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Title

THURSDAY CFAH Meeting - Tim Gaumer - Innovative Look at Corporate Credit Risk 

Event Description

An Innovative Approach to Analyzing Corporate Credit and Banruptcy Risk

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

12/4/2014 11:30 AM

End Time

12/4/2014 1:15 PM

City

Houston

State/Province

Texas

Event Country

 

Event Region

Americas

Venue

Petroleum Club
800 Bell St., 43rd Floor, 77002

Speaker

Tim Gaumer

CE Credits

1

SER Credit

0

Currency

USD

Member Price

0.00

Non-Member Price

40.00

Candidate Price

40.00 if not a member

Registration

All Day Event

 

Recurrence

 

Society

Houston

Attachments

Content Type: MyCFA Custom Calendar
Created at 10/28/2014 5:35 PM by kelly@amchouston.com
Last modified at 10/28/2014 5:35 PM by kelly@amchouston.com