***To all interested in the Edinburgh Local Group of the Royal
Statistical Society (RSS)***
Our February talk for 2007 is scheduled to take place at
the usual time of 6.00 pm on Tuesday 20 February.
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.
********** February meeting announcement *************
REVIEW OF RISK MODELS IN FINANCIAL SUPERVISION
===========================================
NATHANAEL BENJAMIN (Risk Model Review, Financial Services Authority)
Tuesday 20 February 2007, 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*
Abstract: Under the new framework of prudential supervision, commonly
known as Basel II, 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. By
conducting reviews of each applicant financial institution's risk
models, the Risk Model Review team helps the Financial Services
Authority to decide whether to grant such permission. This presentation
will outline the statistical challenges encountered in the course of
credit risk model reviews.
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
***Details of the new 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 available for downloading in MS Word and pdf formats at the
above site.
To avoid possible problems with sending attachments to multiple
recipients, it is anticipated
that this will be the ongoing approach to 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 next week!
Margaret MacDougall, Secretary and Treasurer
E-mail: [log in to unmask]
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