***To all interested in the Edinburgh Local Group of the Royal
Statistical Society (RSS)***
Title: Review of Risk Models in Financial Supervision
*Nathanaël Benjamin ** (Financial Services Authority)*
Our second session for 2008 is scheduled to take place on Tuesday 5 February at 6.00 pm.
The full announcement is provided in text form below. However, please
also scroll further down to find details of how to access our poster for
advertising this meeting and for details of our local group website.
This poster should be accessible from the above website closer to the
date of the meeting. However, should you wish to have a copy before then for
advertising purposes, you are welcome to request one by replying to this message.
********** February meeting announcement *************
*
Title: Review of Risk Models in Financial Supervision
Nathanaël Benjamin (Financial Services Authority)*
Tuesday 5 February 2008, 6.00 pm – 7.00 pm (refreshments at 5.30 pm);
members and non-members of the RSS are all MOST WELCOME to attend this meeting. There is no need to register if you are a non-member.
International Centre for Mathematical Sciences, 14 India Street,
Edinburgh EH3 6EZ (http://www.icms.org.uk/)
*Abstract*: Under the new framework of prudential supervision, known in the Financial Services Industry as Basel 2, financial institutions now have the opportunity to apply for permission to use their internal risk models to estimate directly the minimum regulatory capital required to ensure solvency. This presentation will outline statistical challenges encountered in the course of credit risk model reviews.
********************** end of February meeting announcement
************************
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
***Details of the website for the Edinburgh local group of the RSS***
===================================================
Please refer to
http://www.bioss.sari.ac.uk/staff/adam/rsse/
where you can learn more about past and future meetings of our group and
about the workings of the RSS in general. It is anticipated that this
site will provide an alternative route to sharing information with
multiple recipients, given the problems that can arise with e-mail
attachments.
***Posters for advertising***
====================
Please kindly note that for those interested in advertising this
meeting, a poster is to be made available for downloading in rtf and pdf
formats at the above site closer to the time of this meeting. To avoid possible problems
with sending attachments to multiple recipients, it is anticipated that
this will be the ongoing mechanism for distributing our posters for local
group meetings.
==================================================
If you have further questions or difficulties in reading this email,
please inform me by return of email. Also, if you would prefer not to
receive such announcements in the future or know of individuals who
would like to be added to our local group mailing list, please let me
know asap.
We look forward to meeting you in February.
Margaret MacDougall, Secretary and Treasurer
E-mail: [log in to unmask]
---------------------------------
Sent from Yahoo! - a smarter inbox.
|