Class #5

5 Junho 2025, 18:30 • José Carlos Dias

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CreditGrades model. Hybrid credit-equity models. Case studies.

Class #4

2 Junho 2025, 18:30 • José Carlos Dias

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Case studies.

Class #3

29 Maio 2025, 18:30 • José Carlos Dias

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Option based models and KMV model.

VaR and its limitations, unexpected loss, Rating agencies, Merton (1974) model, univariate and multivariate analysis

8 Maio 2025, 18:30 • Carlos Miguel Aguiar da Glória

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- Resume from the last class (Value at Risk, unexpected loss, expected shortfall)

Apresentação, introdução ao credit risk

5 Maio 2025, 20:30 • Carlos Miguel Aguiar da Glória

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- Conceito de risco de crédito