Events material

AML: Market practices and upcoming risk solutions

Posted on 31-10-2016

Risk-Based Approach & examples of Machine Learning Application

By François Ducuroir and Maciej Sterzynski

On 27 and 28th of October 2016, the Union of Arab Banks held, in Beirut, its annual forum for heads of AML/CFT* compliance units.
At this occasion, Reacfin’s managing partners, François Ducuroir and Maciej Sterzynski, presented our experience with regard to current market practices and upcoming solutions in this matter.

Among other we discussed:

  • practical aspects of idesigning and deploying Risk-Based solutions for Anti-Money Laundering purposes, and
  • hands-on examples for using Machine Learning algorithms (i.e. Artificial Intelligence techniques) to identify relevant variables for an efficient identification of supiscious Money Laundering or Terrorism Financing behaviors.

Interested readers will find here the slides of this presentation:

Practical aspects in deploying strategic asset allocations

Posted on 07-07-2016

Practical aspects in deploying strategic asset allocations for liability-driven investors

A Reacfin presentation in quantitative finance

By Francois Ducuroir, Wim Konings & Dr. Sébastien de Valeriola

Reacfin held in Brussels on March 18th 2016 its third seasonal breakfast. This session’s focus was to review some practical aspects and best market practices when it comes to assess the strategic asset allocation of liability-driven investors (i.e. Insurance companies, Banks, pension funds or “personal ALM” applications for private investors.

Topics covered during this presentation include:

  • Rationale for reviewing SAA & main methodologies
  • Defining optimization criteria’s & constraints
  • Selecting best granularity of asset classes & risk drivers
  • Practical methods for robust models calibration
  • Selection of stochastic models in Economic Scenario Generator
  • Practical example of implementation using the Reacfin tools
  • At the occasion of this, Reacfin also presented practical cases for adequately calibrating and using a Real-World Economic Scenario Generator using our internal tools for which a demo version is available on http://apps.reacfin.com/ESG/

Interested readers may download the slides for this presentation here.

Past EAA training announcements

Posted on 10-06-2016

LGD modeling

Posted on 30-10-2015

LGD modeling: Presentation of Reacfin at the Risk Management Conference of the Slovenian Bank Association

By François Ducuroir

In the course of this year Conference on Risk Management organized by the Slovenian Bank Association, Reacfin had the pleasure to give a 60 minutes presentation on key aspects of LGD modeling and their practical implementation consequences. Those interested will find the supporting slides here.

Beyond Solvency II – Slides of Reacfin’s first seasonal Breakfast

Posted on 28-05-2015

On May 27th, in the context of Reacfin’s seasonal breakfast, our chairman, Professor Pierre Devolder, gave a presentation in Brussels on the challenges that insurers should expect to be facing after the introduction of the new Solvency II directive.

Those interested will find here the slides shown during this seminar.

Reacfin Seasonal Breakfast

Posted on 07-05-2015

The partners and consultants of Reacfin have the pleasure to invite you at their Seasonal Breakfast

Beyond Solvency II

What are the challenges for the insurers after the introduction of the new directives?

Presented by Professor Pierre Devolder UCL

For more information see the enclosed pdf document.

10 years of Reacfin by Jan De Spiegeleer & Wim Schoutens

Posted on 02-03-2014

'Contingent Convertibles' The World of CoCos - February 2014

Introduction

A Contingent Convertible (CoCo) bond is a debt instrument that converts into equity or writes down as soon as the banks gets into a life threatening situation. Conversion/write down happens via a predefined trigger mechanism: e.g. Common Equity Tier-1 (CET1) falling below 7% and is often accompanied with a regulatory trigger.

For CoCos with a conversion feature, this creates dilution for existing shareholders, but protects potentially taxpayers.