Credit Derivatives: Pricing and Risk Measures

Related lectures (32)

Page 3 of 4

Discusses liquidity risk, deposit contracts, and their implications for banking stability.

Covers statistical tools for financial risk modeling, history of risk management, and Basel Accords.

Explores interest rates, term structure, and yield curve, illustrating their relation and impact on economic forecasts.

Explores tax benefits, debt costs, default factors, and financial distress evaluation.

Covers the basics of quantitative risk management, financial risk, loss distributions, and risk factor changes.

Covers the structure, risks, and historical context of US mortgage-backed securities, including agency and non-agency types.

Explores bank lending, credit risk, types of loans, collateral importance, and loan guarantee programs during COVID-19.

Introduces the course on financial intermediation, focusing on the role and risks of financial intermediaries in the economy.

Explores the importance of aggregate risk and coherent risk measures, including their interpretation and implications.

Examines bank lending and credit risk, focusing on commercial real estate challenges and the dynamics of loan pricing and relationship banking.