Sumários

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

10 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 - 21 April

10 Abril 2023, 11:00 • Jorge Barros Luis

Credit Default Swaps (make-up lecture - 21 April.

Capital Requirements for Credit Risk - Standardized Approach and IRB (Introduction)

29 Março 2023, 12:30 • Jorge Barros Luis

Capital Requirements for Credit Risk - Standardized Approach and IRB (Introduction).

Capital Requirements for Credit Risk - Standardized Approach and IRB (Introduction)

29 Março 2023, 11:00 • Jorge Barros Luis

Capital Requirements for Credit Risk - Standardized Approach and IRB (Introduction).

Credit Risk - Key Indicators. Capital Requirements for Credit Risk Introduction.

27 Março 2023, 12:30 • Jorge Barros Luis

Credit Risk - Key Indicators. Capital Requirements for Credit Risk Introduction.