Advancing the Field of Quantitative Finance
formerly the IAFE

Events

Event: Strategic and Tactical Modeling
Date: September 29
Time: 5:30 - 8 pm
Location:
Cap Gemini/Ernst & Young
5 Times Square, 9th Floor
(42nd St. and 7th Ave.)

Description:

Strategic and Tactical Modeling:
Validating Internal Rating Systems and Credit Risk Models

This is a PRMIA event in partnership with the IAFE

AGENDA

5:30 Networking & Refreshments

6:10 NY-PRMIA – Chapter Update

6:15 Presentation

William Chambers, Head of Standard & Poor's Risk Solutions, will discuss ten strategies and practices that need to be in place to validate an internal rating system

Craig Friedman, Global Head of Quantitative Analytics for Standard & Poor's Risk Solutions, will speak to model validation, the issues with standard measures, new performance measures and advanced techniques in default and recovery modeling based on new performance measures

Active audience participation is encouraged.