UPCOMING PRMIA SEMINARS
PRMIA Risk Management Seminars 2008-09
**May 26, 2009 -registration required **
Held n conjunction with the MMF UofT program and PRMIA "Assessing
Liquidity in CDS Markets"
Limited seats available register through PRMIA http://www.prmia.org/events/view_events.php?eventID=3428
Speaker: Ahmet Kocagil
Assessing Liquidity in CDS Markets
DR. AHMET E. KOCAGIL Managing Director
Ahmet is an MD and Global Head of the Quantitative Analytics and
Advisory Services Groups at Fitch Solutions, managing teams in New
York, London, and Hong Kong.
Prior to this role he was the global head of Fitch QFR, quantitative
modeling group supporting all the modelling needs at Fitch Ratings.
He has over 15 years of expertise in structured and corporate finance,
commodities and exchange rate markets.
Ahmet was earlier a Senior Director at Moody's KMV where his responsibilities
have included being in charge of the Default Risk Group and being
the Developer and Leader of Moody's RiskCalc Suite of Default Probability
Prior to that, he was an Assistant Professor with The Pennsylvania
State University, a Research Assistant with the National Bureau
of Economic Research (NBER) and a Research Assistant with Columbia
University - Center for the Study of Futures Markets.
Ahmet is listed in the Who's Who in America, was a MICASU University
Endowed Fellow & Research Fellow at Université Catholique
Ahmet's job requires close contact with market participants, e.g.
bankers, asset managers, insurance companies, and assessing their
needs and providing them analytical solutions. The research unit
of his team also publishes high quality research and quantitative
Ahmet has published papers in refereed journals and contributed
a chapter to a book. His current areas of research interest are
focused on single-name and portfolio level credit risk modeling.
He serves on the editorial boards of Journal of Credit Risk, programme
committee of Journal of Investment Management, and is leading the
Fitch Academic Advisory Board (FAAB).
Ahmet holds a BS in Economics from Bosphorus U. and an MPhil/PhD
in Financial Economics and Econometrics from City University of
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