Sumários

Validation of Credit Risk Models - conclusion. Interest Rate Risk -- introduction.

23 Novembro 2023, 08:00 Jorge Barros Luis

Validation of Credit Risk Models - conclusion. Interest Rate Risk -- introduction.


Severity of Loss. Validation of Credit Risk Models.

17 Novembro 2023, 08:00 Jorge Barros Luis

Severity of Loss. Validation of Credit Risk Models.


Credit Risk Models for Small Businesses and Individuals

16 Novembro 2023, 08:00 Jorge Barros Luis

Credit Risk Models for Small Businesses and Individuals.


The Merton Model - Empirical application and shortcomings

10 Novembro 2023, 08:00 Jorge Barros Luis

The Merton Model - Empirical application and shortcomings.


Structural Models

9 Novembro 2023, 08:00 Jorge Barros Luis

Structural Models