Martin to present on innovations in credit portfolio modelling

Martin has published several technical papers in Risk on credit portfolio modelling, and was named ‘Risk quant of the year 2002’. He will show conference participants how to construct a credit loss distribution model using real and implied measures, with a focus on loan portfolios.

Risk Europe is Risk magazine’s flagship European conference. It will take place on April 8 and 9 in Paris, attracting 80 presentations in five simultaneous streams: advanced risk management, advanced credit risk

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