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< Subject: ANNOUNCEMENT: Executive Program on Credit Risk Modeling
< < Credit Risk Modeling for Financial Institutions March 4-9, 2001 at Stanford University Graduate School of Business < Risk management specialists, Stanford Graduate School of Business < professors of finance Darrell Duffie and Kenneth Singleton will be < repeating their successful executive program on Credit Risk Pricing and < Risk Management for Financial Institutions. The course is created for < risk managers, research staff, and traders with responsibility for credit < risk or credit-related products, including bond and loan portfolios, OTC < derivative portfolios, and credit derivatives. < < This program includes: < * valuation models for defaultable bonds, OTC derivatives, and credit < derivatives, with empirical applications to corporate and sovereign < markets < * empirical and theoretical assessments of models for measuring credit < risk, with correlation, for portfolios < * the strengths and limitations of current practice in credit risk < measurement < * practical issues in implementing credit modeling and risk systems < * estimation of default and transition probabilities, and the < correlations among the default risks of publicly traded companies, from < historical data < < < ___________________________________________________________ < DETAILED PROGRAM INFORMATION INCLUDING AN APPLICATION IS INCLUDED IN THE FOLLOWING ATTACHMENT -- or --- visit www.gsb.stanford.edu/exed/crm < If you would like a hard copy brochure and application form, please < contact: < (make sure to include your MAILING ADDRESS) < < Shelby M. Kashiwamura < Program Manager < Executive Education < Stanford Graduate School of Business < (650) 723-9356 Phone < (650) 723-3950 Fax < kashiwamura_shelby@gsb.stanford.edu - APPLICATION FORM.doc - CRMMarch2001.doc
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