Advancing the Field of Quantitative Finance
formerly the IAFE

Event: Credit Risk Summit
Date: March 27, 2009, 9AM
Standard & Poor' s

55 Water Street

New York, NY

The International Association of Financial Engineers is pleased to endorse

Credit Risk Summit

March 27, 2009
Standard & Poor's

New York

Rama Cont, Columbia University
Peter Cotton, Julius Finance
Josh Danziger, Valere Capital
Craig Friedman, Standard & Poor' s
Igor Halperin, JP Morgan
Barak Laks, AB Capital
Massimo Morini, Banca IMI
Daniel Shevelev, Standard & Poor' s


Event Description:

The event will focus on credit crisis challenges and lessons for risk management and will feature proposed technical and quantitative solutions. It brings together leading experts in the field of statistical modeling and systemic risk analysis, presenting the latest thinking  in quantitative approaches to hedging methods for portfolios.

  • Credit crisis: lessons for risk management
  • Credit clearinghouses
  • Statistical modeling and measurement of default and spread risk
  • Systemic risk analysis
  • Stress testing of credit portfolios
  • Hedging methods for credit derivatives and portfolios



For information on registration please download the brochure.

To register, please fill out the registration form and email it


Registration fee:

USD $1199 (regular), USD $899 (special group rate), USD $599 (full-time academic rate)

Interested participants should send their registration
as soon as possible, but no later than March 23, 2009.

For more information, please click here.

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