---------- Forwarded message ---------- Date: Mon, 24 Jul 2006 16:15:37 +0200 (CEST) From: Walter Schachermayer ---------- Forwarded message ---------- Date: Thu, 20 Jul 2006 17:22:28 -0400 From: creditrisk creditrisk@finance-concepts.com Subject: [ccfz] Credit Risk Summit (New York , 20 Oct 2006)

FINANCE CONCEPTS and STANDARD & POORS

are pleased to announce a forthcoming

CREDIT RISK SUMMIT conference

The state of the art in credit and correlation modelling

New York, October 20th 2006

Download brochure: http://www.finance-concepts.com/training/CreditRisk2006.pdf

This event will bring together world experts in the field of credit risk modelling with the aim of presenting the state of the art in quantitative approaches to credit risk and credit derivatives, aimed at investors, market participants and quantitative analysts involved with credit risk.

* Speakers:

DAMIANO BRIGO, Banca IMI RAMA CONT, Ecole Polytechnique SANJIV DAS, Santa Clara University ARNAUD DE SERVIGNY, Standard & Poors CRAIG FRIEDMAN, Standard & Poors IBRAHIMA KOBAR, IXIS Asset Management DAVID LI, Barclays Capital ALEX LIPTON, Merrill Lynch SVEN SANDOW, Standard & Poors PHILIPP SCHÖNBUCHER, ETH Zürich JAKOB SIDENIUS, JP Morgan STAN URYASEV, University of Florida NICOLAS VICTOIR, JP Morgan

Topics covered:

* Credit derivatives: pricing and risk management of credit default swaps, single tranche CDOs * Next generation credit products: options on CDO tranches, forward starting tranche swaps, CMCDS * Recent advances in modelling and measurement of default risk * Structured credit products: structuring of synthetic CDOs, actively managed CDOs * Credit rating methodologies for single tranche CDOs and structured credit derivatives * Correlation book management * Cash CDOs: structuring and management

* INFORMATION AND REGISTRATION:

For information on registration please download the conference brochure on http://www.finance-concepts.com

In order to enhance the interaction between participants and speakers, the number of participants is limited and request for registration will be treated in the order of their arrival. We therefore kindly request interested participants to send in their registration as soon as possible but no later than the REGISTRATION DEADLINE: September 30th 2006.

For more information please visit our web site http://www.finance-concepts.com or contact us by email: creditrisk@finance-concepts.com

Finance Concepts Your partner in risk management PARIS - NEW YORK http://finance-concepts.com/ Tel: +33 1 53761146 E-mail: creditrisk@finance-concepts.com Fax: +33 1 45016510

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