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9 February 2015
Pullman Hotel, Brussels Midi Station
On Monday 9 February 2015
Avantage Reply will host in Brussels its first 2015
Quarterly Quantitative Risk and Regulatory Briefing. The briefings (held four times a year) provide industry participants with an opportunity to share their views and learn about trends and developments regarding quantitative risk methodologies and the evolution of the regulatory landscape impacting risk measurement.
16:00 – 16:25 Registration
16:25 – 16:30 Welcoming Address Nicolas Pavlovitch, Partner, Avantage Reply
16:30 – 16:50 Regulatory Update: Fundamental Review of the Trading Book Juan Segurado, Senior Policy Officer, Banking Unit, European Commission and Observer on Basel Committee Trading Book Group
16:50 – 17:10 Measurement of Interest Rate Risk in Banking Book: A practitioner’s Perspective Hedi Ben Mahmoud, CRO, Bank of New York Mellon NV/SA
17:10 – 17:30 Credit Spread Risk in the Banking Book: Industry Trends and Developments Bernard Colla, Senior Manager, Avantage Reply Hadrien Van der Vaeren, Senior Consultant, Avantage Reply
17:30 – 18:00 Question & Answer Session Facilitator: Nadine Spruyt, Deputy Director Risk Affairs, Febelfin Panel: • Juan Segurado, Senior Policy Officer, Banking Unit, European Commission • Hedi Ben Mahmoud, CRO, Bank of New York Mellon NV/SA • Bernard Colla, Senior Manager, Avantage Reply • Hadrien Van der Vaeren, Senior Consultant, Avantage Reply
18:00 – 19:00 Cocktail & Canapés
register before 26 January 2015 by sending an email to
We look forward to welcoming you for lively debate and discussions!
Contact Information: Freddie Gielen, Partner,