This workshop will provide an in-depth analysis of state-of-the-art Credit Portfolio Models and will focus in particular on integrated credit risk management and risk capital management. The presenter will lead you through the various applications and enable you to put your freshly acquired...

In today’s dynamic and competitive financial market Credit Derivatives are powerful tools for managing credit risk. This workshop will present the current product range of Credit Derivatives focusing on practical aspects of mark -tomarket valuation and risk management of credit derivatives....

Evolution, Darwinism and Economics; Natural Selection as a Concept and Modeling Tool in Economics; Cultural and Social Evolution; Naturalistic Perspectives on Economic Evolution; Knowledge and Economic Evolution; Models of Cultural and Social Adaptation

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The massive and steady progress in computer technology during the last decades allowed to establish a new strand of modelling in social and economic sciences. So called agent-based models or multi-agent models do no longer require to aggregate individuals to representative social or economic...

Topics: Economic Growth and openness. An econometric analysis for regions; International evidence on cointegration between consumption, income and wealth; The US consumption-wealth ratio and predictability of national stock returns: Evi-dence for the G7; The European business cycle in a redux...

The INFER Workshop “The Consequences of EU Expansion to Eastern European Countries” aims at discussing these issues in a broad sense. Theoretical, empirical and policy orientated papers on related issues are welcome for presentation. Conference topics may include, but are not limited to:...

Schwerpunkte des Seminars bilden - neben einem Überblick über die wichtigsten Kreditderivate und Verbriefungstechniken und deren Einsatzmöglichkeiten wie etwa im Handel und Portfoliomanagement - die detaillierte Darstellung der Konstruktionsmerkmale von Kreditderivaten sowie der Vergleich von...

Zinsänderungsrisiken stehen im Mittelpunkt bankbetrieblicher Risikocontrolling- und Risikomanagementsysteme. Für den Aufbau, die Pflege und die Nutzung dieser Systeme ist das inhaltliche und formale Verständnis der auf Kassa- und Terminmärkten gehandelten Produkte...