Structured Credit Products. History, Pricing, and Risk Management. Guest: Mr. Fabrice Tourre
Posted by ludw1086 on Jun 5, 2017 in Guest Speakers | Comments Off on Structured Credit Products. History, Pricing, and Risk Management. Guest: Mr. Fabrice Tourre May 22, 2017. Mr. Fabrice Tourre, former Vice President and Co-Head of European Structured Credit Trading at Goldman Sachs and currently a Ph.D. student in economics at the University of Chicago. Mr. Tourre was involved in the structuring of the famous Abacus CDO that was shorted by hedge fund manager, John Paulson. After the financial crisis of 2008, the SEC brought a suit against Goldman Sachs...read more




