When uncertainty and pessimism abound within financial markets, the choice of Default Probability Analytics will have a direct impact on potential investment losses and credit losses. Join our seminar to learn how we can align the default probability Modeling strategy closer to reality.
This is a closed-door event for up to 20 people.
Seminar Agenda highlights include: -
- The History of Credit Risk Analysis defines “Common Practice”
- Compare three approaches: Ratings, the Merton Model and Reduced Form Default Models
- Best practice Early-warning case studies from Asia, using the Reduced Form Model approach
Who will be at our Event?
Decision makers and business leaders from the financial industry sector in functions related to Bond Investment, Corporate Credit Division, Fixed Income Investment Desk.