Join us on April 2 for PRMIA New York's 2009 Credit Risk Forum, a half day conference, organized as part of the PRMIA Global Event Series, featuring renowned experts on credit risk discussing the most critical issues facing today's global marketplace.

AGENDA

1:30 - 2:00 p.m.     Registration    

2:00 - 2:10 p.m.     Welcome Remarks

• Matthieu Royer, Managing Direct at CALYON, Credit Product and Management group, PRMIA NY Steering Committee member 

2:10 - 3:10 p.m.     Credit crisis implication on Default and Recovery Outlook during 2009 and 2010

• Outlook in Loan and HY market - an expert view by Steve Miller   
• Modeling PD and LGD in the current environment by Doug Dwyer, Managing Director, Moody's Analytics

 3:10 - 3:20 p.m.     Break

3:20 - 4:50 p.m.     Credit risk modeling put to test - a Round Table

• Did Risk Managers cause the financial crisis?   
• Model assumptions vs. implementation vs. application   
• Credit Derivatives market evolution (lesson from teh crisis, new contract, new products)   
• Credit Outlook: how bad, how long, likely outcome on players, regulations, etc.

Panel

• Marc Barrachin
• Rizwan Hussain
• Jorge Mina

4:50 - 5:00 p.m.     Break

5:00 - 6:00 p.m.    Rethinking risk management

Keynote Speaker John Hull , Maple Financial Group Professor of Derivatives and Risk Management in the Joseph L. Rotman School of Management at the University of Toronto

6:00 - 7:00 p.m.     Networking Reception