External Ratings - Transition Matrices and Default Frequencies. Cumulative and marginal unconditional and conditional probabilities of default.

8 Abril 2024, 12:30 • Jorge Barros Luis

External Ratings - Transition Matrices and Default Frequencies. Cumulative and marginal unconditional and conditional probabilities of default.

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Standardized Approach for the calculation of capital requirements for credit risk. IRB approach - Exposure classes and PD, LGD and EAD.

8 Abril 2024, 11:00 • Jorge Barros Luis

Standardized Approach for the calculation of capital requirements for credit risk. IRB approach - Exposure classes and PD, LGD and EAD.

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IRB and WCDR

3 Abril 2024, 12:30 • Jorge Barros Luis

IRB and WCDR (lectured occurred on the 14th March).

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Validation Methodologies - Conclusion. Credit-VaR for 1 asset (make-up lecture given on the 9th May)

3 Abril 2024, 11:00 • Jorge Barros Luis

Validation Methodologies - Conclusion. Credit-VaR for 1 asset.

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Key indicators of Credit Risk. External Ratings.

20 Março 2024, 12:30 • Jorge Barros Luis

Key indicators of Credit Risk. External Ratings.

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