Risk for the Buy Side: The Convergence of Market, Credit, and Liquidity Risk - October 24, 2007 - New York, NY

Join Algorithmics and industry speakers from Jefferies & Company Inc. and Fidelity Investments to hear comment and best practice techniques arising from the recent turbulence experienced in the mortgage credit sector. Like many previous market dislocations resulting from world events, the fall-out has again reinforced the increasing importance of correlations between market, credit, and liquidity risks. Few would argue that the necessity for firms to identify, measure and monitor all potential sources of risk is becoming ever more business critical. For risk savvy institutional investors, these techniques are essential for managing fund performance and marketing strategies.

Our complimentary seminar will provide unique insights into modern risk frameworks for the buy-side and will focus on the relationship between Market, Credit and Liquidity Risk. Our guest speakers will introduce their experiences and perspectives in an open and interactive forum with networking.

Register today and join Dr. Andrew Aziz, Executive Vice President, Risk Solutions at Algorithmics with our special guest speakers including:

  • Daniel Weddle; Chief Credit Officer - Jefferies & Company Inc.
  • James Gerard; Fixed Income Quantitative Analyst - Fidelity Investments

The presentations will commence at 4:00 p.m. followed by a wine tasting.

Please feel free to forward this invitation to your colleagues.

Agenda
3.30 - 4:00 - Registration
4:00 - 5:30 - Speaker presentations
5:30 - 7:00 - Wine tasting & hors d'oeuvres

Date:
Wednesday, October 24, 2007, 3:30 p.m.

Location:
Sofitel New York
45 West 44th Street
New York, NY

For more information, please contact:
Diane Lockwood
Algorithmics
Phone: +1 (212) 625-5292
Email: eventsna@algorithmics.com