| May 26th |
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Measuring Default Risk Premia From Default-Swap Rates and EDFs
Darrell Duffie |
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Discussion on Darrell Duffie Presentation
Suresh Sundaresan |
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On the Relation Between Credit Spread Puzzles and the Equity Premium Puzzle
Pierre Collin-Dufresne |
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Discussion on Pierre Collin-Dufresne Presentation
Suresh Sundaresan |
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Insider Trading in Credit Derivatives
Viral V. Acharya |
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Discussion on Viral V. Acharya Presentation
Greg Duffee |
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Corporate Bond Market Transparency and Transaction Costs
Michael S. Piwowar |
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Discussion on Michael S. Piwowar Presentation
Lance Uggla |
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Retrospective on Modeling of Credit Risk
Stephen Kealhofer |
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A Model for Corporate Bonds, Swaps and Treasury Securities
David Lando |
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The Pricing of Unexpected Credit Losses
Eli Remolona |
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Measuring and Allocating Portfolio Credit Risk
Paul Glasserman |
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Discussion on Paul Glasserman Presentation
Philipp J. Schönbucher |
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The Valuation of Correlation-Dependent Credit Derivatives
Using a Structural Model
John Hull |
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Discussion on John Hull Presentation
Gifford Fong |
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Common Failings: How Corporate Defaults are Correlated
Nikunj Kapadia |
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Discussion on Nikunj Kapadia Presentation
Jean Helwege |
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| May 27th |
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Measuring the Quality and Consistency of Corporate Ratings Across Regions
Richard Cantor |
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Discussion on Richard Cantor Presentation
Jeffrey Amato |
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Do Bankruptcy Codes Matter? A Study of Defaults in France, Germany, and the UK
Julian Franks |
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Discussion on Julian Franks Presentation
Roger M. Stein |
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The Treatment of Structured Products in Basel II
Michael Gordy |
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When Do Firms Default? A Study of the Default Boundary
Sergei Davydenko |
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Discussion on Sergei Davydenko Presentation
Hayne Leland |
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'Surprise' in Distress Announcements: Evidence from Equity and Bond Markets
Jeffrey R. Bohn |
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Discussion on Jeffrey R. Bohn Presentation
Edward Altman |
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