Bank Lending & Credit Risk

About
Privacy
Disclaimer

Graph Chatbot

Related lectures (32)

Page 2 of 4

Financial Crises: Analysis and Lessons Learned

Explores the nature of financial crises, their predictability, and historical examples, emphasizing lessons learned from the global financial crisis of 2007-2009.

Bank Balance Sheets & Interest Rate Risk

Explores bank balance sheets, risks, and interest rate impact on performance metrics and risks faced by financial institutions.

Liquidity Risk and Deposit Contracts in Banking

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

Credit Risk Management: Models and Challenges

Explores credit risk management challenges, models, and credit derivatives.

Mortgage-Backed Securities: Understanding Their Structure and Risks

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

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.

Financial Crises: Revisited & Predictable

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

Innovations: FinTech & DeFi

Explores the innovations in FinTech and DeFi, covering topics such as digital footprints, stablecoins, and the impact on banking.

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.

Interest Rates: Term Structure and Valuing Bonds

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