FAME's Sheikh Pancham to Give Risk Presentation at Sixth Annual Corporate Earnings Analysis Event June 20 in NYC.Business Editors NEW YORK--(BUSINESS WIRE)--June 19, 2000 Sheikh sheikh or shaykh Among Arabic-speaking tribes, especially Bedouin, the male head of the family, as well as of each successively larger social unit making up the tribal structure. The sheikh is generally assisted by an informal tribal council of male elders. Pancham, Ph.D., director of quantitative solutions sales at FAME Inc., the global leader in Internet-enabled, decision-support solutions, will give a quantitative portfolio management presentation at the Sixth Annual Corporate Earnings Analysis Seminar on Tuesday, June 20. The event is being held June 19 - 20 at the Marriott Marquis Hotel in Times Square in New York City New York City: see New York, city. New York City City (pop., 2000: 8,008,278), southeastern New York, at the mouth of the Hudson River. The largest city in the U.S. . Mr. Pancham's presentation, titled, "Effective Testing of Earnings-based Strategies," is scheduled for 1:00 PM on June 20. At FAME, Mr. Pancham spearheads the company's global focus on quantitative analytics solutions supporting FAME's fast time-to-market, data management products and services and coordinating relationships with quantitative research Quantitative research Use of advanced econometric and mathematical valuation models to identify the firms with the best possible prospectives. Antithesis of qualitative research. industry partners FAME currently provides. Recently, he was named support specialist in North America for BITA bITa Business IT Alignment BITA British Industrial Truck Association BITA Building Industry Technology Academy (Irvine, CA) BITA Boston Irish Tourism Association BITA Bureau d'information Technique Agricole BITA Bit Test a Plus Consultants Ltd., the UK-based developer of systems for investment management and securities trading, including BITA Plus, the portfolio analysis software system supplying a total solution to sophisticated quantitative clients. Drawing on ten years' experience in the financial industry, including equities trading experience, Mr. Pancham brings to FAME a strong theoretical background in the elements of risk analysis, such as fixed income duration/convexity analytics, equity beta coefficients and advanced probability theory used in computation of Value-At-Risk (VAR). Before joining FAME, Mr. Pancham was assistant vice president of Fuji Bank where he was a senior member of the credit risk research team. At Fuji Bank he advanced the expertise in J.P.Morgan's CreditMetrics methodology and CreditManager application software. He was the first person at Fuji Bank to calculate an analytically sophisticated credit risk (VAR) report for use as a business tool. He evaluated leading credit risk tools and methodologies, designed programs to format obligor/counterparty exposure information obtained from various databases for import into CreditManager and defined exposures for a variety of asset types, including commercial loans, credit default swaps, interest rate swaps and FX swaps. He also executed stress testing Determining the durability of a system by pushing it to its limits. Stress testing a network is performed by transmitting excessive numbers of packets or attempting to break in illegally. of loan obligors' default rate to examine the impact of extreme economic downturn on portfolio. Mr. Pancham holds a Ph.D. in Finance from Florida International University Florida International University, primarily at University Park, Miami; coeducational; chartered 1965, opened 1972. A research university, it has 18 colleges and schools and many specialized centers and institutes, including those in biomedical engineering, database . For his dissertation, "Evidence of the MultiFractal Market Hypothesis Using Wavelet (mathematics) wavelet - A waveform that is bounded in both frequency and duration. Wavelet tranforms provide an alternative to more traditional Fourier transforms used for analysing waveforms, e.g. sound. Transforms," he developed and tested a multifractal model in which equity and bond markets are comprised of subintervals of fractional Brownian motion Fractional Brownian Motion A biased random walk. Unlike Standard Brownian Motion, the odds are biased in one direction or the other. It is like playing with loaded dice. (FBM FBM Fractional Brownian Motion FBM Fleet Ballistic Missile FBM Fr.bio.medecine (French medical Usenet group) FBM FEXT (Far End Cross-Talk) Bit Map Mode FBM Fine By Me FBM Frankfurt Biosphere Model ) processes. About FAME FAME Inc. (www.fame.com), is a global leader in Internet-enabled, decision-support solutions. In 1999, FAME introduced TimeIQ(R), a time-intelligent Java interface to all database technologies, the foundation of OpenFame, which addresses enterprise-wide information integration requirements. Through Saladin, the FAME Energy division, FAME is the leading global player in desktop decision-support for energy firms, and through Princeton Energy Programme, the leading energy-market educator in the US. With over 350 customers in 40 countries, FAME employs 320 professionals at 15 locations worldwide, with headquarters in New York. |
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