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Events Archive
Event
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.
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