executive program on credit risk modeling subject : announcement : executive program on credit risk modeling
credit risk modeling for financial institutions
october 15 - 20 , 2000
at stanford university business school
risk management specialists , stanford business school professors of finance
darrell duffie and kenneth singleton will be repeating their successful
executive program on credit risk pricing and risk management for financial
institutions . the course is created for risk managers , research staff , and
traders with responsibility for credit risk or credit - related products ,
including bond and loan portfolios , otc derivative portfolios , and credit
derivatives .
this program includes :
* valuation models for defaultable bonds , otc derivatives , and credit
derivatives , with empirical applications to corporate and sovereign markets
* empirical and theoretical assessments of models for measuring credit
risk , with correlation , for portfolios
* the strengths and limitations of current practice in credit risk
measurement
* practical issues in implementing credit modeling and risk systems
* estimation of default and transition probabilities , and the
correlations among the default risks of publicly traded companies , from
historical data
application form :
credit risk modeling for financial institutions
stanford , october 15 - 20 , 2000
this form may be completed and returned by email , or may be printed and sent
by fax to :
stanford gsb executive education programs
fax number : 650 723 3950
you may also apply and see more detailed information by visiting our web
site at :
www . gsb . stanford . edu / exed / crm
applications will be acknowledged upon receipt . if you have not received an
acknowledgement within two weeks , please contact us .
please complete all sections . all information is kept strictly confidential .
name :
put an x beside one , please : male : female :
citizenship :
job title :
company :
your company ' s main activity :
business mailing address :
business phone ( all codes please ) :
business fax :
email address :
home address :
home phone :
nickname for identification badge :
emergency contact name :
emergency contact phone :
title of person to whom you report :
your job responsibilities and experience related to this course : ( please
provide a brief job summary here , or attach and send a biographical summary
containing information relevant to your purpose and qualifications for the
course . )
college or university education : please list , by degree :
college or university dates degree granted
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please note :
all classes and discussions are conducted in english .
in order to reserve a place in the course , the program fee of us $ 7 , 500 is
due upon notification of acceptance . this fee covers the tuition , single
room , meals , and all course materials ( including a proprietary manuscript on
credit risk pricing and measurement ) .
our refund policy is available upon request .
please state the source from which you heard about this course :
name and date :
if you would like a hard copy brochure and application form , please contact :
( make sure to include your mailing address )
shelby m . kashiwamura
program manager
executive education
stanford graduate school of business
( 650 ) 723 - 9356 phone
( 650 ) 723 - 3950 fax
kashiwamura _ shelby @ gsb . stanford . edu