Key indicators of credit risk based on non-performing loans

17 Abril 2024, 11:00 • Jorge Barros Luis

Key indicators of credit risk based on non-performing loans.

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The Merton Model - theoretical framework and empirical implementation.

15 Abril 2024, 12:30 • Jorge Barros Luis

The Merton Model - theoretical framework and empirical implementation.

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Credit Risk Mitigation - Conclusion. Credit Risk in Banking Decision Procedures

15 Abril 2024, 11:00 • Jorge Barros Luis

Credit Risk Mitigation - Conclusion. Credit Risk in Banking Decision Procedures.

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Calculation of Unconditional and Conditional Probabilities of Default. Constant and time-varying hazard rates. Structural models of Credit Risk - Introduction.

10 Abril 2024, 12:30 • Jorge Barros Luis

Calculation of Unconditional and Conditional Probabilities of Default. Constant and time-varying hazard rates. Structural models of Credit Risk - Introduction.

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Worst Case Default Rate and IRB formulas. Credit Risk Mitigation - Introduction.

10 Abril 2024, 11:00 • Jorge Barros Luis

Worst Case Default Rate and IRB formulas. Credit Risk Mitigation - Introduction.

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