We are pleased to announce that we will offer two workshops this year.

Credit Derivatives in Practice - Pricing, Modelling and Risk Management (28 KB)

Date:          Monday, 13 December 2004
Time:          9:00 am to 5:00 pm
Location:     Manly Pacific Sydney Hotel

Presented by Professor Dr Wolfgang Schmidt, Hochschule fuer Bankwirtschaft, Frankfurt, Germany

Topics include:

• Credit derivative products
• Default models
• Further single name credit derivatives
• Modelling default dependence.

Quantitative Aspects of Credit Risk Management (28KB)

Date:          Tuesday, 14 December 2004
Time:          9:00 am to 5:00 pm
Location:     Manly Pacific Sydney Hotel

Presented by Professor Dr Ludger Overbeck, University of Giessen, Germany

Topics include:

• Credit portfolio models
• Credit Risk as part of an integrated risk management
• Portfolio management with CDOs and credit derivatives
• General concepts in dependence modelling