Location
Distinguished Lecture Series 2004
Credit Risk Modeling
Unter den Linden 13/15 (Eingang Charlottenstrasse) 10117 Berlin
Ludger Overbeck,
Universität Giessen (form. Deutsche Bank)
Organisation
Prof. Dr. Wolfgang Härdle Dipl. Vw. Oliver Blaskowitz Ying Chen, M. Sc. Humboldt-Universität zu Berlin CASE - Center for Applied Statistics and Economics Wirtschaftswissenschaftliche Fakultät Spandauer Str. 1 10178 Berlin Tel.: +49 - 30 - 2093 5630 +49 - 30 - 2093 5705 +49 - 30 - 2093 5807
Marlene Müller,
Fraunhofer ITWM
January 29 - 30, 2004
E-Mail: stat@wiwi.hu-berlin.de blaskowitz@wiwi.hu-berlin.de ychen@wiwi.hu-berlin.de Internet: www.case.hu-berlin.de
Humboldt-Universität zu Berlin CASE - Center for Applied Statistics and Economics Wirtschaftswissenschaftliche Fakultät Spandauer Str.1 10178 Berlin Institut für Mathematik Unter den Linden 6 10099 Berlin
Announcement
CASE - Center for Applied Statistics and Economics -an interdisciplinary research center of HumboldtUniversität zu Berlin announces the
Program
Thursday, January 29, 2004
09.50-10.00 Greetings Christian Hotz, Deutsche Bank Prof. Dr. W. Härdle, HU-Berlin Threshold Model for CreditRisk Prof. Dr. Ludger Overbeck Credit Risk Modeling as Part of an Internal Risk Capital Management Prof. Dr. Ludger Overbeck Lunch Alternative Risk Measures and Capital Allocation Prof. Dr. Ludger Overbeck Term Structure of Defaults Prof. Dr. Ludger Overbeck Computing Lab Experience with XploRe
Reservation Credit Risk Modeling Fax: +49 - 30 - 2093 5649
Humboldt-Universität zu Berlin CASE - Center for Applied Statistics and Economics Wirtschaftswissenschaftliche Fakultät Spandauer Str. 1 10178 Berlin
Distinguished Lecture Series 2004 "Credit Risk Modeling" Prof. Dr. Ludger Overbeck, Universität Giessen and PD Dr. Marlene Müller, Fraunhofer ITWM
Ludger Overbeck earned a PhD in Probability Theory from the University of Bonn. After two postdoctoral years in Paris and Berkeley, he finished his Habilitation in Applied Mathematics during his affiliiation with the Bundesbank. In 1997 he joined Deutsche Bank where he headed the Research and Development team in the Risk Analytics and Instrument department when he left in 2003. Currently, he is professor at the University of Giessen. Marlene Müller received a PhD in Mathematical Statistics and a Habilitation in Statistics and Econometrics from Humboldt-Universität zu Berlin. From 2000 to 2003 she was visiting professor at the universities of Bayreuth, Munich and Magdeburg. At present, she works as a researcher and consultant at the Fraunhofer Institute for Industrial Mathematics (ITWM) Kaiserslautern. We would be delighted to welcome you to this Distinguished Lecture Series on January 29-30, 2004.
10.00-11.00 11.30-12.30
12.30-14.00 14.00-15.00
Ms.
15.30-16.30
/ Mr.
Title / Surname First Name
17.30-18.30
Friday, January 30, 2004
09.00-10.00 Credit Derivatives and Collaterized Debt Obligations Prof. Dr. Ludger Overbeck Statistical Aspects of Credit Estimation of Credit Scores PD Dr. Marlene Müller Lunch Advanced Techniques PD Dr. Marlene Müller Evaluation of Credit Ratings PD Dr. Marlene Müller Farewell Diner Risk/
Researcher (€200,-)
/ Professional (€350,-)
Institute / University / Company Address Phone E-Mail Signature
10.30-11.30
11.30-13.00 13.00-14.00
14.30-15.30
Prof. Dr. W. Härdle
17:30-