ISDA regularly hosts luncheons focusing on various risk management topics.
We would like to invite you to attend the next luncheon this Wednesday, May
9, 2001.  Please contact Scott Marra at the phone # listed below if you are
interested in attending.  Many thanks!  -- Stacy

> ISDA International Swaps and Derivatives Association, Inc.
> 600 Fifth Avenue
> Rockefeller Center - 27th floor
> New York, NY 10020
> Phone: (212) 332-1200
> Facsimilie: (212) 332-1212
>
>
>
> MEMO TO:  ISDA North American Risk Management Contacts
>
> FROM:   Karel Engelen
>
> DATE:   April 24, 2001
>
> RE:   Risk Management Luncheon
>
>
> With the end of the comment period for the new Basel Accord in sight, the
> ISDA response is in its final stage.  ISDA will have a set of Risk
> Management lunches that will focus on the ISDA response to the new Basel
> Capital Accord.  At the Basel lunches the response, which should reflect
> the viewpoint of the industry, will be explained and discussed.
>
> The first presentation will focus on the IRB approach for credit risk.
> Items to be presented and discussed are:
>  - The IRB entry requirements
>  - The IRB functions for retail and corporate
>  - Granularity adjustment
>  - The treatment of project finance and equity
>
> The speakers for the session on the IRB approach of May 9,.2001 at
> 12.000pm will be Dennis Oakley and Adam Gilbert from JPMorgan Chase & Co.
>
> Dennis Oakley is a managing director in the Global Credit Portfolio
> Management Division and Chair of ISDA's Capital Accord Steering Committee.
>
> Adam Gilbert is a managing director working in the Corporate Treasury
> Group where he is involved with strategic regulatory and industry issues
> related to capital, risk management and public disclosure.
>
> Mr. Gilbert and Mr. Oakley have participated in a number of industry
> initiatives, including ISDA working groups on regulatory capital.
>
> The luncheon will be held on Wednesday, May 9, 2001 at 12:00 p.m. at the
> Citigroup Center, on Lexington Avenue between 53rd and 54th Street, 14th
> floor, dining room H, New York
>
> If you would like to attend this luncheon, please notify Scott Marra at
> the ISDA New York office (smarra@isda.org).  Because the space is limited
> we would like people to sign up only if they really plan to attend, and to
> give us notice in case of a cancellation.
>
> We look forward to seeing you there.
>
>
>
>
> Scott Marra
> Administrator for Policy & Media Relations
> ISDA
> 600 Fifth Avenue
> Rockefeller Center - 27th floor
> New York, NY 10020
> Phone: (212) 332-2578
> Fax: (212) 332-1212
> Email: smarra@isda.org
>