First Day Programme: (8 May 2008, Thursday)
Hacettepe Üniversity - Sıhhiye Campus
Conference Center - Red Hall
| 9.30-10.30 | Opening Speeches |
| Prof.Dr. Mehmet Baha Karan Chair of Conference Program Committee |
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| Prof.Dr. Mehmet Tokat Dean of the Faculty of Economics and Administrative Sciences |
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| Prof.Dr.Uğur Erdener Rector of Hacettepe University |
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| Zafer Çağlayan Minister of Industry and Commerce |
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| 10.30-11.30 | Regulatory Agencies and Basel II Chair: Prof.Dr. Hasan Kazdağlı – Hacettepe University |
| Tevfik Bilgin, President of Banking Regulation and Supervision Agency of Turkey, ”Basel II and Credit Risk of Turkish Banks” | |
| Associate Professor Turan Erol, Ph.D, President of Capital Markets Board of Turkey, “Applications of Rating in Capital Markets” | |
| 11.30-11.45 | Coffee / Tea Break |
| 11.45-12.30 | Previous Studies on Basel II in Turkey Chair: Assoc. Prof. Dr. Süheyla Özyıldırım – Bilkent University |
| İsmail Yanık, Ph.D, Board Member of Turkish Economy Bank, “Development of Risk Management in Turkish Banking System under the Framework of Basel Regulations.” | |
| Ayhan Altıntaş, T.C. Ziraat Bankası, Group Manager, Department of Risk Mangement, "Development of Risk Management in Turkish Banking System : From Basel-I to Basel-II" | |
| 12.30-14.00 | Lunch |
| 14.00-14.45 | Impacts of Basel II Chair: Prof. Dr. Erdinç Telatar - Hacettepe University |
| Çiğdem Koğar, Ph.D, Vice General Director of Department of Banking & Financial Institutions of Central Bank of Turkey "Basel II and Financial Stability” | |
| Kaan H. Aksel, Pricewaterhousecoopers, “Score Models Based on Expert Views and their Applications under the Basel II Framework” | |
| 14.45-15.00 | Coffee / Tea Break |
| 15.00-15.45 | Rating Agencies Chair: Prof.Dr. Halil Sarıaslan – Başkent University |
| Botan Berker, Ph.D, Fitch Ratings, General Manager, “Changes in Country Risks in Recent Years” | |
| Selim Seval , Ph.D, Finar/Dun&Bradstreet, Chairman of the Board of Directors, “Data, Data, Data” | |
| 15.45-16.30 | Panel - Developments in Basel II and Credit Risk in Turkey and the World Chair: Doç. Dr. Argun Karacabey – Ankara University |
| Associate Professor, Selçuk Caner, Ph.D, Bilkent University | |
| Coşkun Küçüközmen, Ph.D, Central Bank of Turkey | |
| Mustafa Çolakoğlu, Ph.D, Vice President of KOSGEB (Small Business Development Administration) |
Second Day Programme: (9 May 2008, Friday)
Ankara Sheraton Hotel - Conference Center
| 8.30–9.00 | Registration |
| 9.00–9.45 | Opening Speeches |
| Mehmet Baha Karan; Hacettepe University, Turkey | |
| Ephraim Clark ; Middlesex University, UK | |
| 9.45–11.15 | (Gerbera Hall) Session 1: Small Business Credit Risks Chair: Gilles Jacoud; University of Jean Monnet Saint-Etienne, France |
| Estimation of Credit Risk of Retail Stores by Using Payment History:
A Comparative Study Using Logistic Regression and Multi-DEA Mehmet Baha Karan, Hacettepe Üniversitesi, Turkey Aydın Ulucan, Hacettepe Üniversitesi, Turkey Mustafa Kaya; Hacettepe Üniversitesi, Turkey Discussant: Irina Andrevskaya,Moscow State University, Russia |
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| SME Financing along the Northern German / Dutch Border Fernando Arroyo Lorca, University of Groningen, Holland Wim Westerman; University of Groningen, Holland Discussant: Soner Akkoç, Dumlupınar Üniversitesi, Turkey |
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| Bankruptcy Prediction Using Neuro Fuzzy Modelling and an Empirical Anlysis Şemsettin Sevim, Dumlupınar Üniversitesi, Turkey Birol Yıldız, Osmangazi Üniversitesi, Turkey Soner Akkoç, Dumlupınar Üniversitesi, Turkey Discussant: Aydın Ulucan, Hacettepe Üniversitesi, Turkey |
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| 9.45–11.15 | (Mimoza Hall) Session 2: Economic Environment Chair: A. B. Dorsman; Nyenrode Business University, Holland |
| Testing the Empirical Performance of Volatility Models of the Turkish Short Term Interest Rates Engin Kurun; Takasbank, Turkey Serra Eren Sarıoğlu; İstanbul Üniversitesi, Turkey Discussant: Özgür Arslan; Hacettepe Üniversitesi, Turkey |
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| Effects of International Interbank Lendings on Twin Crises Erhan Uluceviz; Boğaziçi Üniversitesi, Turkey Levent Yıldıran; Boğaziçi Üniversitesi, Turkey Discussant: Engin Kurun; Takasbank, Turkey |
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| The Effects of Inflation Uncertainty on Domestic Credits: The Case of Turkey Funda Telatar; Hacettepe Üniversitesi, Turkey Erdinç Telatar, Hacettepe Üniversitesi, Turkey Hasan Kazdağlı, Hacettepe Üniversitesi, Turkey Discussant: Levent Yıldıran; Boğaziçi Üniversitesi, Turkey |
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| 11.15–11.30 | Coffee Break |
| 11.30–13.00 | (Gerbera Hall) Session 3: Banking Systems 1 Chair: Wim Westerman; University of Groningen, Holland |
| Are Banks Confronted with Excessive Risk? Didelle Dinamona; University of Jean Monnet Saint-Etienne, France Gilles Jacoud; University of Jean Monnet Saint-Etienne, France Discussant: John Simpson; Curtin University, Australia |
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| Determinants of International Bank’s Ratings Roman Matousek, London Metropolitan University, UK Chris Stewart; London Metropolitan University, UK Discussant: Gilles Jacoud; University of Jean Monnet Saint-Etienne, France |
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| Expert Political Risk Opinions and Banking System Returns: A Revised Banking Market Model John Simpson; Curtin University, Australia Discussant: Roman Matousek, London Metropolitan University, UK |
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| 11.30–13.00 | (Mimoza Hall) Session 4: Credit Derivatives and Financing Chair: Ramazan Aktaş; TOBB Üniversitesi, Turkey |
| Credit Derivates and Capital Liability Within the Scope of Basel II Huzur Keskin; Turkey Discussant: Jennifer Westaway; Curtin University, Australia |
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| Mercurious Oil Index (MOI) J. De Leeuw, Mercurious, Holland A. B. Dorsman; Nyenrode Business University, Holland R. Nelissen; Nyenrode Business University, Holland Discussant: Huzur Keskin; Ziraat Bankası, Turkey |
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| Towards an Economic and Regulatory Benchmark Indicator for Banking Systems Jennifer Westaway; Curtin University, Australia John Simpson; Curtin University, Australia John Evans; Curtin University, Australia Discussant: R. Nelissen; Nyenrode Business University, Holland |
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| 13.00–14.30 | Lunch Break |
| Keynote Speaker: | |
| Prof. Dr. Turalay Kenç ; University of Bradford, UK Risk Models and Basel II in the Aftermath of the Credit Crunch |
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| 14.30–15.30 | (Gerbera Hall) Session 5: Banking Systems 2 Chair: John Simpson; Curtin University, Australia |
| Models for Moody’s Bank Ratings A. Peresetsky; University of Moskow, Russia A. Karminsky; University of Moskow, Russia Discussant: Tarkan Çavuşoğlu; Hacettepe Üniversitesi, Turkey |
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| Macroeconomic aspects of Country creditworthiness:panel evidence from developing economies. Tarkan Çavuşoğlu; Hacettepe Üniversitesi, Turkey Discussant: A. Peresetsky; University of Moskow, Russia |
14.30–15.30 | (Mimoza Hall) Session 6: Banking Systems 3 Chair: Roman Matousek; London Metropolitan University, UK |
| Estimating Efficiency of Banks and Banking Systems with Risk Adjusting Factors: The Case of Russia Yulia Martynova; State University –The Higher School of Economics, Russia Discussant: Ahmet Faruk Aysan; Boğaziçi Üniversitesi |
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| Failure of Competition and Sticky Interest Rates in the Turkish Credit Card Market Ahmet Faruk Aysan, Boğaziçi Üniversitesi Gazi İshak Kara, Boğaziçi Üniversitesi Levent Yıldıran; Boğaziçi Üniversitesi Discussant: Yulia Martynova; State University –The Higher School of Economics, Russia |
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| 15.30–15.45 | Coffee Break |
| 15.45–16.45 | (Mimoza Hall) Session 7: Consumer Credit Risk Chair: Kürşat Aydoğan; Bilkent Üniversitesi, Turkey |
| Consumer Credit Risk Characteristics Mehmet Baha Karan; Hacettepe Üniversitesi, Turkey Özgür Arslan; Hacettepe Üniversitesi, Turkey Discussant: Serkan Şahin; Middle East technical Iniversity, Turkey |
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| Linking Risk Attitudes to Demographic Factors, Investment Experience and Trading Volume İlhan Ege; Nevşehir Üniversitesi, Turkey Serkan Şahin; Middle East technical Iniversity, Turkey Discussant: Özgür Arslan; Hacettepe Üniversitesi, Turkey |
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| 15.45–17.15 | (Gerbera Hall) Session 8: Consumer Credit Risk Modeling Chair: Yalçın Karatepe; Ankara Üniversitesi, Turkey |
| Understanding Consumer Credit Risks Göknur Umutlu; Hacettepe University, Turkey Özgür Arslan; Hacettepe University, Turkey Discussant: Selçuk Caner, Bilkent Üniversitesi, Turkey |
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| Estimation of Default Risk of Small and Medium Sized Enterprises in Turkey Selçuk Caner; Bilkent Üniversitesi, Turkey Mehmet Baha Karan; Hacettepe Üniversitesi, Turkey Discussant: Wim Westerman; University of Groningen, Holland |
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| Stress-Testing Financial Systems: Russian Banking Sector Irina Andrevskaya,Moscow State University, Russia Discussant: Göknur Umutlu; Hacettepe University, Turkey |
Social Programme:
| 9 May 19:00 Depature | |
| Trip To Cappadocia | |
| 10 May 22:00 Arrival to Ankara | |