LECTURE AUDIO AND SLIDES

Stochastic Exposures & LGDs in Portfolio Credit Risk, and their impact in BIS II capital
Dan Rosen
Algorithmics Inc.

This web presentation contains the audio and slides of a lecture given at the Fields Institute on October 30, 2002 as part of the Quantitative Finance Seminar Series. RealPlayer 7 or later, or other software capable of playing streaming audio, is required.

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