Credit Risk and Credit Derivatives

Time: 19-21 October 2009
Venue: Geneva, Switzerland

Credit risk has become the new frontier in investments and risk management.

Objectives: .To provide participants with a thorough understanding of the most recent credit-risk models, their use in both pricing and managing credit exposures, and to show how credit derivatives can be used for either position taking, structured financing or exposure management. Best practice approaches will be presented to help practitioners from financial institutions, asset management firms and non-financial corporations to take value-increasing credit-risk related decisions.

Key topics: Credit risk; credit portfolio management; credit portfolio models: KMV, CreditMetrics, CreditRisk+; credit derivatives: credit default swaps (CDSs), collateralized debt obligations (CDOs) cash and synthetic; credit derivatives pricing models; risk-adjusted performance measures and risk contribution.

For more info http://www.swissfinanceinstitute.ch/...