Boston,
13-14 June 2000
headings for details and further links
- credit risk portfolio measurement and management
- credit risk mitigation through structured products
- advanced risk management techniques and strategies
- integration of market risk, risk capital and balance sheet management
- forecasting and modelling techniques for volatility and correlation
- new developments in credit risk modelling
- interest rate modelling
- risk measurement & management for investment managers and plan sponsors.
One day seminars
1.Advanced techniques for mastering default correlations and practical applications of credit theory.
2. Effectively measuring and managing market based liquidity risk
Post
conference seminar 15 June 2000
Integrating
market risk and credit risk for effective risk measurement and management
Sponsored
by 
Day one - 13 June 2000
Day
two - 14 June 2000
(click
on the links below for more details)
Stream one: Portfolio credit risk measurement and management
Stream two: Risk adjusted returns and capital allocation
Stream three: Forecasting and modelling volatility and correlation
Stream four: Risk measurement and management for investment managers and plan sponsors
Day two - 14 June 2000
Day
one - 13 June 2000
(click
on the links below for more details)
Stream one: Portfolio credit risk measurement and management
Stream two: Advanced risk management techniques and strategies
Stream three: Derivatives and analysis
Stream four: Risk measurement and management for investment managers and plan sponsors
| Day 1: | Stream 1 | Stream 2 | Stream 3 | Stream 4 | |
| Day 2: | Stream 1 | Stream 2 | Stream 3 | Stream 4 | |
| Pre-conference seminar 1 | Pre-conference seminar 2 | Post-conference seminar | |||