June 25, 2018

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
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 Models globally.

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 de Louvain.

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 opinion pieces.

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 New York.

Back to top