Credit Risk Management (CRM)
Risk Management (CRM) Subgroup
Where is the seminar?
The agenda is focused on credit derivatives.
There will be a two-day credit risk seminar that will take place covering building blocks of credit derivatives, total returns, how things are priced, accounting and legal issues, credit portfolio modeling. It’s important not to make this seminar too narrow, in order to not get into too many technical issues.
This is a broad subject.
Sessions can be about credit ratings, software, loans, private placement structured credit, default swaps, high yield and investment grade.
our target audience? What is our objective for this seminar?
Having the seminar will help us to put together our reading list.
In terms of planning the seminar, we have to have a theme.
The first day of the seminar can be theoretical, such as how you analyze your portfolio. The 2nd day can be more practical.
Our primary focus should be to get the right speakers.
Has anyone on the call read the James Lam’s book? Yes, it’s recommended.
ACTION ITEM: The group will contribute ideas via e-mail for literature.
Location for seminar?