Dear Colleague,
We are writing to bring to your notice the following event:
Forum: Analytical Models for Sovereign Debt Management, London, 3 December 2010
The purpose of this forum is to bring together academics and sovereign debt issuers/ managers to discuss how analytical models can be used in sovereign debt and risk management framework. It offers an superb opportunity to learn from international experts about the experiences of Managing Sovereign Debt in Belgium, Canada, Denmark, France, Hungary, Italy, Sweden, Turkey, UK. You will also hear the viewpoint of the Commonwealth Secretariat and European academics.
The forum is modestly priced at £100 + VAT for Academics and £195 + VAT for non-academics. It takes place at the prestigious British Academy in Carlton House Terrace, London.
It is organised by Brunel University /CARISMA and sponsored and managed by OptiRisk Systems Ltd.
Please see the detailed programme below. For enquiries or bookings, please contact [log in to unmask] The PDF brochure may be downloaded from http://www.optirisk-systems.com/events/sovereigndebt.asp.
Programme:
8:30-9:00 Arrival and Coffee
9:00-9:10 Welcome from Gautam Mitra, Director of CARISMA
Session 1: Chair: Alessandra Canepa, Brunel University
9:10-9:40 Andrea Consiglio, Palermo University.
A stochastic Programming Model for the Optimal Issuance of Government Bonds
9:40-10:10 Paresh Date, Brunel University.
A Mixed Integer Linear Programming Model for Optimal Sovereign Debt Issuance
10:10-10:40 Emre Balibek, Turkish Treasury.
A Multi-Objective Multi-Period Stochastic Model for Public Debt Management
10:40-11:00 Coffee Break
Session 2: Chair: Fabio Spagnolo, Brunel Univesity
11:00-11:30 Jacob W. Ejsing, Government Debt Management,National Bank of Denmark.
Analytical Infrastructure for Government Debt Management
11:30-12:00 Simon Deeley, Bank of Canada.
Debt Modelling: The Canadian Experience
12:00-12:30 Davide Iacovoni, Italian Treasury.
Latest Developments on Public Debt Modelling in Italy
12:30-13:00 Panel discussion: Stochastic Optimisation Based Decision Models
Moderators:
Gautam Mitra, Brunel University.
Michael Dempster, University of Cambridge
13:00-14:00 Lunch Break
Session 3: Chair: Marek Szczerbak, Public Debt Department, Ministry of Finance, Poland
14:00-14:30 Clara Martin Moss, United Kingdom Debt Management Office.
The Stochastic Debt Strategy Model and the Portfolio Simulation Tool
14:30-15:00 András Réz, Hungarian Government Debt Management.
Optimal Portfolio Model Used by the Hungarian Debt Management Agency
15:00-15:30 Magdalena Belin, Swedish National Debt Office
Debt Modelling in Sweden
15:30-16:00 Coffee Break
Session 4: Chair: Andrew Gurvey, HM Treasury, UK
16:00-16:30 Bruno DeBergh, Belgian Debt Agency.
Determining a Debt Strategy after 2008. Belgium's Approach
16:30-17:00 Jean Paul Renne, Bank of France.
Frequency-Domain Analysis of Debt Service a Macro-Finance Model for the Euro Area
17:00-17:30 Arindam Roy, The Commonwealth Secretariat.
Public Debt Analytical Tool: The Framework
17:30-18:00 Discussion Panel
Moderator: Albert Marcet, The London School of Economics.
18:00-19:00 Reception
For further information, including a full calendar of events, and programmes please use the direct link; http://www.optirisk-systems.com/finance.
Best regards
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