Liquidity and Operational Risks. Main issues on internacional financial regulation: from Basel I to Basel II and Basel III. Approaches to compute capital requirements for credit, market and operational risk.

24 Novembro 2025, 18:30 • Jorge Barros Luis

Liquidity and Operational Risks. Main issues on internacional financial regulation: from Basel I to Basel II and Basel III. Approaches to compute capital requirements for credit, market and operational risk.

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Methods to compute VaR for stock and bond portfolios

17 Novembro 2025, 18:30 • Jorge Barros Luis

Methods to compute VaR for stock and bond portfolios.

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Interest rate risk: conclusion. Market risk: the single asset case and stock portfolios.

10 Novembro 2025, 18:30 • Jorge Barros Luis

Interest rate risk: conclusion. Market risk: the single asset case and stock portfolios.

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Validation of Credit Risk Models. Interest Rate Risk in the Balance Sheet.

3 Novembro 2025, 18:30 • Jorge Barros Luis

Validation of Credit Risk Models. Interest Rate Risk in the Balance Sheet.

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Merton Model: Conclusion. Credit Risk Models for individuals and small businesses. Severity of Loss.

27 Outubro 2025, 18:30 • Jorge Barros Luis

Merton Model: Conclusion. Credit Risk Models for individuals and small businesses. Severity of Loss.

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