Nigel Clay (NAB): Measuring rating system dynamics
Details
Measuring Rating System Dynamics
Nigel Clay
Senior Manager Model Development
National Australia Bank
Nigel will be speaking on measuring rating system dynamics in a Basel II environment. In particular the discussion will go over key issues such as:
The choice of ratings philosophy Point in Time vs Through the Cycle Ratings Estimating model cyclicality
When: Friday 25th May 2012, 12:00-2:00pm
Registration: 12:00 - 12:30pm
Presentation & discussion: 12:30 - 1:15pm
Networking & light lunch: 1:15pm - 2:00pm
Where: Veda, Level 34 / 140 William St, Melbourne (south-east corner of Bourke & William)
RSVP: Use the RSVP buttons (available until 9:30am, Friday 25th) to register your attendance.
Places are limited and visitor passes and catering have to be arranged in advance, so please RSVP early. If there are no places left you will automatically be placed on a waiting list. Please update your registration if you subsequently find you can't attend. This will automatically allocate your place to the next person on the waiting list.