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Title

An Innovative Approach to Analyzing Corporate Credit & Bankruptcy Risk

Event Description

In this presentation, Mr. Gaumer will discuss the innovative research behind the new StarMine Credit Risk Model, a robust, multi-factor predictor of financial distress. This timely, quant-driven approach incorporates a Structural (Merton) framework, forward-looking financial Ratios Analysis and an innovative unstructured Text Mining approach from sources such as news, footnotes and transcripts to provide a more predictive measure of credit risk. Fixed income investors will learn how this research applies to their default and credit risk analysis, while equity managers will learn how this approach is superior to the widely used Altman Z-Score as a measure of bankruptcy risk.

Event Type

Society

Education Topic

 

Start Time

12/2/2014 12:00 PM

End Time

12/2/2014 1:00 PM

City

Austin

State/Province

Texas

Event Country

 

Event Region

Americas

Venue

UT Club

Speaker

 

CE Credits

1

SER Credit

0

Currency

USD

Member Price

 

Non-Member Price

 

Candidate Price

Please see website for details

Registration

Coming Soon!

All Day Event

 

Recurrence

 

Society

Austin

Attachments

Content Type: MyCFA Custom Calendar
Created at 8/26/2014 4:43 PM by kelly@amchouston.com
Last modified at 10/10/2014 5:44 PM by kelly@amchouston.com