---

 

Sponsor Name: Standard & Poor’s

Location: 55 Water Street, New York, NY 10041

Description: The Credit Scoring and Loss Given Default is a three-day, instructor-led course that will provide participants with an in-depth examination of prevailing credit scoring methodologies, including employment of quantitative models, benchmarking, mapping practices, transition matrices, and overall system validation procedures. In addition, the course offers participants an in-depth view of the recent developments surrounding effective LGD analysis, including the challenges attached to compiling useful data, loss modeling, and the building of facility rating structures, as well as applications within capital allocation systems.

Who Should Attend: This course is designed for practitioners involved in credit risk, specifically, credit risk officers, credit portfolio managers, securitization structurers, and fund managers.

Contact Name: John Newcomb

Phone: +1 (212) 438-2060

Fax: +1 (212) 438-6515

E-mail: credit_training@standardandpoors.com

URL: www.standardandpoors.com

 

---

 

Location: Sydney, Australia

Description: QMF 2007 brings together the world’s Quantitative Finance experts in a forum to present the latest advances and a wealth of new research in Quantitative Finance, Financial Engineering and Financial Mathematics. The focus of this year’s conference is Credit Risk, Simulation Methods, Portfolio Optimisation and other areas of Quantitative Finance. The submission deadline is May 5, 2007. Plenary speakers include Yacine Aït-Sahalia, Alan Brace, Nicole El Karoui, Robert Elliott, Robert Fernholz, Chris Heyde, Farshid Jamshidian, Mark Joshi, Jan Kallsen, Masaaki Kijima, Goran Peskir, Alex Novikov, Wolfgang Schmidt, Michael Sørensen, Marc Yor, Thaleia Zariphopolou, Xun-Yu Zhou.

Phone: +61 2 9514 7735

Fax: +61 2 9514 7722

E-mail: qmf@uts.edu.au

URL: www.qfrc.uts.edu.au/qmf