1. Bucuresti, 11-12 November 2010
PRMIA Credit Risk Management

2. Agenda 11 Nov.
 09:00 – 09:15 Arrival/ coffee
 09:15 – 09:30 PRMIA Romania Welcome
 09:30 – 10:40 Modeling Low Default Portfolios Valeriu Bajenaru – Associate
Director | Moody’s Analytics
 10:40 – 10:50 Coffee break
 10:50 – 12:00 Scorecard Overload - Efficient monitoring and maintenance of
your retail credit risk model portfolio Keve Muller – Director | Finalyse Budapest
Kft
 12:00 – 13:00 Lunch
 13:00 – 14:10 Customer Focus and Pricing Differentiation Athanasios
Papanikolaou– Advisory Senior Manager | KPMG Greece
 14:10 – 14:20 Coffee break
 14:20 – 15:30 The impact of the credit crisis on acceptance and design
of credit rating models for banks: The Road Ahead Debashis Dutta – Manager
Group Portfolio Management | Qatar National Bank
 15:30 – 15:40 Coffee break
 15:40 – 16:50 COBIT 4.1: use it for risk management! Adrian Munteanu – PhD
Professor | The Faculty of Economics and Business Administration, Alexandru
Ioan Cuza University of Iasi

3. Agenda 12 Nov.
 09:00 – 09:30 Arrival and coffee
 09:30 – 10:40 IRB implementation process in Raiffeisen Bank Romania Ada
Valcea – Executive Director Group Risk Controlling & Portfolio Management |
Raiffeisen Bank SA Romania
 10:40 – 10:50 Coffee break
 10:50 – 12:00 Aligning Risk, Risk Appetite and Capital Preston Thompson –
Assistant Vice President | Federal Reserve Bank of Boston
 12:00 – 13:00 Lunch
 13:00 – 14:10 Credit risk stress testing in the ICAAP (NBR R18/2009).
Challenges for banks using the standardized approach for credit risk Andrei
Dochia – Advisory Senior Manager | KPMG Romania SRL
 14:10 – 14:20 Coffee break
 14:20 – 15:30 Proposed changes to the IFRS impairment model for financial
assets (IFRS 9) Angela Manolache – Advisory Director | KPMG Romania
SRL
 15:30 – 15:40 Coffee break
 15:40 – 16:50 IFRS 9 and its serious IT requirements Tamas Erni – Partner |
Loxon Solutions Ltd Hungary

4. Contact
 www.prmia.org
 www.prmia.org/Chapter_Pages/Bucharest