Loan Sales and Securitization: Managing Financial Risks

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Financial Intermediation: Course Introduction & Overview

Provides an overview of financial intermediaries, focusing on banks, their functions, risks, and regulatory aspects.

Loan Pricing

Delves into loan pricing, covering conditions for positive returns, institutional costs, loan loss, funding composition, interest rate evidence, and credit rationing.

Financial Crises: Revisited & Predictable

Explores banking crises, responses, costs, predictability, aftermath, credit rating agencies, structured finance, and the 2007-2008 financial crisis.

Bank Regulation: Capital and Liquidity Requirements

Discusses bank regulation, focusing on capital and liquidity requirements, and the implications of recent financial crises on regulatory frameworks.

Bank Lending & Credit Risk

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

The Deposit Contract: Liquidity Risk

Explores the deposit contract structure and liquidity risk management in financial intermediation, emphasizing the importance of mitigating risks and ensuring liquidity.

Credit Analysis: Examples

Covers credit analysis examples, variations by loan type, and specific cases.

Interest Rates: Term Structure and Valuing Bonds

Explores interest rates, term structures, bond valuation, and credit risk impact on bond prices.

Peaks-Over-Threshold Model: Implications and Estimation

Explores the Peaks-Over-Threshold model assumptions, implications, and estimation methods, including fitting a GPD model to exceedances.

Corporate Debt and Financing Decisions

Explores corporate debt's influence on financing decisions, market efficiency, and investor behavior, emphasizing credit quality and capital structure.