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Risk Management
2 Semestre 2024/2025
pt
en
Planeamento
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Página Inicial
Avaliação
Bibliografia
Horário
Métodos de Ensino e Avaliações
Objectivos
Planeamento
Programa
Turnos
Anúncios
Sumários
Syllabus
Slides
Slides - Chap.1
Slides - Chap.2.1
Slides - Chap.2.2
Kaplan-Meier
KS
Copula Economic vs Regulatory Capital
IRB Capital Requirements - Corporate
IRB Capital Requirements - Retail Revolving
IRB Capital Requirements - Other Retail
IRB Capital Requirements - Residential Mortgage
Merton Model
Slides - Chap. 2.3
Minimum Spread/RAROC
Slides - Chap. 2.4
CDS Premium
Credit-VaR
Slides - Chap. 3
Hazard Rates
VaR_Nasdaq_Empirical_and_Parametric_Approaches
VaR - Stock Portfolios
Slides - Chap.4
Slides - Chap.5
Var - Bonds
Questions - Risk Management
Exam - Jun2023
Exam - Jun2023: correction
Exam - May2024
Exam - May2024: correction
Exam - Jun2024
Exam - Jun2024: correction
Exam - Sep2024
Exam - Sep2024: correction
Grades - May2025
Exam - Jun25