Page Content Κοινοποίηση: Ομιλίες στο Διεθνές Συνέδριο - The Evolution of Credit Risk: Phenomena, Methods and Management 30/05/2006 - Ομιλίες Prof. Lynda Allen, Baruch College, City University of New York Title: “The Informational Efficiency of the Equity Market As Compared to the Syndicated Bank Loan Market” Dr George A. Christodoulakis, Bank of Greece and Manchester Business School Title: “Markovian Credit Risk Transition Probabilities under Non-Negativity Constraints for the US Portfolio 1984-2004” Oldrich Vasicek, Moody’s|KMV Title: “The Distribution of Loan Portfolio Value” Prof. Stephen E. Satchell, Trinity College, University of Cambridge and Bank of Greece Title: “Assessing the Accuracy of Credit R.O.C. Estimates in the Presence of Macroeconomic Shocks” Dr Ulrich Bindseil, Acting Head of Risk Management Division, European Central Bank Dr Ken Nyholm, Economist, Risk Management Division, European Central Bank Title: “Central bank Credit Risk Management in the Context of an Asset Allocation Model with Regime Switching” Dr Daniel Rosen, The Fields Institute for Research in Mathematical Sciences, University of Toronto Title: “A Simple Multi-Factor “Factor Adjustment” for the Treatment of Credit Capital Diversification”