hugo Baquerizo, Principal, McKinsey & Company

1600  

Coffee Break

1630  

Panel: Implementation Strategy—Regulatory Priorities and Market Response

  • Moderator: Pieter Strydom, Partner, Risk Management, Ernst & Young, Johannesburg

  • Gerardo Gimeno Griñó, Executive Vice President, BBVA Banco Ganadero

  • Guillermo Espinosa Salazar, Managing Director, Grupo Santander

  • Peter Waldmann, General Manager, Münchener de Colombia S.A. (download 54 kb PowerPoint presentation)

  • Mauro Emanuele Sartori, Gerente de Planeación y Riesgo, Bancoldex
1730  

Conclusions and Priorities for Implementation

  • Moderator: Fernando Montes-Negret, World Bank

  • Jorge Pinzón Sánchez, Chairman, Superintendente Bancario

  • Clemente del Valle, Chairman, Superintendente de Valores

  • Santiago Persomo, President, Banco Colpatria
1815  

End of Workshop

     
Back to top
 

Thursday • February 19, 2004

RESTRICTED SEMINAR: Implementing Credit Risk Models and Provisioning

     

0900

 

Chairman's Opening Remarks

0910  

Capital and Provisions Under Basel II: Implications for Latin America

0950  

Credit Risk and Cyclical Provisioning: The Case of Spain

1030  

Coffee Break

1100  

Hands-on Credit Risk Modelling Exercise: Calculating and Comparing Capital Adequacy under Basel I, Basel II Standardised, Foundation and Advanced IRB Methodologies and Using a VaR Credit Risk Model

1300  

Lunch in Working Groups

1430  

Discussion and Analysis of Exercise: Implications for Colombia on the Path to Implenting Risk-based Supervision

  • Jeffrey Carmichael, former Chairman, Australian Prudential Regulation Authority
1530  

Coffee Break

1600  

Roundtable: Implementing Credit Risk Models in Colombia—Next Steps

  • Moderator: Fernando Montes-Negret, World Bank

  • Jorge Pinzón Sánchez, Chairman, Superintendente Bancario

  • Jeffrey Carmichael, former Chairman, Australian Prudential Regulation Authority

  • Ricardo León, Superintendencia Bancaria

  • Giovanni Majnoni, World Bank

  • Ramon Trias, AIS Consulting
1730  

Action Plan for Superintendencia Bancaria

  • Jorge Pinzón Sánchez, Chairman, Superintendente Bancario
1800  

Chairman's Closing Remarks

1815  

End of Seminar

     
WBI: Promoting knowledge and learning for a better world
back to top
World Bank
© 2001 The World Bank Group, All Rights Reserved. Terms and Conditions