ALBA and PRMIA - Greece Chapter co-organized a special event titled
'Credit Risk Models',
which took place on June 2, 2005, at 17:30, at the Esperia Palace Hotel (22 Stadiou Str. - Acropolis Hall).
The event was sponsored by the Hellenic Bank Association.
17:40 - 18:20: Prof Allen: Cyclical Effects in Credit Risk Models
18:30 - 19:20: Prof Benos: Extending the Merton Model - a hybrid approach to assessing Credit Quality
Dr. Linda Allen
Dr. Allen is Professor of Finance at Zicklin School of Business, Baruch College, New York and Adjunct Professor of Finance at Stern School of Business, NYU. Prior to her current position she was Assistant Professor of Finance at Hofstra University Business School and Visiting Research Fellow at Salomon Brothers Center (NYU).
Dr. Allen has conducted seminars in Lehman Brothers, the Bank of Israel, the SEC, the Expert Witness Testimony (Banking Specialist - Securities Markets) and the New York Institute of Finance.
Dr. Allen is author of a book in Capital Markets and Institutions and two books in Credit Risk with Dr. Anthony Saunders. She is Associate Editor in the Journal of Banking and Finance, Journal of Money, Credit and Banking, Journal of Financial Services Research, Financial Markets Institutions and Instruments, International Journal of Accounting, Journal of International Financial Markets, Institutions and Money, Journal of Financial Intermediation, Journal of Business, Journal of Futures Markets and Journal of Financial and Quantitative Analysis.
Dr. Alexandros Benos
Dr. Benos is the Senior Analyst of the Group Risk Management Division of the National Bank of Greece, working mainly on credit risk.
He is also an Assistant Professor in the Finance & Banking Dept of the University of Piraeus. He holds a BA and MA in Economics from Cambridge University, a BA from the University of Athens and a PhD in Finance from Stanford University.
In the past, he has taught at the HEC School of Management in <2/SPAN>France and at the University of Geneva in Switzerland. His academic interests include Credit Risk Measurement, Financial Microstructure, International Derivative Markets and Game Theory.
For further infromation you may contact Ms Ioanna Serafim, tel: 210 8964531, e-mail: [email protected]