Eric Zivot
Robert Richards Chaired Professor of Economics
Adjunct Professor, Departments of Applied Mathematics,
Finance and Statistics
University of Washington
BlackRock Alternative Advisors, Seattle WA

http://faculty.washington.edu/ezivot/research/factorModelTutorial_handout.pdf

Damiano Brigo (www.damianobrigo.it), Gilbart Professor of Mathematical Finance, Dept. of Mathematics, King’s College, London, presented Credit Models Pre- and In-Crisis: Extreme Scenarios and Systemic Risk in Valuation at the Scottish Financial Risk Academy (SFRA) Inaugural Colloquium in Edinburgh on the 4 November 2010.

Download the Presentation here!

Asymptotix participated in the first Risk Colloquium organised by the SFRA which took place in central Edinburgh on 4 November 2010. The Colloquium addressed the theme of “Risk Lessons from the Financial Crisis”, and provided an outstanding programme of speakers over two sessions. The Colloquium also introduced the recently-established Academy, providing a forum for members of the financial services and academic communities to meet and learn more about the Academy’s aims and the compelling arguments for active membership.

The Scottish Financial Risk Academy (SFRA) was established in April 2010 by a consortium of founder members led by the Maxwell Institute for Mathematical Sciences. It is funded by a grant of £335,000 from the Scottish Funding Council and contributions by founder members. The consortium of founder members of the SFRA comprises the Maxwell Institute, Scottish Financial Enterprise, The Actuarial Profession, Aberdeen Asset Management, Barrie & Hibbert, and Lloyds Banking Group.

Last month, the Scottish Financial Risk Academy was announced. Having been second to none for decades, the reputation of Scots as Risk Managers has taken a wee bit of hammering of late and the establishment of this initiative through the Scottish Parliament and with significant private sector support is a unique effort in part to redress that balance.