Sumários

Models for Individual Exposures - Introduction.

19 Abril 2023, 11:00 • Jorge Barros Luis

Models for Individual Exposures - Introduction.

Capital Requirements for Credit Risk - Standardized Approach and IRB - Conclusion

17 Abril 2023, 12:30 • Jorge Barros Luis

Capital Requirements for Credit Risk - Standardized Approach and IRB - Conclusion.

Capital Requirements for Credit Risk - Standardized Approach and IRB - Conclusion

17 Abril 2023, 11:00 • Jorge Barros Luis

Capital Requirements for Credit Risk - Standardized Approach and IRB - Conclusion.

PDs and Hazard Rates. The Gaussian Copula Model, Economic Capital, Credit VaR and Capital Requirements.

12 Abril 2023, 12:30 • Jorge Barros Luis

PDs and Hazard Rates. The Gaussian Copula Model, Economic Capital, Credit VaR and Capital Requirements.

(make-up lecture on the 21st April).

Credit Default Swaps (make-up lecture - 27 April

12 Abril 2023, 11:00 • Jorge Barros Luis

Credit Default Swaps (make-up lecture - 27 April.