Validation techniques - conclusion.

24 Abril 2024, 12:30 • Jorge Barros Luis

Credit Portfolio Models.

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Models for individual exposures - Structural Models

24 Abril 2024, 11:00 • Jorge Barros Luis

Models for individual exposures - Structural Models.

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Models for individual exposures. Validation techniques.

22 Abril 2024, 12:30 • Jorge Barros Luis

Models for individual exposures. Validation techniques.

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External Ratings. Comulative and marginal probabilities of default.

22 Abril 2024, 11:00 • Jorge Barros Luis

External Ratings. Comulative and marginal probabilities of default.

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The Merton Model - empirical application and Moody's KMV Model. Other credit risk models for companies.

17 Abril 2024, 12:30 • Jorge Barros Luis

The Merton Model - empirical application and Moody's KMV Model. Other credit risk models for companies.

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