Sumários
Interest Rate Risk - The Term Structure of Interest Rates: Main concepts
17 Novembro 2022, 08:00 • Jorge Barros Luis
Interest Rate Risk - The Term Structure of Interest Rates: Main concepts
Validation of Credit Risk Models - Conclusion. Introduction to Interest Rate Risk
11 Novembro 2022, 08:00 • Jorge Barros Luis
Validation of Credit Risk Models - Conclusion. Introduction to Interest Rate Risk
Kaplan-Meier estimator: empirical application. Severity of Loss and Introduction to Validation of Credit Risk Models.
10 Novembro 2022, 08:00 • Jorge Barros Luis
Kaplan-Meier estimator: empirical application. Severity of Loss and Introduction to Validation of Credit Risk Models.
Small business and individual credit risk models. Kaplan-Meier estimator.
4 Novembro 2022, 08:00 • Jorge Barros Luis
Small business and individual credit risk models. Kaplan-Meier estimator.
Risk Management - Credit Risk: Structural Credit Risk Models: Conclusion and empirical application. Reduced form models
3 Novembro 2022, 08:00 • Jorge Barros Luis
Risk Management - Credit Risk: Structural Credit Risk Models: Conclusion and empirical application. Reduced form models