Date(s) - Tuesday, March 13, 2012
On the 13th of March 2012 a workshop for and by OpRisk-Quants will take place in Frankfurt am Main, Hessia, Germany.
This event is hosted by Deutsche WertpapierService Bank AG (dwpbank).
Besides dwpbank the following institutions have indicated participation: AXA, Commerzbank,
DZ BANK, ERSTE Bank Vienna, Landesbank Berlin, NORD/LB, Postbank, SEB Germany, UnicreditGroup Vienna, others yet considering.
To enable a profound exchange amongst the OpRisk model experts, and to maintain the workshop character, the number of participants is limited to 12-15 persons.
Special weight will be put on stress tests and concentration risks – topics, which were already dealt with in the first Operational Risk Quant-Workshop. dwpbank will give an insight into its AMA model. This will very likely introduce to a model comparison. Other topics, if time allows, will be brought up in advance by the participants.
The workshop starts at 10.30 am and ends at about 4.30 pm. Language is German.
This event is FREE to IOR members with a €100 nominal charge for non-members.
(Please note – this charge is fully refundable against the cost of membership should you choose to join before 31 Jul 2012).