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Money and Banking
1 Semestre 2024/2025
pt
en
Minimum Spread/RAROC.
Anexos
Minimum_Spread_RAROC.xlsx
Página Inicial
Avaliação
Bibliografia
Horário
Métodos de Ensino e Avaliações
Objectivos
Planeamento
Programa
Turnos
Anúncios
Sumários
Syllabus
Presentation
Slides - Chap. 1.1
Slides - Chap. 1.2
Slides - Chap. 1.3
Slides - Chap. 2.1.1
Minimum Spread/RAROC
Kaplan-Meier
K-S
Slides - Chap. 2.1.2
Merton Model
TSIR Static Methods
Duration
Duration Scenarios
Slides - Chap.2.2
Exam - Jan22: Correction Criteria
Exam - Jan22: Correction Criteria (spreadsheet)
Exam - Feb22: Correction Criteria
Exam - Feb22: Correction Criteria (spreadsheet)
Exam - Sep22: Correction Criteria
Exam - Sep22: Correction Criteria (spreadsheet)
Exam - Sep22: Correction Criteria
Exam - Sep22: Correction Criteria (spreadsheet)
Exam - Jan23 - Correction Criteria
Exam - Jan23 - Correction Criteria (spreadsheet)
Exam - Feb23: Correction Criteria
Exam - Feb23: Correction Criteria (spreadsheet)
Slides - Chap.2.4
Exam - Jan24 - Correction Criteria
Exam - Jan24 - Correction Criteria (spreadsheet)
Exam - Feb24 - Correction Criteria
Exam - Feb24 - Correction Criteria (spreadsheet)
Exam - Sep24 - Correction Criteria
Exam - Sep24 - Correction Criteria (spreadsheet)
Exam Dec24 - correction criteria
Exam Dec24 - spreadsheet
Grades - Improvement/Retake Exam
Grades - Improvement/Retake Exam: Correction Criteria