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PRMIA Boston Presents:

Seminar: Modern Views of Credit Risk

Wednesday, May 17th, 2017
8:30 AM to 12:15 PM
Boston Federal Reserve Building
600 Atlantic Avenue, Boston
3rd Floor, Room AV-1

PRMIA Boston is pleased to present a seminar on credit risk of extraordinary quality.  Our presenters are not only very prominent in the areas of specialization but collectively represent a truly unique learning opportunity. 

Agenda:

8:30am-8:50am:  Registration and Coffee Service

8:50am-9:40am:  Calibration of Credit Risk Models

Robert Jarrow, Cornell University and Kamakura.  Robert Jarrow is a globally prominent academic who has pioneered many research areas around fixed income securities, credit risk and derivatives.  He is the author of numerous books and peer-reviewed research studies. 

9:40am-10:30am:  Research Financing and Credit Risk Analysis

Roger Stein, New York University.  Roger Stein was previously the head of research for Moody’s and has also taught at MIT.   Among his many publications, he is the co-author (with Jeff Bohn) of Active Credit Portfolio Management in Practice.  

10:30am-10:45am:  Coffee Break

10:45am-11:35am:  Management of Counterparty Risk and Related Systemic Effects

Eric Penanhoat, Fidelity Investments.  Eric Penanhoat has headed up Fidelity’s counterparty risk area since 2009.   Previously, he held senior analytical positions at BARRA.

11:35am-12:25pm: Housing Prices, the Risk of Mortgage Credit and Related Securitizations

David Zhang, MSCI.  David Zhang is the head of securitization research at MSCI.  Prior to joining MSCI, Dr. Zhang led research for securitized products at Credit Suisse.   He is an active participant in PRMIA and has been actively involved in the public discourse over many regulatory matters. 

12:25pm-12:30pm: Closing Remarks

Please note that entry security at the Boston Federal Reserve building is understandably rigorous.  All persons attending the seminar must be pre-registered, and a government issued picture ID will be required to enter the building. 

Registration:

Sustaining and Contributing Members*: $15.00
Free/Affliliate and Non-members: $25.00
Students**: FREE

*member discounts automatically applied at registration
**students - please email beth.fossum@prmia.org to receive your free registration

We look forward to seeing you in May!
PRMIA Boston

May 17th, 2017 8:30 AM   through   12:30 PM
Boston Federal Reserve Building
600 Atlantic Avenue, Boston
3rd Floor, Room AV-1
Boston, MA
United States
Registration Fee (member discounts applied at registration) $ 25.00
Boston

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