39th Annual Meeting

Session 2: Economic Capital Management
(Organized in cooperation with Moody's KMV)

3 May 2006 (12:00 p.m. - 2:00 p.m.)

This seminar will focus on the challenges associated with implementing systems designed to measure and manage economic capital. It will relate this to the issues that arise in the context of the Basel II framework for credit risk management. The capital calculation required for regulatory purposes can be materially different from that needed for economic decision making, so it is important to understand how to manage economic capital properly to make the best use of a financial institution’s resources.

While economic capital management should be the focus of the way financial institutions build value for shareholders, systems built for regulatory compliance can be designed to accommodate economic capital measurement and management. The seminar will discuss credit risk models and tools, and will highlight best practice at the largest financial institutions around the world.

Contact Us

For further information, contact Ms. Celene Chiang, tel: (65) 6823 1551, email:Celene.Chiang@MKMV.com