The Measurement and Management of Credit Risk I

Catalog description

This is the first in a sequence of two courses on modern credit analysis andmanagement. This course focusses on the analysis of the risks of individual loans and borrowers. It coversseveral analytical models of credit risk, including both structural and reduced form models, among others. Itdeals with estimation and testing of the models, with a view toward characterizing and illustrating current andevolving industry standards and practices.