| Led by |
Mr. William Wong, Senior Manager, Financial Risk Management, PricewaterhouseCoopers ("PwC") Singapore
|
| When： |
9:00-17:00, Friday, September 19, 2003 |
Where： |
Center for Public & Business Administration Education, National Chengchi Univ. (W101, No. 187, Chin-Hwa Street, Taipei, Taiwan) |
| Who should attend： |
Risk Managers, Financial and Risk Professionals, Portfolio Managers, Financial Planners, Regulators, IT Professionals, Leading Professionals -Lawyers, CPAs, etc. |
|
Overview of Credit Risk Management (45 min)
| Objective: |
To understand credit risk and common issues faced by the banking industry |
| ◆ |
What are credit risks |
| ◆ |
Common credit risk rating and provisioning methodologies employed by banks to manage credit risks |
| ◆ |
Credit risk management challenges encountered by the banking industry in Asia |
Basel II Capital Accord - The Changes & Challenges (100 min)
| Objective: |
To understand Basel II requirements for credit risk management and the approaches for capital allocation |
◆Basel Capital Accord II - a summary of the proposed changes
◆Credit risk management - Does this change the way banks manage credit risks?
◆Challenges faced by banks (focus in Asia) in credit risk management under Basel II
Bank Wide Credit Risk Management System (1 hr)
| Objective: |
To understand the concept of Bank Wide Credit Risk Management System and its implications |
◆Bank Wide Credit Risk Management System - Solution for all the challenges?
◆Where do I start?
◆Some common implementation issues
◆A powerful system = complete solution?
◆System credit risk management - Does this change the way banks manage credit risks?
Case Study - Credit Risk Management in Asia (2 hr)
| Objective: |
To understand how banks in Asia usually manage credit risk |
◆How an Asian bank typically manages credit risks
◆Feedback from participants on what are the issues they are currently facing
◆The Asian crisis - What could we have done
Asset Securitization (45 min)
| Objective: |
Asset securitization as a risk mitigation tool and its restrictions |
◆Why asset securitization
◆Accounting issues post Enron
◆Risk and reward = Control?
◆Regulatory issues
Q & A (30 min)
|
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