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Title

Analyzing the probabilities of systemic banking failures in Trinidad and Tobago

Event Description

Gray, Merton and Bodie (2008) propose a new approach to improve the way central banks can analyze and manage macro-financial risks in an economy. It is based on the modern theory and practice of Contingent Claims Analysis (CCA), an extension of Black-Scholes-Merton option-pricing theory, which combines balance sheet information with widely used finance and risk management tools.
 
This presentation applies the CCA to the banking system in Trinidad and Tobago.

Event Type

Society

Education Topic

Portfolio Management; Quantitative Methods; Risk Management

Start Time

2/11/2011 11:45 AM

End Time

2/11/2011 1:30 PM

City

Port of Spain

State/Province

 

Event Country

Trinidad

Event Region

Americas

Location Info

Mariott Hotel, Port of Spain

Speaker

Prakash Ramlakhan

CE Credits

 

SER Credit

n/a

Currency

TT$

Member Price

n/a

Non-Member Price

300.00

Candidate Price

300.00

Registration

Please contact Dale Khan at dalekhan@hotmail.com

Presentation

 

All Day Event

 

Recurrence

 

Attachments

A New Framework for Managing Macro-Financial Risks.ppt    
Content Type: MyCFA Calendar
Created at 1/25/2011 3:14 PM by 0#.w|aimr\cfa461
Last modified at 4/20/2011 5:34 PM by 0#.w|aimr\cfa461