Advancing the Field of Quantitative Finance
formerly the IAFE

Events

Event: Fixed Income and Credit Risk Symposium
Date: May 20
Time: 1:30 pm Program Begins, 5 pm Cocktail Reception
Location:
Millennium Broadway
145 W. 45th St

Description:

Fixed Income and Credit Risk Symposium

A PRMIA Half Day Symposium at FOW's Derivatives & Risk Expo

Free Symposium for PRMIA Members and Coordinated with the IAFE

You are invited to join us for an extraordinary and timely fixed income and credit risk symposium presented by very senior professionals on the afternoon of May 20th in New York City. PRMIA and IAFE have teamed up with Futures and Options World (www.FOW.com) to offer the latest in investment thinking and risk analysis. This free PRMIA seminar will provide you with information and analysis that you can put to immediate benefit in your work.

The fixed income risk seminar focuses on the implications of the US Treasury's borrowing program including inflation-protected securities. United States Treasury Department's Tim Bitsberger will provide insight into funding plans (including their recent announcement on the 3-year note), considerations and measures of performance and TIPS program.

In addition, buyside and sellside fixed income investment issues will be discussed. Barclays Capital' s John Roberts will focus on the essentials of the TIPS market, and Vanguard's principal Tony Jiorle will explain fixed income risk management and investment strategies in the sector.

On the credit risk side, you will also hear from:

  • Peter Davis - E&Y's director of Credit Risk
  • Marty Fridson - President of FridsonVision, Institutional Investor's #1 ranked High Yield Research Analyst and ex-head of Merrill Lynch's high yield strategies
  • Raghu Sundaram - New York University Professor of Finance
  • Dan Rosen - Algorithmics
You are sure to learn from this well-experienced panel as they discuss emerging issues in the area of credit risk.

You may attend the fixed income and credit risk seminars for free as one of the benefits of being a member of PRMIA. You may also attend for free the 5 - 6:30 pm cocktail reception that will be hosted at the end of the seminars.