Sumários

Credit Risk Indicators - NPL and NPL coverage ratios. External Ratings - classes and cumulative and marginal frequencies of default.

12 Março 2025, 12:30 Jorge Barros Luis

Credit Risk Indicators - NPL and NPL coverage ratios. External Ratings - classes and cumulative and marginal frequencies of default.


Credit Risk Mitigation. Decision Processes in Credit Risk - Introduction.

12 Março 2025, 11:00 Jorge Barros Luis

Credit Risk Mitigation. Decision Processes in Credit Risk - Introduction.


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

10 Março 2025, 12:30 Jorge Barros Luis

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


Gaussian Copulas and IRB Capital Requirements: conclusions and empirical implementation.

5 Março 2025, 12:30 Jorge Barros Luis

Gaussian Copulas and IRB Capital Requirements: conclusions and empirical implementation.


Gaussian Copulas and IRB Capital Requirements: conclusions and empirical implementation.

5 Março 2025, 11:00 Jorge Barros Luis

Gaussian Copulas and IRB Capital Requirements: conclusions and empirical implementation.