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