StatConsulting

PLENARY SESSION – leading: Michał Kryński, Journalist, Bankier.pl

09:00 – 09:30

Registration and coffee

09:30 – 09:50

Opening
Arkadiusz Ziemba, CEO, StatConsulting Sp. z o.o.

09:50 – 10:30

Forecasts of financial market development in the years 2011 – 2012
prof. Witold Orłowski, Director, Warsaw University of Technology Business School, Member of the Prime Minister's Economic Council, Special Advisor to the European Commmission

10:30 – 11:10

Managing Risk in a Multilateral Development Bank through the economic cycle
Marcin Bill Associate Risk Officer at IFC, The World Bank Group

11:10 – 11:30

Coffee

PARALLEL SESSIONS

BANKING SESSION – leading: Michał Kryński, Journalist, Bankier.pl

11:30 – 12:00

The situation in the credit market in the evaluation of commercial banks (based on surveys of banks)
Przemysław Wejner, Financial System Department, National Bank of Poland

12:00 – 12:30

Situation in the Polish economy and its influence on the banking market in 2011/12
Ryszard Petru, Division of Analyses, Investor Relations and Strategy, PKO Bank Polski S.A.

12:30 – 13:20

Lunch

13:20 – 13:50

ICAAP – case study
Łukasz Witkowski, Director, Risk Department, BRE Bank S.A.

13:50 – 14:20

T Recommendation in practice
Aneta Ptak-Chmielewska, Credit Risk Manager, Toyota Bank Polska S.A.

14:20 – 14:50

The analysis of credit portfolio losses for secured products
Paweł Kopciuszewski, Senior Consultant, StatConsulting Sp. z o.o.

14:50 – 15:10

Coffee

Strategies for determining concentration limits in respect of currency lending in credit risk analysis
Dorota Pelle, Anetta Przęczka, Credit Policy Department, Alior Bank S.A.

Methods of risk evaluation on the example of RAROC.
How costs affect the measurement of risk?
Janusz Wozowczyk, Risk Management Department, Raiffeisen Bank Polska S.A.

Stress tests - perspective, the role in risk management and developing business strategies
Anna Łuszpińska, Director, Department of Prudential Regulations, Bank Zachodni WBK S.A.

Will Basel III help banks? Panel discussion
Leading: Wojciech Kwaśniak, Adviser to the President of the NBP
Participants:
Marcin Bill, Associate Risk Officer at IFC, The World Bank Group
Ryszard Petru, Managing Director, Division of Analyses, Investor Relations and Strategy, PKO Bank Polski S.A.
Andrzej Reich, Adviser, the Department of Financial System of the NBP
Wiesław Thor, Vice President, Head of Risk Management BRE Bank S.A.
Łukasz Witkowski, Director of the Financial Risk Department, BRE Bank S.A.

INSURANCE SESSION – leading:  Elżbieta Perlińska, Director of Consulting and Implementation, StatConsulting Sp. z o.o.

11:30 – 11:40

Opening of the session
Marcin Łuczyński, Director of Solvency II, the Polish Chamber of Insurance

11:40 – 12:05

Solvency II & countercyclicity
Michał Herbich, Appointed Actuary, AVIVA

12:05 – 12:30

Self-assessment of operational risk management as an effective method of managing financial institution under regulatory regimes - the benefits and opportunities
Elżbieta Perlińska, Director of Consulting and Implementation, StatConsulting Sp. z o.o.

12:30 – 13:20

Lunch

13:20 – 13:50

Is Solvency II set to harm consumer choice and smaller insurers?
Gregor Pozniak, Secretary General, AMICE

13:50 – 14:20

Current and planned activities related to regulations and methods of risk management in insurance
Krzysztof Kozłowicz, Director of Risk Management, HDI Asekuracja Towarzystwo Ubezpieczeń S.A.

14:20 – 14:50

EIOPA's work status concerning Solvency II
Iwona Kraśniewska, EIOPA (The European Insurance and Occupational Pensions)

Coffee

Business cycles and enterprise risk management
Adam H. Pustelnik, CEO, Signal Iduna

Application of internal model
Arkadiusz Stachecki, CRO, PZU S.A.

Risk – foundations and definition problems
dr inż. Adam Śliwiński, Lecturer, Risk and Insurance Department, Department of General Insurance, Warsaw School of Economics

Risk management new standards – panel discussion
Leading: Iwona Kraśniewska, EIOPA
Participants:
Krzysztof Kozłowicz, Director of Risk Management, HDI Asekuracja Towarzystwo Ubezpieczeń S.A.
Adam H. Pustelnik, CEO, Signal Iduna
Arkadiusz Stachecki, CRO, PZU S.A.