Class #7

7 Junho 2023, 18:30 • Rita Sousa

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Case studies.

Class #6

5 Junho 2023, 20:30 • Rita Sousa

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Credit derivatives: Typology. Credit default swaps, default options and credit spread options. Credit linked notes. Evaluation of credit risk derivatives. Credit risk management.

Class #5

1 Junho 2023, 18:30 • Rita Sousa

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Case studies.

Class #4

29 Maio 2023, 20:30 • Rita Sousa

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Credit value at risk, CreditMetrics and regulatory models.

Class #3

25 Maio 2023, 18:30 • Rita Sousa

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Ratings based models and implied default probability. Evaluation of determinants and indicators of credit risk: default probability, rating migrations and recovery rate.