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Alternative Investments Optimising Investments in Distressed Debt 6 september, 2012 - Singapore
Pricing and optimal restructuring of distressed debt

At a special presentation in Singapore on 6 September, 2012, Sanjiv Das, Professor of Finance at the Santa Clara University Leavey School of Business and Affiliate Faculty of the EDHEC-Risk Institute PhD in Finance, will be discussing his recent research modelling distressed debt investments.

  • 5:45pm

  • 6:00pm
    Presentation: Optimising Investments in Distressed Debt
    Sanjiv Das, Professor of Finance, SCU Leavey School of Business and Affiliate Faculty, EDHEC-Risk Institute PhD in Finance programme
    • The context: global deleveraging in sovereign, corporate, and mortgage debt markets
    • The issue: handling the borrower's ability and willingness to pay while maximising expected future loan value to the lender
    • The optimal approach: principal reduction coupled with equity sharing
    • The gains: risk-adjusted certainty equivalent yield pick-ups in the hundreds of basis points

  • 7:30pm
    Question & Answer Session

  • 8.00pm
About the Speaker

Professor Das' research centres on the modelling of default risk, derivative pricing models, portfolio theory, and venture capital. He has published widely in leading journals, including Journal of Econometrics, Journal of Finance, Journal of Financial and Quantitative Analysis, Review of Economics and Statistics, and Review of Financial Studies. He edits various academic journals and is notably senior executive editor of Journal of Investment Management.

Prior to joining Santa Clara University, he held faculty appointments as Associate Professor at Harvard Business School and the University of California, Berkeley. Prior to this, he worked for six years in derivatives with Citibank.

Professor Das holds an MBA from IIM Ahmedabad, a MSc in Computer Science from University of California, Berkeley and a MPhil and a PhD in Finance from New York University.

He has been on the affiliate faculty of the EDHEC-Risk Institute PhD in Finance programme since inception and is in Singapore to deliver an elective course on credit risk modelling.
Event Details
  When   Between 06/09/2012 05:30 PM and 06/09/2012 09:00 PM
Where   EDHEC Risk Institute–Asia, One George Street, Seventh Floor, Singapore
Contact Details
  Name   Syh Jiuan Ng
E-mail   syhjiuan.ng@edhec-risk.com
Phone   +65 6438 0030