Frontières en Finance
http://www.frontiers-in-finance.com/
and
Association Francaise des Gestionnaires Actif-Passif
http://www.afgap.com/
have the pleasure of announcing a forthcoming
Workshop on / Journée sur les:
Quantitative approaches in Asset-Liability Management
Approches Quantitatives en Gestion Actif-Passif.
http://www.fiquam.polytechnique.fr/finance/alm.html
Paris, June 23, 2000.
* Speakers:
Adam Berger (Lattice Financial, Princeton):
Quantitative approaches in Asset-Liability Management.
Thomas Bauerfeind (Siemens Financial Services, Munich):
Asset and Liability modeling for pension fund
management in international companies.
Jorge Mina (RiskMetrics, New York):
PensionMetrics: Applying VaR and Stress-Testing to Manage risk in pension
plans.
Antoine Frachot & Gael Riboulet
(Groupe de Recherche Operationnelle, Credit Lyonnais ):
Plans d'Epargne Logement: a case study in quantitative asset liability
management.
Gregory Taillard ( Sinopia Asset Management ):
Optimal management of pension funds with stochastic interest rates.
Round table / Table Ronde:
When do models matter in asset-liability management?
Moderator: Jean Francois Boulier ( Sinopia Asset Management & AFGAP).
__________
Practical details:
The number of participants will be limited to 30 to allow for interaction
and discussion between participants.
The workshop will be held at
Hotel de Poulpry, 12 rue de Poitiers 75007 Paris
from 9 AM to 6 PM.
Lunch will be served on the premises.
Registration fees:
Professionals : 8000 FF / 1220 Euros.
Adherents AFGAP et Frontieres en Finance: 5600 FF ( 30 % de reduction).
Full time academics / PhD students: special rates apply.
Contact: [log in to unmask]
Deadline for registration: 14 June, 2000.
Registration form and further information available on:
Fiche d'inscription et renseignements disponible sur:
http://www.fiquam.polytechnique.fr/finance/alm.html
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For more details on the programme see:
http://www.frontiers-in-finance.com/
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For more information, contact:
Stephane DENISE ( [log in to unmask] )
Tel.: + 33 1 55 95 60 61
Fax: + 33 1 55 95 60 66
________________________________________________________________________
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