Sumários

The Merton Model: theoretical framework and empirical implementation (introduction).

10 Março 2025, 11:00 • Jorge Barros Luis

The Merton Model: theoretical framework and empirical implementation (introduction).

(Make-up lecture on the 26th March, 3 p.m.)

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.

Gaussian Copulas and IRB Capital Requirements.

26 Fevereiro 2025, 12:30 • Jorge Barros Luis

Gaussian Copulas and IRB Capital Requirements.

Gaussian Copulas and IRB Capital Requirements

26 Fevereiro 2025, 11:00 • Jorge Barros Luis

Gaussian Copulas and IRB Capital Requirements.