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In Rememberance: World Trade Center (WTC)

This is a listing of credit risk related conferences that have been submitted and that have caught my eye. I (generally) have no affiliation with the sponsors and all registrations and inquires should be directed to the links and contact information that I list below. Enjoy...

  1. Global Derivatives & Risk Management 2008
    May 19-23, 2008; Meridien Etoile, Paris

  2. Second Princeton Credit Risk Conference:
    The Mathematics of Defaultable Securities

    May 23-24, 2008; Princeton, NJ

  3. International Workshop: CREDIT RISK
    June 25-27, 2008; Évry, France

  4. Credit and Loan Markets Training Course
    June 26-27, 2008; Singapore
    November 20-21, 2008; Hong Kong
    December 4-5, 2008; London, UK

  5. 2008 International Workshop on Credit Risk Management
    June 27-30, 2008; Nanjing, China

  6. Second Annual Risk Management Conference
    June 30 - July 2, 2008; Singapore

Submit a credit conference, here.


1) Global Derivatives & Risk Management 2008
May 19-23, 2008; Meridien Etoile, Paris
by ICBI

Download agenda, here.

Innovations in Derivatives Modelling, Pricing, Hedging, Trading & Risk Management. 85 speakers including:

  • Robert Shiller, YALE UNIVERSITY
  • Bruno Dupire, BLOOMBERG
  • Vladimir Piterbarg, BARCLAYS CAPITAL
  • Mark Broadie, COLUMBIA GRADUATE SCHOOL OF BUSINESS
  • Boris Leblanc, BNP PARIBAS
  • Christoph Burgard, Global Head of Equity, Credit-Hybrids & Credit-Counterparty Derivatives Modelling, BARCLAYS CAPITAL
  • Leif Andersen, BANC OF AMERICA SECURITIES
  • Jon Gregory, Global Head of Credit Derivatives Research, BARCLAYS CAPITAL
  • Nicolas Grandchamp des Raux, Head of Equity Derivatives Quantitative Analysis, HSBC
  • Juergen Hakala, STANDARD CHARTERED
  • Riccardo Rebonato, Global Head of Corporate Markets, Market Risk and Head of Quantitative Research, ROYAL BANK OF SCOTLAND
  • Paul Glasserman, COLUMBIA GRADUATE SCHOOL OF BUSINESS
  • Emanuel Derman, Professor & Director, Financial Engineering Program, COLUMBIA UNIVERSITY
  • Dilip Madan, Professor of Mathematical Finance, UNIVERSITY OF MARYLAND
  • John Hull, Maple Financial Prof. of Derivatives & Risk Management, UNIVERSITY OF TORONTO
  • João Garcia, Head of Quantitative Credit Modelling, DEXIA
  • Vivien Brunel, Credit Structurer, SOCIÉTÉ GÉNÉRALE ASSET MANAGEMENT
  • Helyette Geman, Director, Commodity Finance Centre, BIRKBECK, UNIVERSITY OF LONDON

Logistics:

  • Registration, here.

  • Venue Info: Le Meridien Etoile

  • 81 Boulevard Gouvion Saint-Cyr · 75848 Cedex 17 · Paris 75017 · France

  • Telephone: +33 (1) 40 68 34 34


2) Second Princeton Credit Risk Conference:
The Mathematics of Defaultable Securities

May 23-24, 2008; Princeton, NJ
by National Science Foundation

Program, here.

As part of a research initiative funded by the National Science Foundation (NSF), the Second Princeton Credit Conference will be held at Princeton University May 23-24, 2008. As in the previous Princeton Conference on Credit Risk in 2004 a reception at the end of the first day will be followed by a dinner.

The guest speaker will be Dario Villani, Managing Director in the Global Strategic Risk Group at Merrill Lynch.

Invited Speakers:
D. Brigo (Fitch-QFR), F. Fabozzi (Yale University), C. Finger (Risk Metrics), R. Frey (Leipzig University), K. Giesecke (Stanford University), J. Hull (Toronto University), T. Hurd (Mac Master University), R. Jarrow (Cornell University), M. Jeanblanc (Evry University), Y. Jiao (Ecole Polytechnique Paris), J.P. Laurent (University of Lyon), J. Naud (JP Morgan Chase), P. Schönbucher (ETH Zurich)

Organizing Committee:
Rene Carmona (Princeton University), Jean Pierre Fouque (University of California Santa Barbara), Ronnie Sircar (Princeton University), Thaleia Zariphopoulou (The University of Texas at Austin).

Logistics:


3) International Workshop: CREDIT RISK
June 25-27, 2008; Évry, France
by Université d'Évry Val d´Essonne

Overview:
Organized on the same format as the previous editions of the Workshops in finance at Université d'Évry this conference will allow a fruitful exchange of ideas between practitioners and academics.

Invited speakers:

  • Elie  Ayache  (Itô 33, Paris)
  • Tomasz Bielecki  (IIT, Chicago)
  • Damanio Brigo  (Fitch Ratings: Global Head of Q-SCI, MD)
  • Jerome Brun   (Société Générale)
  • Luciano Campi  (Université de Paris-Dauphine)
  • Umut Cetin  (London School of Economics, London)
  • Rama Cont  (Columbia University)
  • Nicole El Karoui   (Ecole Polytechnique)
  • Rudiger Frey  (Leipzig University)
  • Jean Paul Laurent  (ISFA  Lyon et BNP Paribas)
  • Jean Pierre Lardy  (Zeliade, Paris)
  • Frédéric Patras  (Zeliade, Paris)
  • Alessandro Sbuelz  (Center for Studies in Actuarial and Financial Economics Verona)
  • Thorsten Schmidt  (Leipzig University)
  • Uwe  Schmock  (Technical University, Vienne)
  • Wolfgang Runggaldier  (Padova University)

Logistics:

  • Registration, here.

  • For registration, contact Valerie Picot Email

  • Registration Fees (for paying participants): Only the meals (around 20 euros each)


4) Credit and Loan Markets Training Course
June 26-27, 2008; Singapore
November 20-21, 2008; Hong Kong
December 4-5, 2008; London, UK
by ETHANHathaway

Course overview:

This course provides a comprehensive overview of the credit and loan markets.

On the loan origination side, the mechanics of syndications and loan trading are explained in detail, while on the buy side the focus is on asset securitisation techniques and credit derivatives.

Beyond the description of the various lending and asset repackaging techniques, and the role of the various market participants, the course analyses the factors that explain the rapid expansion of these markets, and the reasons for the mid 2007 crisis.

Particular attention is paid to capital requirements, returns, credit portfolio management and the implications of the new Basel II Accord.

Logistics:


5) 2008 International Workshop on Credit Risk Management
June 27-30, 2008; Nanjing, China
by Southeast University; Nanjing, China

Topics of Interest:

The workshop will provide an open forum for state-of-the-art results and the latest advances in credit risk management. The workshop will focus on, but not limited to, the following topics:

  • Credit Scoring (modeling and decision-making, internal rating with credit portfolio risk assessment)
  • Modeling Techniques for Credit Risk Assessments
  • Credit Risk Monitoring and Early Warning (modeling and intelligent system)
  • Credit Risk Controlling
  • Credit Asset Securitization
  • Pricing, Hedging or Transferring of Credit Risk
  • Pricing and Hedging of Credit Derivatives
  • Knowledge Discovery from Credit Data Set
  • Credit Risk Management under Basel II
  • Strategy for Construction of Chinese Credit Bureaus

Logistics:

  • Registration, here.

  • Venue: Info

  • LiuYuan Hotel
    JinXiangHe Road
    Nanjing,China
    Tel: +86 025-83600111
    Fax: +86 025-83601199


6) Second Annual Risk Management Conference
June 30 - July 2, 2008; Singapore
by Risk Management Institute
National University of Singapore

Program, here.

 The scientific program will follow the format of an academic conference. Concurrent sessions will be devoted to the dissemination of scientific findings on themes related to financial risk management. The suggested topics of interest include, but are not limited to:

  • Derivative pricing models and empirical studies
  • Structured products design and analysis
  • Operational, market and credit risks modeling
  • Corporate risk management theory and practice
  • Optimization and computational tools for risk management
  • Statistical and econometric techniques for financial problems

The scientific program will consist of submitted papers, to be reviewed and selected by an international expert review committee, and a small number of invited talks. Selected papers may be considered for a special issue of the Journal of Economic Dynamics and Control (JEDC) co-edited by Carl Chiarella and Jin-Chuan Duan, to be published in 2010. Submitted papers must represent original and unpublished research. In their submissions, the authors should indicate whether they wish to have the paper considered for inclusion in the special issue of the JEDC.

Plenary Talks:

  • Damiano Brigo (Fitch Solutions)
    ~ Credit Index Options: The No-Armageddon Pricing Measure and The Role of Correlation after the Subprime Crisis

  • Robert Engle (New York University)
    ~ Anticipating Correlation

  • Jianqing Fan (Princeton University)
    ~ Modeling and Estimation of High-Dimensional Covariance Matrix for Portfolio Allocation and Risk Management

  • Peter Ritchken (Case Western Reserve University)
    ~ Predicting Credit Spreads

  • Xunyu Zhou (Oxford University)
    ~ When to Sell a Stock, If You Must

Logistics:

  • Registration, here.

  • Venue: Info

  • Grand Hyatt Hotel
    10 Scotts Road
    Singapore 228211 SINGAPORE "
     


Links for Additional Conference Listing:

 

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Last modified: May 21, 2008