THE 61st INTERNATIONAL ATLANTIC ECONOMIC CONFERENCE
Berlin, Germany
15-19 March 2006

Risk Management in Financial Institutions
Thursday 08h30 - 10h30
Organizer: Pieter G. Vosloo, Gyro CCS

Chair: Andrea Saayman, North-West University

Marius Botha, Lloyds TSB, The Omega Ratio: Development and Application to South African Hedge Funds

Pieter G. Vosloo, Gyro CCS, A Process Approach to Manage Credit Risk Associated with Crops and Harvests

Paul Styger, North-West University, Why Does Basel II Ignore the Liquidity Risk Component Embedded in Credit Risk?

Discussants: Andrea Saayman, North-West University and Gary Van Vuuren, Merril Lynch