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Path Dates Workshop Speakers
Bank 19 & 20
March		 Pricing and Hedging Exotic Interest Rate Derivatives with Monte Carlo Simulation John Schoenmakers
Weierstrass Institute
Berlin - Germany
Bank 10 & 11
April		 Liquidity Gap Analysis and Management Werner D’Haese
Fortis Bank
Brussels - Belgium
Ins 21 - 23
April		 Stochastic Claims Reserving for Non-life Insurance: key techniques and latest approaches Richard Verrall
Cass Business School
London - England
Bank 5 & 6
May		 Volatility and Correlation in Financial Markets Francis X. Diebold
Uni. of Pennsylvania
Philadelphia - USA
Bank 9 & 10
June		 Modelling Economic Capital under Basel II Pillar 2 Alexander McNeil
Heriot-Watt University Edinburgh - Scotland
Ins 26 & 27
June		 Securitization of Insurance
Risk and Embedded Value 		Vinod Kothari
Asian Securitization Forum Calcutta - India
Ins 29 & 30
September		 Asset Liability Management: the specialist’s technique and practice toolkit for Solvency II Charles L. Gilbert
Nexus Risk Management Canada
Bank 1 & 2
October		 Active Credit Risk Portfolio Management William Perraudin
Imperial College London - England
Ins 20 & 21
October		 Market valuation Methods for Life and Pensions Pierre Devolder & Michel Denuit
Uni. of Louvain-la-Neuve - Belgium
Bank 3 & 4
November		 Modelling Smiles in Interest Rates, Equities and FX: static and dynamic approaches Riccardo Rebonato
Royal Bank of Scotland
London - England
Bank 27 & 28
November		 The Mathematics of New Credit Instruments: a specialist introduction Salih N. Neftci
City University
New York - USA
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