Lecture

Credit Risk Management: Models and Challenges

In course

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Description

This lecture covers credit risk management, focusing on challenges and models. Topics include credit risk definition, credit migrations, the Merton model, credit derivatives, and credit risk models. The lecture also discusses challenges in credit risk modeling, such as lack of data, skewed distributions, and dependence modeling.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_18jb8hog

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Ontological neighbourhood

Business

Finance: Financial risk management, Investment management

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