Moody's KMV Credit Practitioner Conference 2006

POST-CONFERENCE LINKS: Presentations | Photos | Attendee List

To view conference presentations, please click session title.

ARRIVAL: Sunday, September 24th

3:00–5:00pm	Registration
6:00pm	Welcome Reception
7:00pm	Welcome Dinner

DAY ONE: Monday, September 25th

7:00am	Open Breakfast Partner Exhibit: Balenz, Brilliance, Covarity, eCredit
9:00–9:15am	Opening Address Andrew Huddart, President, Moody’s KMV
9:15–10:00am	Keynote Topic: The Future of Credit Risk Mac McQuown, Co-Founder, KMV; Principal, Diversified Credit Investments, LLC
10:00–11:00am	Plenary Session : Retail Credit Risk, The Future of Business Credit Risk Brian Ranson, Head of Credit Strategies, Moody's KMV
11:00–11:15am	Break
11:15–12:00pm	Plenary Session: Moody’s KMV Product Road Map Mary Jan Hedman, Head of Product Management, Moody’s KMV
12:00–1:00pm	Lunch Partner Exhibit: Balenz, Brilliance, Covarity, eCredit
1:00–5:00pm	Stream Sessions (see table below)
7:00–7:30pm	Cocktail Reception
7:30pm	Credit Practitioner Gala Dinner Keynote: Thierry Porte, President and CEO, Shinsei Bank

Day 1 Stream Sessions	Corporate Credit: Bottom-Line Impact	Commercial Banks, Financial Institutions & Risk Management	Asset Mgmt, Broker / Dealer, Insurance: Credit Risk Strategies	Professional Services Case Studies	Product Highlights & Strategy	Product Highlights & Strategy
1:00–2:00pm	Increasing Efficiency by Using EDF Credit Measures in Your Credit Process Scott Walker & William Procasky, BP Gas & Power	Basel II A-IRB Implementation “Lessons-in-Progress”: Commercial Credit Risk Data, Measurement and Technology Challenges, and Insights Alok Sinha, Deloitte & Touche, LLP	An Asset Manager’s Approach to Assessing Credit Risk of a Portfolio Abe Riazati, Evergreen Investments	Regulatory Aspects of PD, LGD and Stress Testing for Banks Ivo Antonov, Moody's KMV	RiskAnalyst: Product Overview / Demo / Future Ian Assersohn, John Baer & Pam Bickel, Moody's KMV	Public EDF Credit Measures:Product Overview / Demo / Future Kimito Iwamoto & Chris Shayne, Moody's KMV
2:00–2:15pm	Break
2:15–3:15pm	Benefits of a Portfolio View of Risk and Communicating Credit Risk to Senior Management Wayne Super, Cisco	Qualifying for Advanced IRB: a Regulator's Perspective on Current Model Validation Requirements Alan Hilton, Financial Services Authority (FSA)	Using Structural Models for Corporate Credit Strategy Terry Benzschawel, Citigroup Global Markets	Managing a Credit System Deployment Dave Jones, Moody's KMV	RiskCalc:Product Overview / Demo / Future John Gibbon, Moody's KMV	Next Generation Portfolio Manager: Product Overview / Demo / Future Vanessa Wu & Stephanie Lee, Moody's KMV
3:15–3:30pm	Break
3:30–4:30pm	What Makes a Good Credit Risk Rating System? Brad Saegesser, Moody's KMV	Managing Mid-Corporate Portfolios: Overcoming the Hurdles and Moving to Active Management Charles Stewart, Moody's KMV	Managing Credit Risk in the Benign, Low Volatility and Narrow Spread Environment Bill Morokoff, Moody's KMV	Portfolio Retail Correlations Farshad Mashayekhi & Mikael Nyberg, Moody's KMV	DealAnalyzer & Valuation Web Service: Product Overview / Demo / Future Alec McAndrew, Moody's KMV	RiskAnalyst Ratings Package: Product Overview / Demo / Future Ian Assersohn, John Baer & Pam Bickel, Moody's KMV

DAY TWO: September 26th

7:00am	Open Breakfast Partner Exhibit: Balenz, Brilliance, Covarity, eCredit
9:00–9:15am	Opening Address Andrew Huddart, President, Moody’s KMV
9:15–9:55am	Keynote Topic: Evolution of the Credit Market Stephen Kealhofer, Co-founder, KMV; Principal, Diversified Credit Investments, LLC
9:55–10:35am	Plenary Session: Challenges of Active Credit Portfolio Management Dr. Jeffrey Bohn, Head of Financial Strategies, Shinsei Bank
10:35–10:45am	Break
10:45–11:25am	Plenary Session: It's 2006—Are You Maximizing the Use of Your Data for Business and Credit Risk Decisions? Jim Herrity, Senior Director, Moody's KMV
11:25–12:00pm	Plenary Session: Fundamental vs. Quantitative Research David Waldman, Director Quantitative Research, Putnam Investments
12:00–1:00pm	Lunch Partner Exhibit: Balenz, Brilliance, Covarity, eCredit
1:00–5:00pm	Stream Sessions (see table below)
7:00pm	Closing Dinner

Day 2 Stream Sessions	Corporate Credit: Bottom-Line Impact	Commercial Banks, Financial Institutions & Risk Management	Asset Mgmt, Broker / Dealer, Insurance: Credit Risk Strategies	New Research: EDF Public Model & Next Gen Portfolio Mgr	Product Highlights & Strategy	Product Highlights & Strategy
1:00–2:00pm	A Quantitative Approach to Managing Credit Limits, Bad Debt Provisioning, and Sarbanes-Oxley Chris Patafio, Hewlett-Packard	Introduction to Loan-Deliverable Credit Default Swaps Jeremy Vogelmann, Barclay’s Capital	Public EDF Model: New Model Features and Future Research Doug Dwyer & Shisheng Qu, Moody's KMV		RiskAnalyst Customer Panel: Best Practices Gerald Gagnon, Caisse Centrale Desjardins Linda Crochet, Capital One Bank Raffaele Borriello, ISMEAMonty Taylor, Cisco Systems Capital Corporation	RiskCalc: Customer Panel: Best Practices Tom Hagström, Nordic Investment Bank Mircea Pigli, Fifth Third Bank Dr. Estelle Jonkergouw, Rabobank Ron Armstrong, GE Commercial Finance
2:00–2:15pm	Break
2:15–3:15pm	Importance of Credit Risk Assessment for Non-Financial Corporations Brian Ranson, Moody's KMV	"The Good, the Bad and the Ugly" of Internal Ratings! Avoiding Problems as You Bring Market Data to Your Rating System Martha Sellers, Moody's KMV	Implementation of an Economic Capital Framework for Credit Risk in a Life Insurance Company Fred ten Lohuis, ING Insurance	Next Generation Portfolio Manager: Moving Away from Loan Equivalent Credit Portfolio Risk Analysis Amnon Levy, Moody's KMV	EDFs & LBOs: Explaining CDS Spikes Following LBO Announcements using EDF Credit Measures Doug Dwyer, Moody's KMV	DealAnalyzer & Valuation Web Service: Product Overview / Demo / Future Alec Mc Andrew, Moody's KMV
3:15–3:30pm	Break
3:30–4:30pm	The Benefits of Corporations Using Quantitative Credit Measures During Syndications with Banks Ronald Strong, Oracle	Credit Portfolio Management and Economic Capital: Interplay of Business and Modeling Aspects Dr. Christian Bluhm, Credit Suisse	Structuring Middle Market CDOs Using Moody's KMV RiskCalc Dr. Christian Thun, Moody's KMV	Loan Valuation using CreditMark Analytics: Challenges and Empirical Findings Deepak Agrawal, Moody's KMV	Public EDF Credit Products Customer Panel: Best Practices AmSouth Bank Fidelity Investments Liberty Mutual The Bank of Nova Scotia	Next Generation Portfolio Manager: Product Overview / Demo / Future Vanessa Wu & Stephanie Lee, Moody's KMV

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