SEMINAR NOTICE
Topics in Financial Mathematics
550.747
Date:
October 18, 2011
Time:
1:30pm
Place:
Whitehead 304, Homewood Campus, Johns Hopkins University
Speaker:
Saiyid Islam
Title:
Measuring the performance of market-based credit models
Bio-sketch:
Saiyid Islam is currently a director in the Quantitative Analytics and Research Group (QARG) at Standard & Poor's. He has worked extensively on credit portfolio risk models focusing on developing credit risk assessment methodologies for structured finance assets in particular. Prior to joining S&P, he worked as an analyst at Moody's Investors Service and in a CDO research role at Moody's KMV. Saiyid holds a PhD in finance from Virginia Tech, an MBA from Essec, and a B.Tech in Mechanical Engineering from the Indian institute of Technology - Delhi. He has also published refereed articles in the Journal of Banking and Finance, Journal of Derivatives and the Journal of Alternative Investments.