2018 European Asset and Liability Management Seminar

organisé par l'AFGAP

Hôtel Barrière, Le Grand Hôtel

Début : 7 juin 2018 à 19:00

Fin : 8 juin 2018 à 17:00

  • Billetterie

    Catégorie Nombre Prix Montant
    Membre AFGAP (nominatif)
    € 350,00
    € 0,00
    Non-membre / non member
    € 500,00
    € 0,00
  • Champs de texte

    Dear All,

    The French Association of Asset and Liability Management (AFGAP) and the UK Asset and Liability Management Association (ALMA) are pleased to invite you to participate to the ‘2018 European Asset and Liability Management Seminar’ which will take place on Thursday 7th and Friday 8th June in Enghein-les-Bains, France.

    We hope you will be able to join this event which gives the opportunity to meet with colleagues from different banks and jurisdictions in an informal environment, with presentations covering a large spectrum of ALM hot topics.

    The participation fees are very limited (500€) and are calibrated to cover the organization costs (hotel, meeting room, lunch, and breaks). The travel and personal expenses remain to participating members.

    The number of places is limited.

    Regards,

    Stéphane Denise                                            Jamie Paris

    AFGAP Chairman                                            ALMA Chairman

     

    Agenda :

    2018 European Asset and Liability Management Seminar
    June 7th-8th, 2018

    Hôtel Barrière, Le Grand Hôtel,
    85, rue du Général de Gaulle, 95880 Enghien-les-Bains, France

    https://www.hotelsbarriere.com/en/enghien-les-bains/le-grand-hotel.html  

    Agenda

     

    Thursday 7th June

     

    19:00 - 22:30

    Cocktail followed by Dinner

     

    Friday 8th June

     

      8:25 -   8:30

    Introduction to the Seminar

    Stéphane Denise (AFGAP Chairman), Jamie Paris (ALMA Chairman)

     

      8:30 -   9:00

    European Comparison of Accounting for Liquidity Buffer in IFRS9

    Nicolas Patrigot (BPCE)

     

      9:00 - 9:30

    European Comparison of First Time Adoption for Impairment in IFRS9

    Cyril Kanony (PwC)

     

    9:30 - 10:00

    ALM and IFRS9 Impairment Analysis: A Common Need for Cash Flows

    Laurence Roucouly (Société Générale)

     

    10:00 - 10:30

    Asset and Liability Management of Non-Performing Loans

    Andrea Partesotti (Prometeia)

     

    10:30 - 11:00

    Coffee Break

     

    11:00 - 11:45

    Machine Learning – An Illustration in Credit Risk Analysis

    Vivien Brunel (Société Générale)

     

    11:45 - 12:30

    Crypto-Currency – Perspective from Central Banks

    Alexandre Stervinou, Julien Lassalle (Banque de France)

     

     

    Lunch break

     

    14:30 - 15:00

    A New European Framework for Simple, Transparent and Standardized  (STS) Securitization

    Ian Bell (Prime Collateralised Securities, PCS)

     

    15:00 - 15:45

    IASB Project to Changes in Macro-Hedging Framework

    Holger Thiele (Commerzbank)

     

    15:45 – 16:30

    Updates in the Regulatory Framework for Interest Rate Risk in the Banking Book, and Liquidity Risk

    Emmeline Travers (BNP Paribas) –  Cloé Nefussi (Crédit Agricole)

     

    16:30 - 16h45

    Conclusions

    Jamie Paris (ALMA), Stéphane Denise (AFGAP)

     

     

     

     

     

     

     

    2016 European Asset and Liability Management Seminar
    June 7th-8th, 2018

     


    Logistical Arrangements
     

     

     

     

     

    Participation Fee

    €500 participation fees cover cocktail, dinner, room for the night at the hotel, lunch and coffee (as per agenda).

    Travel and personal expenses are not included.

     

     

     

     

    Commute between
    Gare du Nord
    and
    Enghien-les-Bains

    20’, 4 stops, SNCF train H between Gare du Nord and Enghien-les-Bains

     

     

     

     

    Contacts

    Stéphane Denise                                +33.659.065.432

    Marianne Russo                                  +33.699.582.329

     

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Informations

  • Plan d'accès

    Adresse du lieu de l'événement

    85, rue du Général de Gaulle 95880 Enghien-les-Bains France
  • Plus d´événements

    • Adhésion AFGAP 2017-2018
      14 juillet 2017
      Inscription
    • 2018 European Asset and Liability Management Seminar
      Hôtel Barrière, Le Grand Hôtel
      7 juin 2018 19:00
      Inscription
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Organisateur de cet événement: l'AFGAP
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