FenixEdu
Login
Banking and Insurance
1 Semestre 2025/2026
pt
en
Exam - Jan23 and correction: retake (excel).
Anexos
Exam_BSEG_2023_01_retake_final.xlsx
Página Inicial
Avaliação
Bibliografia
Horário
Métodos de Ensino e Avaliações
Objectivos
Planeamento
Programa
Turnos
Anúncios
Sumários
Syllabus
Slides - Chapter 1.1
Presentation
Slides - Chapters 1.2 and 1.3
Slides - Chapter 1.4
Slides - Chapter 2.1
Minimum Spread/RAROC
KS
Kaplan-Meier
Merton Model
Slides - Chapter 2.2
Slides - Chapter 2.3
VaR Stocks
VaR Bonds
VaR: Nasdaq Empirical and Parametric Approaches
Hosmer-Lemeshow
Exam - Jan22
Exam - Jan22 (excel)
VaR Methods
Exam - Jan.22 (retake)
Exam - Jan.22 (retake; excel)
Slides - Chapters 2.4 and 2.5
Exam - Sept.22
Exam - Sep.22 (excel)
Exam - Mar22 (retake)
Exam - Mar22 (retake; excel)
Exam Jan.24 - correction criteria
Exam Jan.24 (retake) - correction criteria
Exam Jan.24 (retake; excel) - correction criteria
Exam - Jan.25
Exam - Jan.25
Slides - Chapter 3
Exam - Jan23 and correction
Exam - Jan23 and correction: retake
Exam - Jan23 and correction: retake (excel)