JSM 2003 Online Program

JSM Activity #412

This is the preliminary program for the 2003 Joint Statistical Meetings in San Francisco, California. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 2-5, 2003); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

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Legend: = Applied Session, = Theme Session, = Presenter Hotels: H = Hilton San Francisco, R = Reniassance Parc Hotel 55, N = Nikko San Francisco		Add To My Program
412	Wed, 8/6/03, 2:00 PM - 3:50 PM	N-Carmel Room II
Issues in Financial Risk - Contributed - Papers
Section on Risk Analysis
Chair(s): Steven A. Anderson, Food and Drug Administration
2:05 PM	Structural Models for Credit Migration — Ngai-Hang Chan, Chinese University of Hong Kong; Michael Wong, Chinese University of Hong Kong
2:20 PM	Estimating the Term Structure of Credit Spreads: Callable Corporate Debt — Antje Berndt, Stanford University
2:35 PM	Simulating Conditional Ratings Transition Matrices for Credit Risk Analysis — Mark S. Coleman
2:50 PM	Global Validation of Linear Model Assumptions — Edsel A. Pena, University of South Carolina; Elizabeth H. Slate, Medical University of South Carolina
3:05 PM	A Partial Proportional Odds Model on Income Mobility — Ying Lu, Princeton University; Fengyu Zhang, Duke University
3:20 PM	Dynamic Backtesting Methodology to Detect Flaws in Market Risk Models — Jesus Ruiz-Mata, Columbia Univeristy; Victor De La Penia, Columbia University
3:35 PM	Floor Discussion