Credit Risk Committee: Event Archive

Counterparty Credit Risk Workshop

January 25, 2011

New York

Risk Management Lessons Worth Remembering & Stress Testing

May 20, 2010

New York

The Economics of Estimated Future Receivables and Payables of OTC Derivatives

March 24, 2009

New York

Lessons from the Subprime Market: Implosion and Its Consequences

November 10, 2008

New York

The Need for Second Generation Models for Structured Credit Products
May 7, 2008
New York

Hedging Credit Spread and Default Risks in CDO Tranches
November 1, 2006
London

Vauling Correlation-Dependent Credit Derivatives: Implying Copulas from Market Data
May 2, 2006
New York

Credit Derivatives: Markets and Models
November 29, 2005
New York

A Simple GARCH Approach to Default Correlations
March 2, 2005
New York

Are Equity Markets Complete and Sufficient to Predict Default Probabilities?
November 18, 2004
New York