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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
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> 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