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Risk Management
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Risk Management - Exam Jun2023: correction
Anexos
RM_Exam_2023_06_12_correction.xlsx
Página Inicial
Avaliação
Bibliografia
Horário
Métodos de Ensino e Avaliações
Objectivos
Planeamento
Programa
Turnos
Anúncios
Sumários
Syllabus
Slides - 1.1 and 1.2
Slide Deck
Slides - 1.3
Slides - 1.4
Minimum Spread/RAROC
KS
Slides - 2.1
Slides - 2.2
CDS premium
Copula Economic vs Regulatory Capital
Kaplan-Meier
IRB Capital Requirements - Corporate
IRB Capital Requirements - Retail Revolving
IRB Capital Requirements - Retail non-Revolving
IRB Capital Requirements - Residential Mortgage
Merton Model
Slides - 2.3
Slides - 2.4
Slides - 3
Slides - 5
VaR_Nasdaq_Empirical_and_Parametric_Approaches
Credit VaR
Slides - 4
VaR - Stock Portfolios
Questions - Risk Management
Exam - Jun2023
Exam Jun2023 - correction
Var - Bonds