Sumários

Validation of Credit Risk Models. Interest Rate Risk - Introduction.

14 Novembro 2024, 11:30 Jorge Barros Luis

Validation of Credit Risk Models. Interest Rate Risk - Introduction.


Validation of Credit Risk Models.

8 Novembro 2024, 10:30 Jorge Barros Luis

Validation of Credit Risk Models.


Severity of Loss.

7 Novembro 2024, 11:30 Jorge Barros Luis

Severity of Loss.


Interest Rate Risk of Marked-to-Market Assets: Duration Hedging and Convexity.

31 Outubro 2024, 11:30 Jorge Barros Luis

Interest Rate Risk of Marked-to-Market Assets: Duration Hedging and Convexity (make-up lecture on the 22nd Nov.2024).


Structural Models - Conclusion. Credit Risk Models for Small Businesses and Individuals

25 Outubro 2024, 10:30 Jorge Barros Luis

Structural Models - Conclusion. Credit Risk Models for Small Businesses and Individuals.