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Related lectures (32)

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.

Credit Risk Management: Models and Challenges

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

Bank Lending: Credit Risk Analysis and Loan Contracts

Explores bank lending, credit risk analysis, and the role of collateral in loan contracts.

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.

Understanding Financial Intermediation: Course Overview and Key Concepts

Introduces the course on financial intermediation, focusing on the role and risks of financial intermediaries in the economy.

Bank Lending: Credit Risk and Market Dynamics

Examines bank lending and credit risk, focusing on commercial real estate challenges and the dynamics of loan pricing and relationship banking.

Stateful Operations and Materialized Values

Covers stateful operations and materialized values in stream processing.

Loan Sales and Securitization: Managing Financial Risks

Discusses loan sales and securitization as strategies for managing financial risks in lending.

Sustainable Development Goals: Individual and Collective Actions

Emphasizes the role of individual and collective actions in achieving sustainability through the Sustainable Development Goals and the successes of the Millennium Development Goals.

Credit Derivatives: Pricing and Risk Measures

Covers challenges in credit risk and pricing of credit derivatives.

GDP Per Capita Inequality: Countries

Explores GDP per capita inequality, economic growth trends, poverty traps, and the importance of openness in trade and development.

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.

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.

Interest Rates: Term Structure and Valuing Bonds Log in to Mediaspace to watch this video

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

Corporate Debt and Financing Decisions Log in to Mediaspace to watch this video

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

Two-Country Model: MacroFinance Log in to Mediaspace to watch this video

Delves into the Two-Country Model in MacroFinance, analyzing international trade, investment, and sovereign default.

Innovations: FinTech & DeFi Log in to Mediaspace to watch this video

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

Financial Crises: Revisited & Predictable Log in to Mediaspace to watch this video

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

Loan Sales & Securitization Log in to Mediaspace to watch this video

Covers loan sales, securitization, risks associated with loans, and the process of moving risks off-balance-sheet.

Bank lending & credit risk, part 1 Log in to Mediaspace to watch this video

Explores bank lending, credit risk, SVB's failure, loan terms, and state guarantees' impact on credit supply.