Sumários

Final test

30 Julho 2024, 09:30 • Paulo Viegas de Carvalho

Written test.

Risk adjusted performance

29 Julho 2024, 09:30 • Paulo Viegas de Carvalho

Risk adjusted performance measures.

Optimal allocation of economic capital.
Revisions.

Credit risk

26 Julho 2024, 09:30 • Paulo Viegas de Carvalho

Credit scoring.

Credit ratings.

Credit risk

25 Julho 2024, 09:30 • Paulo Viegas de Carvalho

Introduction.
Credit risk components.

Interest rate risk

24 Julho 2024, 09:30 • Paulo Viegas de Carvalho

Asset and liability management.

VaR of bonds.