December 2, 2014 - Tim Gaumer, CFA

Join Us for Lunch with Speaker Tim Gaumer, CFA

Topic An Innovative Approach to Analyzing Corporate Credit and Bankruptcy Risk
Date Tuesday, December 2, 2014
Time 12:00 pm – 1:00 pm
Location UT Club
Speaker Tim Gaumer, CFA – Thomson Reuters

 

Topic Description:
In this presentation, Mr. Gaumer will discuss the innovative research behind the new StarMine Credit Risk Model, a robust, multi-factor predictor of financial distress. This timely, quant-driven approach incorporates a Structural (Merton) framework, forward-looking financial Ratios Analysis and an innovative unstructured Text Mining approach from sources such as news, footnotes and transcripts to provide a more predictive measure of credit risk. Fixed income investors will learn how this research applies to their default and credit risk analysis, while equity managers will learn how this approach is superior to the widely used Altman Z-Score as a measure of bankruptcy risk.

 

About Tim Gaumer

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Mr. Gaumer is the Global Director of Fundamental Research at Thomson Reuters. He held the same position at StarMine, a company acquired by Thomson Reuters in 2008.

With more than 17 years of experience conducting fundamental analysis, Mr. Gaumer is widely regarded as an expert helping fundamental investors apply StarMine’s innovative quantitative research in their investment process. He previously worked at several buy-side firms, most recently at Transamerica Investment Management as an equity analyst and portfolio manager.

Tim is a Chartered Financial Analyst and holds an undergraduate degree in Electrical Engineering and graduate degree in Business Administration of Rational Investing – Volume I.”

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