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August 2008
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Credit Ratings And the Alternative Banking System: A Critical Assessment
Arturo Cifuentes
Singapore, August, 2008
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July 2008
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How to Avoid a Ratings Fiasco
Arturo Cifuentes
Financial Times, July 09, 2008
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March 2008
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Credit Crisis Lurches from Bad Numbers to Bad Writing
Arturo Cifuentes
Financial Times, March 11, 2008
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Collateralized Debt Obligations (CDOs): Basic Concepts & Recent Developments
Arturo Cifuentes & Georgios Katsaros
Connecticut Insurance Department Seminar, Hartford
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December 2007
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Weak Basel II may not be enough to Calm Credit Fears
Arturo Cifuentes
Financial Times, December 18, 2007
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October 2007
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The One-Factor Gaussian Copula Applied to CDOs:
Just Say NO (Or, If You See A Correlation Smile, She Is Laughing At Your "Results")
Arturo Cifuentes & Georgios Katsaros
Journal of Structured Finance
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Modeling Credit Risk in Fixed Income Portfolios
Arturo Cifuentes & Georgios Katsaros
CFA/ Fixed Income Management Annual Conference, Boston
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September 2007
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Credit of the Big Three Rating Agencies under Fire
Arturo Cifuentes
Financial Times, September 12, 2007
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June 2007
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CDOs and their Ratings: Chronicle of a Foretold Disaster
Arturo Cifuentes & Georgios Katsaros
Total Securitization/ Institutional Investor, June 4, 2007, pages [11-12]
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April 2007
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Collateralized Debt Obligations (CDOs): Key Concepts and Recent Developments
Arturo Cifuentes & Georgios Katsaros
U.S. Department of the Treasury Workshop, Office Of The Comptroller Of The Currency, Washington D.C.
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New CDO-Related Products
Georgios Katsaros
U.S. Department of the Treasury Workshop, Office Of The Comptroller Of The Currency, Washington D.C.
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March 2007
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To Measure is to Understand:
Can the Rating Agencies Measure? Do they Understand?
Arturo Cifuentes
Terrapinn CDO conference, New York
(also presented in a slightly modified fashion at the IMN/CDO Conference, Amsterdam, September 2006)
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February 2007
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Securitization Goals and Mechanisms: Securitization 101 & 102
Georgios Katsaros
Washington D.C.
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December 2006
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Catastrophe Bonds: Current Status and Future Possibilities
Arturo Cifuentes
New York
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June 2006
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CDOs and Correlation: A Few Modeling Misconceptions
Arturo Cifuentes
CFA Institute Conference Proceedings Quarterly, June 2006, pages [53-58]
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May 2006
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The Role of the Manager in a CDO Transaction
Arturo Cifuentes
CDO Summit Asia 2006, Taipei, Tiawan
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March 2006
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I Like your Model: "I just don't Feel Comfortable with the Results"
Arturo Cifuentes
CDO and Credit Derivatives Conference, IMN/Euromoney, New York
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November 2005
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Truth or Consequences:
Default Correlation Assumptions in the Modeling and Structuring of CDOs
Arturo Cifuentes
CFA Institute/ Structured Credit Instruments Conference, New York
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October 2005
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Collateralized Debt Obligations (CDOs): Basic Concepts
Arturo Cifuentes
New York
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Three Controversial Thoughts and One Wild Idea
Arturo Cifuentes
IMN CDO Conference, Venice, Italy
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June 2005
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Credit Derivatives: Concepts and Applications Part 1
Arturo Cifuentes
BCI Workshop, Santiago, Chile
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Credit Derivatives: Concepts and Applications Part 2
Arturo Cifuentes
BCI Workshop, Santiago, Chile
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