Measuring, modeling and managing credit risk under new regulations and increasingly turbulent market conditions

Following the successful launch event in 2011, Credit Risk USA is returning to New York!

Developed through in-depth research with senior professionals, and in collaboration with notable associations and regulatory bodies, this exclusive one-day conference (followed by a full day of the separately bookable post-conference seminar) will allow you to hear from leading credit industry practitioners and top quantitative minds.

Topics to be addressed at the 2012 event will include:

• Counterparty credit risk modeling
• Stress testing for counterparty credit risk portfolios
• Sovereign debt crisis and credit risk
• Credit portfolio management
• Global regulatory framework for banks
• Innovations in credit derivatives market
• Credit risk management framework

Credit Risk USA brings together senior credit risk managers, distinguished professionals from regulatory bodies, and renowned scholars to join the discussion on the most up-to-date dynamics shaping credit markets around the globe.

With so many important and fundamental changes taking place, it is critical that you stay ahead of the curve and learn about new credit products on the market, novel approaches regarding metrics and credit risk modeling, as well as regulatory changes sweeping the industry.

Some of our other already confirmed speakers include:

Morning keynote address: Martin Pfinsgraff, Deputy Comptroller for Credit and Market Risk, Co-Chair of the National Risk Committee, OFFICE OF THE COMPTROLLER OF THE CURRENCY

Hilmar Schaumann, Chief Risk Officer, FORTRESS INVESTMENT GROUP

Sanjay Sharma, Chief Risk Officer of Global Arbitrage and Trading, RBC CAPITAL MARKETS

Michael A. Cirami, Vice President and Portfolio Manager, Global Fixed Income, EATON VANCE MANAGEMENT

Thomas Donahoe, Former Global Chief Risk Officer, ALADDIN CAPITAL HOLDINGS LLC and ANGELO, GORDON & CO., L.P.

Martha Cummings, Managing Director, Corporate & Investment Banking, BANCO SANTANDER

Mark Syrkin, Senior Bank Examiner, Models and Methodologies, FEDERAL RESERVE BANK OF NEW YORK

...and many more!

What last year's attendees have to say about Risk USA

 - "This was indeed excellent conference with expert speakers from academics, business and publication world who covered a wide range of very relevant and current topics in the credit risk area."  Vice President at Bank of America Merrill Lynch

- "A delightful immersion into credit methodologies, theory, best practices, and pitfalls to avoid accompanied by well researched presentations, timely content, accessible speakers, and a nice cross section of experienced  delegates." Former Global Chief Risk Officer at Aladdin Capital Holdings LLC

- "Incisive and useful presentations by experts on all aspects of modern credit risk." Risk Manager at AQR Capital Management