Modeling Credit Risk in Fixed-Income Portfolios
From the Fixed-Income Management 2007 conference
In this webcast, Arturo Cifuentes discusses the following:
- How the modeling of credit risk behavior of fixed-income portfolios has evolved in recent years
- Pitfalls and implications of current credit-modeling approaches for traditional fixed-income portfolios and CDOs
- A better approach to modeling
This webcast comprises a 35-minute presentation and a 4-minute question-and-answer session.
Speaker
Arturo
Cifuentes is a managing director in the structured finance department at R.W. Pressprich & Company, Inc. Previously, he was a managing director and global head of collateralized debt obligation research at Wachovia Securities. Dr. Cifuentes also held scientific and engineering positions at the IBM T.J. Watson Research Center and the MacNeal-Schwendler Corporation and served on the faculty at the University of Southern California, California State University, and the University of Chile. He is the author of two books and more than 40 articles. Dr. Cifuentes holds a degree in civil engineering from the University of Chile, an MBA in finance from New York University, and an MS in civil engineering and a PhD in applied mechanics from the California Institute of Technology.
This information is accurate as of the date of recording.
Play
Topics
- Fixed Income
- Portfolio Management
- Quantitative Methods
Details
| Length: |
39min |
| Posted: |
12/7/2007 |
| Recorded On: |
10/10/2007 |
| CE Credits: |
.5 CE |
| Formats: |
|
Price (USD)
| Members: |
FREE |
| CFA Program Candidates: |
$25.00 |
| Standard Rate: |
$35.00 |