 |
|
|
PRMIA Education Event
|
|
|
| |
| Credit Risk Management |
|
|
|
Apr 02, 2009
6:00 PM |
|
Cost :
Sustaining Members:
US$945.00
Free/Non-Members:
US$995.00 |
|
| Meeting Venue |
|
The George Washington University
School of Business
Duques Hall,
2201 G Street Northwest
Washington DC |
|
|
|
|
|
PRMIA AND THE GEORGE WASHINGTON UNIVERSITY BUSINESS SCHOOL
Session V
April 2, 9 & 16, 2009
6:00 p.m. - 9:00 p.m.
You can register for this individual session or for the complete course which includes all eight sessions.
Those who register for the complete course, and who pass a comprehensive exam, will be issued a certificate from The George Washington University School of Business and PRMIA.
Session V, Credit Risk Management, focuses on the current best practices in credit risk management. From an overview of credit risk management structures, default and recovery rates to an examination of the most popular credit models in the markets, this course provides an in-depth review of how credit risk is understood in today’s markets.
- Overview of Credit Risk Management Structures
- Default Risk, Recovery Rates
- Credit Ratings and Agencies
April 9, 2009
- Credit Scoring and Internal Models
- Default Models: Merton/MKMV Models
April 16, 2009
- Default Models: Altman/Actuarial Models
- Default Models: Matrix and Migration
.
CANCELLATION: A refund (less a US $100 administration fee) will be made if formal notice of cancellation is received two weeks prior to the date of the event. We regret that no refunds will be made after that date. Substitutions made at no extra charge.
Disclaimer: The program may change due to unforeseen circumstances. |
| |
| |
| Presenters |
| |
| Prof. Steve Young,
Adjunct Professor,
The George Washington University |
|
|
| |
| |
|
|
|
|
|
|
|
|
