Georgia Tech QCF Seminar Series - Risk Adjusted Valuation Methodology

Event Details
  • Date/Time:
    • Friday April 4, 2003 - Thursday April 3, 2003
      1:00 pm - 11:00 pm
  • Location: Instructional Center, room 219
  • Phone:
  • URL:
  • Email:
  • Fee(s):
    N/A
  • Extras:
Contact
Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102
Summaries

Summary Sentence: Georgia Tech QCF Seminar Series - Risk Adjusted Valuation Methodology

Full Summary: Georgia Tech QCF Seminar Series - Risk Adjusted Valuation Methodology

Abstract: Many companies face both hedgeable and non-hedgeable risks. We outline some key elements for a methodolgy to obtain a risk adjusted value and use it to help in making project decisions. We also discuss a related issue of economic capital. The rating's agencies have been discussing ways of estimating economic capital for company's with merchant trading businesses. They have also discussed how they might use this information to impact their estimates of corporate debt.

Dr. Sogomonian will be chatting with MS QCF students after the seminar from 3pm to 4pm.

Speaker Bio:

Dr. Aram Sogomonian is Vice President, Risk Management for Constellation Power Source, the Trading and Marketing business of Constellation Energy Group. His responsibilities include taking a lead role in the risk management activities for the Trading and Marketing business and working with the CRO to design an Enterprise Wide risk organization. Prior to Constellation, Aram held a variety of management positions at Pacificorp, Edison International and Enron. Dr. Sogomonian has a Ph.D in Management Science from the Anderson Graduate School of Management at UCLA, a master of science degree in Operations Research and bachelor of arts degrees in Applied Mathematics and Economics from the University of California at Berkeley.

Host: Prof. Shijie Deng

Additional Information

In Campus Calendar
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Groups

H. Milton Stewart School of Industrial and Systems Engineering (ISYE)

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Seminar/Lecture/Colloquium
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Status
  • Created By: Barbara Christopher
  • Workflow Status: Published
  • Created On: Oct 8, 2010 - 7:42am
  • Last Updated: Oct 7, 2016 - 9:52pm