logo-eui RSCAS

Models of Credit and Market Risk

Registration deadline: 7 June 2018

 
  • Topics covered

    • Probability of Default (PD) calibration and validation
    • Loss Given Default (LGD) – What do we know about LGDs?
    • Discount rate in LGDs
    • Regulatory updates regarding LGDs
    • Value-at-Risk

  • How the course will work

    Total course length: between 15 and 18 hours.

    A certificate of attendance will be provided to all participants after the course.

  • Meet the instructors

    Jean Dermine is a Professor of Banking and Finance at INSEAD. He holds Doctorat en Sciences Economiques from the Université Catholique de Louvain and Master of Business Administration from Cornell University. He directs the INSEAD Executive Education programmes on Risk Management in Banking and Strategic Management in Banking.

    He served as a Visiting Professor at the Wharton School of the University of Pennsylvania, at the Universities of Louvain and Lausanne, CESAG in Dakar, as well as a Salomon Center Visiting Fellow at New York University, and a Danielsson Foundation Guest Professor of Bank Management at the Göteborg and Stockholm Schools of Economics. As a consultant or director of training and executive education programmes, he worked with several international banks, accounting and consulting firms, national central banks, European Central Bank, Bank for International Settlements, HM Treasury, the OECD, the World Bank, the European Commission, and the Mentor Forum for the US Supreme Court and the European Court of Justice.

    He authored five books and numerous articles on asset and liability management, European financial markets, and the Theory of Banking.

  • Prerequisites

    Degree in Economics, understanding of statistics and econometrics.

  • Fees

    1750€ – Public Authorities (e.g. National Competent Authorities, Central Banks) and European Institutions*

    2250€ – Private Sector

    1000€ – Research assistants or Associate Professors

    850€ – Students (with certificate of studies)

    The course fee covers coffee and lunch breaks. Travel and hotel costs are not included.


    * In case of registration of 3 participants from the same public body, the course fee is waived for one of them. To benefit from the deal:

    • the names of the 3 participants have to be communicated to fbf@eui.eu before registering
    • the names of other registered people from the same institution cannot be communicated. It is upon your responsibility to get in touch with your HR division
    • a single debit note will be issued for the 3 participants followed by one payment

    CANCELLATION POLICY

    • In case a course is cancelled, registered participants will receive the full refund.
    • In case a course is moved to another date, registered participants may request a voucher to attend another FBF course.
    • Registered participants who cancel their participation will receive a voucher to attend another FBF course.

    For more details, please contact fbf@eui.eu
  • Practical information

    Accommodation 

    Recommended hotels:
    Hotel Villa La Stella (20 min walking distance from EUI )
    Hotel Cellai
    Hotel Palazzo Ricasoli
    Hotel de la Pace
    Hotel Athenaeum

    Wi-Fi

    On arrival, participants will be provided with temporary wi-fi access for the whole duration of the course.

    Privacy Notice

    The personal information you have provided will be processed in compliance with the EUI Privacy Statement for conferences.
    For general queries: fbf@eui.eu