Advanced Risk Issues – Bangkok – Pre-course reading

  1. Basel II and Regulatory Issues
  2. FRB - Bies Basel II update Nov 06
  3. Changing Paradigms in Risk Management NEW ARTICLE
  4. Statement on Sound Practices of Elevated Risks of Complex Structured Finance Transactions – NEW ARTICLE
  5. Goals & Strategies of Basel - ELIMINATE FOR ISTANBUL
  1. Risk Assessment
  2. SPV’s are legal
  3. How competitive forces shape strategy
  4. Infrastructure Finance
  5. McKinsey
  1. Operational Risk Reading
  2. Rogue trading losses
  3. Ex-trader tells story of warning
  4. Large losses from Op risk
  1. Portfolio Management & Market Risk
  2. New breed of hardball investors
  3. Amaranth Aftermath
  4. Buyout Bonanza - ELIMINATE FOR ISTANBUL
  5. Cds primer
  6. Geithner – Hedge Funds and Derivatives
  7. Credit Derivatives not very sexy
  1. Reputational Risk
  2. WSJ ABN AMRO
  3. Banks and Compliance Challenge
  4. Culture at Fannie Mae led to fraud
  5. New measures in NAB
  6. Parmalat
  7. Thompson Memo
  8. US-JP Morgan to pay 2.2 billion
  1. “Citigroup Issues”
  2. WSJ Citi Japan
  3. Balancing Risk and Reward
  4. Citigroup agrees to pay 2 billion
  5. Fed Res comments on Citigroup
  6. Fed Reserve written agreement with Citigroup
  7. Fed ties the hands of Citigroup
  8. Fed Reserve letter
  9. FRB press release
  1. Wheel of Miscoftune
  2. PWC Report
  3. Case study – Allied Irish Bonds
  4. Case Study – Barings
  5. Case study LTCM
  1. Should we fear Derivatives (Patrick Pancoast)
  2. Poland A2 Motorway
  3. Corning Case Part 1
  4. Michael Porter - THIS IS THE SAME AS THE ARTICLE ABOVE “COMPETITIVE FORCES….”
  5. Avon – 15 handouts – to be distributed Monday

Advanced Risk Issues – On-site Handouts

TO DISTRIBUTE MONDAY

Integrated cases – Please make sure participants check them in and out they are confidential – (Rashmini Yogaratnam)

1 a African Mineral Mandate

1 b African Mineral Mandate

2 Ashtead

3 CK Life Science

4 Leap Frog

5 Wimm Bill Dann

6 Stability Notes

7 C&M - Dawn will send this to you - Cynthia - PLEASE NOTE: only the 7A.) September 23rd memo should be distributed to the participants prior to the session. I'm sending you a

7B.memo dated December 12 as a follow-up but I will disitribute that during the session after we have discussed the case as a follow-up. Please don't give out the December 12 to the participants beforehand.

8 I'm trying to get a newer case - but will not be able to confirm that to you till next Wed. - I know you have to get it Bangkok - but you can send the others and the 8th one can be added at the last minute - please nag me next week.

Avon (Ian Anderson) (with Ken)

  1. Avon Pharma Case Overview
  2. Credit Approval Memo
  3. Individual Obligor Analysis
  4. 2004 Extras from Avon Audited Accounts
  5. Avon Nine Month 2005 result
  6. Avon Balance sheet year end Dec 31
  7. Cash flow projection
  8. Avon Income statement
  9. Avon - SCO call memo
  10. CIBC World Markets Equity Research
  11. SG Cowen
  12. Waiver - updated sent 1/16
  13. Spreadsheet - balance sheet items
  14. Hawthorne NY Business wire
  15. Comparison of Avon actual results

Patrick Pancoast

1 KRW CMT Swap Case.doc

Arnie Ziegel

  1. Corning (1 . corning inc. 2. charimans letter 3. hotproducts 4. moody analysis)
  2. KSF – Automotive Industry – Global Auto Industry Moody (8 copies) ELIMINATE
  3. KSF – Securities Industry – 2005 US Securities Industry (8 copies) ELIMINATE
  4. KSF – Consumer Products Industry – Global Packaged goods (8 copies) ELIMINATE
  5. KSF – Pharma. – Moody;s Global Pharma Industry (8 copies) ELIMINATE
  6. KSF EXERCISE – four new Moodys reports. One set of 7 of each; i.e., each team gets a different set.
  7. Moodys – Global Steel Industry - 2005
  8. Moodys - Global Securities Industry - 2006
  9. Moodys – Global Retailing Industry - 2006
  10. Moodys - Global Building Supply Industry - 2006

Ian Anderson

  1. Copy of presentation (with Ken)

Doug Smee

1. Copy of presentation (with Ken)