Goingtomeet.com: Stress Testing of Credit Risk Portfolios

Stress Testing of Credit Risk Portfolios

"The Link Between Macro and Micro"

Mar 07, 2008 - Mar 07, 2008
De Nederlandsche Bank in Amsterdam Amsterdam, Noord Holland Netherlands

Highlights: The Research Task Force (RTF) of the Basel Committee on Banking Supervision will host a workshop on stress testing credit risk for banks at De Nederlandsche Bank in Amsterdam on 7th March 2008. Through the RTF, the Basel Committee seeks to encourage research on this important topic by researchers within central banks and supervisory agencies, as well as by academic researchers. Submissions should be limited to unpublished, recent work.

The topic of the conference is stress testing of infrequently traded credit risk. The keynote speech will be given by professor Darrell Duffie.

Event Profiles: Speakers: Professor Darrell Duffie; Attendees: Researchers within central banks and supervisory agencies, academic researchers

Contact Details: Contact person: Neil Esho; Email address:; Event website: http://www.bis.org/bcbs/events/rtf08stcfp.htm

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