Course Tutors:

• BANK AUSTRIA CREDITANSTALT Matthias Baron
• DEUTSCHE BANK David Beaglehole
• DERIVATIVE FITCH / QFR FITCH RATINGS Damiano Brigo
• HBOS TREASURY Colin Burke
• PROMETEIA SPA, BOLOGNA ITALY Umberto Cherubini
• ATRADIUS CREDIT INSURANCE N.V. Raphaël Duprat
• INTERNATIONAL MONETARY FUND Federico Galizia
• DEXIA GROUP João Garcia
• DEXIA BANK Serge Goossens
• BARCLAYS CAPITAL Alexei Kondratyev
• BANK AUSTRIA CREDITANSTALT Christoph Konvicka
• BANK OF AMERICA Michael Pykhtin
• AMBAC ASSURANCE CORPORATION Robert Selvaggio
• CITIZENS BANK U.S. SUBSIDARY OF ROYAL BANK OF SCOTLAND Daniel Tu
• RADIAN ASSET ASSURANCE Luigi Vacca
• BANK OF AMERICA Steven Zhu

Course Highlights:

• The Credit Crunch: How and why it happened and why risk systems failed?
• Practical views on modeling credit risk and applying to turbulent markets
• Optimizing credit portfolios
• Measuring risk using credit default swaps
• Assessing loss given default models
• Stress testing and scenario analysis
• Examining structured and reduced form models
• Applying market correlations to market strategies
• Managing exposure to counterparty risk