Tuesday
9
June 2009
'Policy Issues Facing the Market for Credit Derivatives' by Prof. Darrell Duffie
The Swiss Finance Institute is pleased to invite you to a presentation by Prof. Darrell Duffie, co-author of the Swiss Finance Institute Outstanding Paper Award’s 2008 award-winning paper entitled “Frailty Correlated Default”.
This talk will review some policy issues facing the market for credit derivatives:
1. What are the netting benefits of central clearing counterparties?
2. What guides the migration of some credit derivatives trading onto exchanges?
3. What is the potential for improving market transparency?
4. To what extent should credit derivatives be regulated as insurance contracts?
Program...
The presentation will be followed by a cocktail.
This talk will review some policy issues facing the market for credit derivatives:
1. What are the netting benefits of central clearing counterparties?
2. What guides the migration of some credit derivatives trading onto exchanges?
3. What is the potential for improving market transparency?
4. To what extent should credit derivatives be regulated as insurance contracts?
Program...
The presentation will be followed by a cocktail.
Organized by:
SFI - Swiss Finance Institute
c/o University of Geneva
Bd du Pont d'Arve 40
1211 Geneva 4
T +41 22 379 84 71
F +41 22 379 82 77
www.SwissFinanceInstitute.ch
GenevaLectures@sfi.ch
http://www.swissfinanceinstitute.ch/events/aboutus_events_opa2009.htm
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Société de LectureGrand-Rue 11
1204 Geneva
