2008 RiskMetrics Group European Credit Risk Conference
22 April 2008
Frankfurt
The recent credit risk surge, brought on by the subprime crisis and the subsequent losses, is resulting in a new focus on how institutions evaluate and manage their portfolio credit risk. This event brought together leading risk management experts to discuss key credit risk issues.
RiskMetrics Group’s inaugural Credit Risk Conference provided a forum for the discussion of different strategic approaches to the management of credit risk. RiskMetrics Group delivered the latest research and a contribution from the European Central Bank shared credit risk lessons learnt from a central bank perspective. A round table discussion provided the opportunity to exchange views and network with Europe’s leading credit risk experts.
The conference covered the following topics:
- Stability of Monte Carlo Simulation in CreditMetrics
- The Use Of Portfolio Credit Risk Models In Central Banks
- The Missing Link - Credit Risk in the Front Office
- The Once Holy Grail: Interaction of Market and Credit Risk
- Round Table: Credit Crisis - What Went Wrong? Speakers present their views, audience discussion
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