ARRIVAL:  SEPTEMBER 18TH - SUNDAY
3:00pm Registration Opens
6:00pm Cocktail Reception
7:00pm Dinner - Welcome and Opening Remarks
DAY ONE:  SEPTEMBER 19TH - MONDAY
7:00am Open Breakfast
9:00 - 9:15am Opening Address:  Andrew Huddart, President, Moody's KMV
9:15 - 10:00am Keynote: A Look Back at the Evolution of Credit Risk Management  
Stephen Kealhofer, Founder KMV and Managing Partner, Diversified Credit Investments
10:00 - 11:20am Plenary Session:
Company, Product, Research, and Technology Strategy
  • Andrew Huddart, President, Moody's KMV
  • Dileep Ramachandran, Head of Product Management, Moody's KMV
  • Jeff Bohn, Head of Research, Moody's KMV
  • Geoff Fite, Chief Technology Officer, Moody's KMV

  • 11:20 - 11:35am Break
    11:35 - 12:20pm Plenary Session:
    Leading Edge Perspectives on Credit Strategies
  • Brian Dvorak, Moody's KMV
  • 12:20 - 1:20pm Lunch
    Corporates Loans and Structured Products: Managing Value and Return Quantitative Tools for Improved Investment Strategy Product Highlights & Strategy: Track One Product Highlights & Strategy: Track Two
    1:20 - 2:20pm Best Practices in Corporate Credit The Challenges with IRB Implementation Beating Corporate Credit Indexes Using Structural Models Product Session: RiskCalc Product Session: CDO Edge
    2:20 - 2:40pm Break
    2:40 - 3:40pm Open Forum on Establishing and Monitoring Credit Limits Competing with Basel II Banks Credit Valuation of Securities Product Session: CreditEdge & CreditEdge Plus Product Session: Portfolio Manager and Related Products
    3:40 - 4:00pm Break
    4:00 - 5:00pm The Future of Credit Analysis Valuation and Hedging of Tranches and Portfolios of Tranches Adapting Moody´s KMV Portfolio Manager For Use by Real Money Risk Analyst Panel Discussion Strategy Session: Developing and Validating Powerful Models - Increasing Profitability and Basel II Compliance
    7:00 - 8:00pm Cocktail Reception
    8:00pm Credit Practioner Gala Dinner
    Keynote: Som-Lok Leung, Executive Director, IACPM
    DAY TWO:  SEPTEMBER 20TH - TUESDAY
    7:00am Open Breakfast
    9:00 - 9:15am Opening Address:  Andrew Huddart, President, Moody's KMV
    9:15 - 10:00am Keynote:  Winning Strategies for Coping with Volatility on a Large Scale & Complex Banking Book
    Veronique Ormezzano, Head of Capital & Loan Portfolio Management, BNP Paribas
    10:00 - 11:00am Plenary Session:
    EDF Credit Measures - Advancements & Evidence
  • Jeff Bohn, Head of Research, Moody's KMV
  • Navneet Arora, Moody's KMV

  • 11:00 - 11:20am Break
    11:20 - 12:20pm Plenary Session:
    Solving the Data Challenge for Developing and Validating IRB Systems
  • Jack Gregory, Head of Professional Services, Moody's KMV
  • 12:20 - 1:20pm Lunch
    Corporates Loans and Structured Products: Managing Value and Return Quantitative Tools for Improved Investment Strategy Product Highlights & Strategy: Track One Product Highlights & Strategy: Track Two
    1:20 - 2:20pm Understanding Portfolio Dynamics in the Corporate Credit Environment - NYISO Case Origination & Pricing Strategies How to Identify Relative Value Opportunities Using EDF Measures and EDF-Implied Spreads Product Session: CDO Edge Product Session: RiskAnalyst
    2:20 - 2:40pm Break
    2:40 - 3:40pm Credit Charge in an Energy Transaction Environment Managing Middle Market Credit Portfolios Quantitative Analysis for Evaluating and Monitoring CLOs Strategy Session: Developing and Validating Powerful Models - Increasing Profitability and Basel II Compliance Product Session: RiskCalc
    3:40 - 4:00pm Break
    4:00 - 5:00pm Using Market Based Measures to Control Supplier Risk Credit Economic Capital: Measurement, Management, and Implications for Performance Improvement Model Risk in CDO Analysis Product Session: Portfolio Manager and Related Products Product Session: CreditEdge & CreditEdge Plus
    5:00 - 5:15pm Wrap-up / Close of Day Two
    6:30pm Dinner Under the Stars
    DEPARTURE DAY:  SEPTEMBER 21ST - WEDNESDAY
    Credit Practitioner Delegates Depart


     
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