Message-ID: <25655803.1075857054857.JavaMail.evans@thyme> Date: Tue, 28 Nov 2000 10:16:00 -0800 (PST) From: kashiwamura_shelby@gsb.stanford.edu Subject: Executive Program on Credit Risk Modeling - Stanford University Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: "Kashiwamura, Shelby" X-To: X-cc: X-bcc: X-Folder: \Vincent_Kaminski_Jun2001_9\Notes Folders\Notes inbox X-Origin: Kaminski-V X-FileName: vkamins.nsf > Subject: ANNOUNCEMENT: Executive Program on Credit Risk Modeling > > Credit Risk Modeling for Financial Institutions March 4-9, 2001 at Stanford University Graduate School of Business > Risk management specialists, Stanford Graduate School of Business > professors of finance Darrell Duffie and Kenneth Singleton will be > repeating their successful executive program on Credit Risk Pricing and > Risk Management for Financial Institutions. The course is created for > risk managers, research staff, and traders with responsibility for credit > risk or credit-related products, including bond and loan portfolios, OTC > derivative portfolios, and credit derivatives. > > This program includes: > * valuation models for defaultable bonds, OTC derivatives, and credit > derivatives, with empirical applications to corporate and sovereign > markets > * empirical and theoretical assessments of models for measuring credit > risk, with correlation, for portfolios > * the strengths and limitations of current practice in credit risk > measurement > * practical issues in implementing credit modeling and risk systems > * estimation of default and transition probabilities, and the > correlations among the default risks of publicly traded companies, from > historical data > > > ___________________________________________________________ > DETAILED PROGRAM INFORMATION INCLUDING AN APPLICATION IS INCLUDED IN THE FOLLOWING ATTACHMENT -- or --- visit www.gsb.stanford.edu/exed/crm > If you would like a hard copy brochure and application form, please > contact: > (make sure to include your MAILING ADDRESS) > > Shelby M. Kashiwamura > Program Manager > Executive Education > Stanford Graduate School of Business > (650) 723-9356 Phone > (650) 723-3950 Fax > kashiwamura_shelby@gsb.stanford.edu - APPLICATION FORM.doc - CRMMarch2001.doc