J. M. Pimbley and D. Lucas, "Lehman and Silicon Valley Bank ...," invited Podcast of Professor Larry Kotlikoff, April 2023.
F. J. Fabozzi, J. M. Pimbley, S. Kackar, S. Page, and S. Karnik, “Derivatives in Asset Management,” invited panel discussion for Portfolio Management Research by With Intelligence, March 2022.
J. M. Pimbley and R. Chang, "Rapid Monte Carlo Simulation - Hands-On Learning," GARP 18th Annual Risk Management Convention, March 2017.
Finance Lectures
J. M. Pimbley, "Mathematical Finance, Models, Simulation and Today's Pressing Problem," invited lecture for INFORMS 2016, Nashville, November 2016.
J. M. Pimbley and R. Chang, "Rapid Monte Carlo Simulation," Webcast with FI Consulting, May 2016.
J. M. Pimbley and S. R. Lindo, "Flight Simulator for Banks," invited PRMIA Webcast, October 2015. Also presented to the Lally School of Management, October 2015.
J. M. Pimbley, "Credit Risk," GARP Master Class, February 2015.
J. M. Pimbley and S. R. Lindo, "Safer Banks: Dream or Possibility?" invited PRMIA Webcast, January 2015.
J. M. Pimbley, "Banking on Failure," Lally School of Management, October 2014.
J. M. Pimbley, "Managing Success Beyond Startup - Avoiding Wealth Creation Pitfalls through Strategic Planning," Rensselaer Business Opportunities to Success Summit, December 2013. See the Video!
J. M. Pimbley, "Data, Models & Concepts for Quantitative Finance," invited GARP Webcast, August 2013. See web commentary. Also presented to the Lally School of Management, November 2013.
J. M. Pimbley, B. Deychman, and P. Went, "Managing Model Risk in Uncertain Times," invited GARP Webcast, January 2013. Also presented in longer form to the Lally School of Management, February 2013.
J. M. Pimbley, "Open Problems and Simple Money," invited presentation to the Rensselaer Lally School of Management, November 2012.
J. M. Pimbley, "Paramount Role of Technology and Mathematical Modeling in Financial Risk Management," invited presentation at the Microsoft Cluster Computing Conference, New York, December 2007.
J. M. Pimbley, "Managing Risk by Creating and Exercising Accurate Modeling," invited presentation at the IIR CDO Summit, New York, June 2006.
J. M. Pimbley, "Applying CDO Modeling Techniques to an Entire Portfolio," invited presentation at the IIR CDO Summit, New York, June 2005.
J. M. Pimbley, "Quantitative Criteria for the CDO Investment Decision," invited presentation at the Risk Training conference, New York, May 2005.
J. M. Pimbley, "Firm-Wide Positions in CDOs and CDO-Squares," invited presentation at the Risk conference, New York, October 2004.
J. M. Pimbley, "Hedging Interest Rate Risk in Structured Finance CDOs," invited presentation at the IMN conference, New York, March 2004.
J. M. Pimbley, "Why do we need bank regulation?," invited presentation at the Australia Risk 2001 conference, Sydney, August 2001. Find text of comments here.
"Credit Derivative Pricing: Simple and Right versus Complex and Wrong," invited presentation to be given at the Australia Risk 2001 conference, Sydney, August 2001.
"Models for Portfolio Credit Risk Assessment," invited presentation at the Risk Asset/Liability & Risk Management 2001 Conference, New York, 21-22 June 2001.
"The Misuse of "Risk Neutrality in Credit Derivative Pricing," invited presentation at the Risk 2001 Europe Conference, Paris, 10-11 April 2001.
"Using Monte Carlo Simulations to Accurately Model Portfolio Credit Risk," invited presentation at the Risk Conferences Efficient Implementation of Monte Carlo Techniques for Effective Risk Management and Option Pricing Conference, New York, 13 March 2001.
"Managing Portfolio Credit Risk with Credit Derivatives," invited presentation at the Risk Conferences Credit Risk Summit 2000, London, 12 October 2000.
"Loan Portfolio Performance Measurement in Modern Banking," invited presentation at the The ICBI Credit, Counterparty & Default Risk Forum 2000, Paris, 26 September 2000.
"Credit Default Swaps in Modern Banking," invited presentation at the GARP seminar, Baruch College, New York, 10 July 2000.
"Practical Application of Credit Theory for Bank Loan Portfolios," invited presentation at the Risk 2000 pre-conference seminar, Boston, 12 June 2000.
"Mathematical Techniques for Pricing Synthetic Collateralized Debt Obligations," invited presentation at the Risk Training Course "Advanced mathematics for pricing and hedging credit derivatives", London, 15-16 May 2000 and New York, 4-5 May 2000.
"Loan Portfolio Management", invited presentation at the Tenth Annual Derivatives Securities Conference, Boston University, Boston, 28-30 April, 2000.
"Practical Pricing and Hedging Case Studies," invited presentation at the Risk Pre-conference seminar for Risk 2000 Europe, Paris, 10-12 April, 2000.
`"Credit Risk Measurement for Effective Capital Allocation," "Measuring and Managing Credit Risk in a Loan Portfolio" and "Credit Derivatives for Loan Portfolio Risk Management," invited presentations and chairmanship at the Risk Training Course "Modeling, measuring and managing credit risk", Hong Kong, 30-31 March, 2000.
"Loan Portfolio Management and Credit Derivatives," invited presentation at the ICM Training Course "Modern Enterprise-Wide Credit Risk Management", New York, 16-17 March 2000.
"Using Applied Mathematics to Ensure the Effective Pricing of Credit Derivatives for Portfolio Credit Risk Management," invited presentation at the Risk Training Course "Advanced techniques for modeling credit risk", London, 17-18 February 2000 and New York, 24-25 February 2000.
"Effectively Structuring and Pricing Credit Derivatives," invited presentation and chairmanship at the Australia Risk 99 conference, Sydney, 25-26 August 1999.
"Clearly Defining Model Risk and its Implications," invited presentation at the ICM conference "Quantifying and Mitigating Model Risk for Accurate Pricing and Hedging", New York, 12-13 July 1999.
"Assessing the Application of Theory to Credit Derivative Pricing Models," invited presentation at the Risk 99 pre-conference seminar, Boston, 7 June 1999.
"Key Drivers in Pricing Credit Derivatives," invited presentation at the Ernst & Young credit derivative conference, New York, 18 May 1999.
"Analysing Key Drivers in Pricing Credit Derivatives," invited presentation at the Risk Magazine's "Advanced Mathematics for Pricing Credit Derivatives" conference, London, 12-13 April 1999 and New York, 29-30 April 1999.
"Utilising Applied Mathematics to Ensure the Effective Pricing of Credit Derivatives for Portfolio Credit Risk Management," invited presentation at the Risk Magazine's "Modeling Credit Risk" conference, London, 25-26 February 1999 and New York, 25-26 March 1999.
"Evaluating the Credit Risky Yield Spread and its Role in Credit Derivative Pricing and Risk Management," invited presentation and chairmanship at the Risk Magazine's Third Annual European Congress "Derivatives 99" Meeting, Amsterdam, 10-11 February 1999.
Session chairman at the Risk conference "Portfolio Credit Risk Management of Derivatives," New York, 3-4 December 1998.
"Pricing and applying credit derivatives for successful credit risk management," collection of invited presentations for a Risk Training Course, New York, 2-3 November 1998.
"Credit Derivatives," invited presentation to be given at the LEASEUROPE Annual Working Meeting, London, 4-6 October 1998.
"Applied Mathematics for the Effective Pricing of Credit Derivatives for Portfolio Credit Risk Management," invited tutorial given at the Risk Conferences Training Course "Advanced Credit Risk Modeling Techniques", New York, 17-18 September 1998.
"The Credit Risky Yield Curve and its Relevance to Credit Derivative Products," invited tutorial given at the Euromoney Training Course "Advanced Interest Rate Risk Management," New York, 28-30 July 1998.
"The Credit Risky Yield Spread and its Role in Credit Derivative Pricing and Risk Management," invited presentation given at the Risk Conferences "Risk '98" Meeting, Washington DC, 4-5 June 1998.
"Aspects of Credit Derivative Pricing and Counterparty Credit Exposure," invited presentation at the Risk Conferences Seminar "Effectively Pricing Credit Derivatives," London, 6 February 1998.
"Strategies, Pricing, and Risk Measurement for Credit Derivatives," invited presentation at the Risk Conference "Effectively Applying Credit Derivatives," Hong Kong, 21 November 1997.
"Bond Insurance in the Credit Derivatives Market," invited presentation at the Risk Conference "Using Credit Derivatives for Effective Portfolio Management," New York, 19 September 1997.
"Calculating Counterparty Credit Exposure on a Portfolio Basis Taking Risk Mitigants such as  Margin into Account," invited presentation at the ICM Conference "Collateralization of Derivatives," New York, 23 April 1997.
"Credit Card ABS Risk: Â New Securities and Credit Spreads", invited presentation at the ICM Conference "Measuring, Managing, & Hedging your Credit Card Portfolio Risk", New York, 19 February 1997.
"Risk Management," invited presentation at the Informs Luncheon Seminar Series, New York, November 1996.
"Physicists in Finance," invited presentation to a CUNY graduate student colloquium, New York, October 1996.
"The Role of Bond Insurers in Credit Derivatives," invited presentation at the Risk Conference "Credit Derivatives," New York, September 1996.
"Bond Insurers and Credit Derivatives," invited presentation at the ICM Conference "Credit Derivatives," New York, September 1996.
"Physicists in Finance," invited presentation at the American Physical Society Conference, St. Louis, March 1996.
"Credit Derivatives and Bond Insurers," invited presentation at the Yale Club to the monthly meeting of the New York chapter of Robert Morris Associates, New York, 7 February 1996.
"Simulation of Cash Flows Subject to Credit and Market Risk," invited presentation at the IIR Conference "The North American Summit: Derivatives 95", New York, 28-30 November 1995.
"Risk Management: Theory, Practice, & Strange Stories," invited presentation at the Polytechnic University Center for Technology and Financial Services Seminar Series, New York, 13 November 1995.
"Structured GICs and Swap-Based Products", invited panel discussion at the Institute for International Research (IIR) Conference "Risk Analysis of Synthetic GICs in Stable Value Portfolios", New York, 10 October 1995.
"A Rating Agency's View of Derivatives", invited presentation at the Penn Club to MIT Sloane School alumni, New York, 5 October 1995.
"Monte Carlo Simulations for Rating Credit-Linked Notes", invited presentation at the AIC Conference "Advanced Techniques for Evaluating, Structuring, Pricing and Hedging Credit Derivatives", London, 20 September 1995.
Moody's View on Credit Derivatives", invited presentation at the Institute for International Research (IIR) Conference "Pricing, Structuring and Trading Credit Derivatives", London, 11 September 1995.
"A Rating Agency Perspective on Credit Derivatives", invited presentation at the Institute for International Financing Review (IFR) Conference "Credit Derivatives/Credit Trading Workshop", New York, 6 September 1995.
"Implementation and Administration of Effective Credit Policies to Limit Overall OTC Derivative Risk Exposure", invited panel discussion leader at the Institute for International Research (IIR) Conference "Minimizing and Managing Credit Risk for OTC Derivatives", New York, 26-7 June 1995.
"Derivative Pricing: The Force Behind Structured Notes", invited presentation at the Securities Operations Forum Second Annual Conference on "Securities Pricing Operations", New York, 22 May 1995.
"Philosophy of Moody's Ratings", invited presentation at the Institute for International Research (IIR) Conference "The Comprehensive Forum on Credit Derivatives", New York, 28 March 1995.
"A Rating Agency's View of Credit Derivatives", invited presentation at the AIC Conference "Evaluating, Structuring, Pricing, and Hedging Credit Derivatives", London, 14 March 1995.
"Strengths and Weaknesses of 'Value at Risk'", invited participant in Panel Discussion at the Institute for International Research (IIR) Conference "Quantifying & Disclosing Market Risk Using Value at Risk", New York, 28 February 1995.
"Risks of Credit-Linked Notes and Credit Derivatives"', invited presentation at the Global Business Research Credit Derivatives Conference, New York, 12 December 1994.
"Identifying and Quantifying Risks in Derivative Transactions", invited presentation at the Financial Advisory Council's Taxation of Derivatives Conference, New York, 12 December 1994.
"Structured Notes !", invited presentation at the Moody's "Speakers' Corner", New York, 18 November 1994.
