Energyforum
Credit Risk Mitigation of Energy and Commodity Positions
27-28 October 2008, Berlin
An introductory- to- intermediate course
Welcome to attend this newly developed and unique introductory to intermediate course about credit risk. Whether you have a basic knowledge and not work directly with credit risk or have some experience and insight in the area, this course is for you! The course is designed to give you and your company a unique language with regards to credit risk. After this course you will have obtained an homogeneous company knowledge among notions of market and credit risk management.
This course will cover four important aspects:
- How to identify market and credit risk sources
- How to measure actual exposure
- How to manage market and credit risk
- How to monitor risk mitigation strategies
Who should attend?
- Risk Managers
- Risk Controllers
- Risk Analysts
- Finance Directors
- Portfolio Managers
- Model developers
- Sales
- Accountants
Please contact me if you have any questions.
Best Regards,
Maria Musesoglu
Product Manager
+46 8 586 197 00
maria.musesoglu@energyforum.com
Course leaders:
Andrea Roncoroni, ESSEC Business School
Andrea Roncoroni is Associate Professor of Finance at ESSEC Business School in Paris and Singapore, and Lecturer at Bocconi University in Milan. He holds PhD's in Applied Mathematics and in Finance. He has been advisor and lecturer for private companies and public institutions such as the International Energy Agency and Gaz de France. His research interests cover energy and commodity finance, with a focus on risk management, financial modeling, and derivative structuring. His results are regularly published on academic journals, e.g., Journal.of Business and Journal of Banking and Finance. He is author of the book "Implementing Models in Quantitative Finance: Methods and Cases" (with G.Fusai,) published by Springer in 2008 and the forthcoming monograph "Handbook of Multi-Commodity Markets and Products" edited by Wiley & Sons.
Andras Fulop, ESSEC Business School
Andras Fulop is an Assistant Professor of Finance at ESSEC Business School. He holds a PhD in Finance from the Rotman School of Management at the University of Toronto. His research interests cover credit risk modeling, financial derivatives and financial econometrics. He is teaching courses in Exotic Options and Fixed Income and Credit Risk. He has published in academic journals (J. of Econometrics) and is a research fellow at CREST, Finance and Insurance Laboratory.
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