Structural Models Of Corporate Financial Choice  Hayne Leland  Specification Analysis Of Structural Models Using Term Structure Of CDS Spreads And Equity Volatility From High Frequency Data  Jay Huang  Specification Analysis Of Structural Models Using Term Structure Of CDS Spreads And Equity Volatility From High Frequency Data  Discussant: Raghu Sundaram  An Integrated Model For Hybrid Securities  Sanjiv Das  An Integrated Model For Hybrid Securities  Discussant: Stephen Schaefer  Default Risk Premia And Asset Returns  Antje Berndt  Default Risk Premia And Asset Returns  Discussant: Pierre Collin-Dufresne  Cash Holdings And Credit Spreads  Sergei Davydenko  Cash Holdings And Credit Spreads  Discussant: Mitchell Petersen  Corporate Bond Credit Spreads And Forecast Dispersion  Dirk Hackbarth  Corporate Bond Credit Spreads And Forecast Dispersion  Discussant: David Lando  Determinants Of Sovereign Risk: Macroeconomic Fundamentals And The Pricing Of Sovereign Debt  Jens Hilscher  Determinants Of Sovereign Risk: Macroeconomic Fundamentals And The Pricing Of Sovereign Debt  Discussant: Suresh Sundaresan  Credit-Ratings Based Multiple Horizon Default Prediction  Albert Metz  Credit-Ratings Based Multiple Horizon Default Prediction  Discussant: Andre Lucas  Incorporating Systematic Risk In Recovery  Amnon Levy  Incorporating Systematic Risk In Recovery  Discussant: Darrell Duffie  Deal Sponsor And Credit Risk Of U.S. ABS And MBS Securities  Richard Cantor  Deal Sponsor And Credit Risk Of U.S. ABS And MBS Securities  Discussant: Alan White  Term Structures Of Sovereign Default Risk  Kenneth Singleton  Portfolio Losses In Factor Models: Term Structures And Intertemporal Loss Dependence  Leif Andersen  Portfolio Losses In Factor Models: Term Structures And Intertemporal Loss Dependence  Discussant: Philipp Schnbucher  University of Toronto: Dynamic Models Of Portfolio Credit Risk: A Simplified Approach  John Hull  University of Toronto: Dynamic Models Of Portfolio Credit Risk: A Simplified Approach  Discussant: Allan Mortensen  Is Firm Interdependence Within Industries Important For Portfolio Credit Risk?  Kasper Roszbach  Is Firm Interdependence Within Industries Important For Portfolio Credit Risk?  Discussant: Roger M. Stein  Panel On Credit Risk And The Hedge Fund Industry  Lars Tyge Nielsen  Panel On Credit Risk And The Hedge Fund Industry  Alexandre Mamet