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2007/09/25
Financial Risks International Forum (2008 Session)

Structured Products and Credit Derivatives, March 27th - 28th, 2008

The Financial Risks International Forum on "Structured Products and Credit Derivatives" is an international Research Forum for academics and professionals organised by Finance INNOVATION.

OBJECTIVES

The forum pursues three objectives:
- to identify the main streams of researches that will structure the market evolution in the future;
- to organize presentations and debates on the content of these new contributions;
- to assess with professionals the market/regulatory impacts of those new trends.

TOPICS

- New Credit Products & Market Innovations (credit index, leveraged credit products, Asset Backed Securities, new management technics , dynamic management of CDO's, credit volatility management, Insurance Linked Securities)
- Rating of Structured Products (rating models, convergence of interest between structuror, agent and investor, rating of cash and structured products)
- Regulation (business standards, Basel II, transparency)
- Advances in Quantitative Modelling and Risk Management (correlation risk, dynamic modelling, rare events, numerical methods , model validation)

SCIENTIFIC COMMITTEE OF THE CONFERENCE

Chairman : Monique JEANBLANC, Evry University

- Edward ALTMAN, New York University
- Noël AMENC, EDHEC Business School
- Joël BESSIS, HEC Business School
- Jean-François BOULIER, CAAM
- Pierre COLLIN-DUFRESNE, Goldman Sachs Asset Management, New York - Haas School of Business, University of California, Berkeley
- Rama CONT, Ecole Polytechnique - Columbia University
- Michel CROUHY, IXIS CIB
- Nicole EL KAROUI, Ecole Polytechnique
- Christian GOURIEROUX, CREST
- Antoine HYAFIL, HEC Business School
- Robert JARROW, Cornell University
- Elyès JOUINI, Paris Dauphine University
- Jean-Michel LASRY, Calyon
- Jean-Paul LAURENT, Institut de Science Financière et d'Assurances (ISFA)
- Hayne LELAND, Haas School of Business, University of California, Berkeley
- Nour MEDDAHI, Imperial College
- Christian SAGUEZ, Ecole Centrale
- Olivier SCAILLET, Genève University
- Kenneth SINGLETON, Stanford University
- Jean TIROLE, IDEI Toulouse
- Fan YU, Michigan State University

Click here for paper submissions

Download here the call for papers



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