*********************************
There is now a CONTENT FREEZE for Mercury while we switch to a new platform. It began on Friday, March 10 at 6pm and will end on Wednesday, March 15 at noon. No new content can be created during this time, but all material in the system as of the beginning of the freeze will be migrated to the new platform, including users and groups. Functionally the new site is identical to the old one. webteam@gatech.edu
*********************************
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
