Mediaspace scheduled maintenance: Aug 25, 2026 07:00 - 12:00 AM. During this time, videos will be temporarily unavailable. Check status updates.

Concept

Credit risk

Related lectures (31)

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.

Financial Risk Management: Concepts and Applications

Covers the fundamentals of financial risk management, including types of risk, historical developments, regulatory events, and the challenges in quantitative risk management.

Bank Lending: Credit Risk Analysis and Loan Contracts

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

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.

Liquidity Risk and Deposit Contracts in Banking

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

Credit Derivatives: Pricing and Risk Measures

Covers challenges in credit risk and pricing of credit derivatives.

Quantitative Risk Management: Basics and Applications

Covers the basics of quantitative risk management, financial risk, loss distributions, and risk factor changes.

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.

Quantitative Risk Management

Covers statistical tools for financial risk modeling, history of risk management, and Basel Accords.

Threshold Exceedances: Generalized Pareto Distribution

Explores threshold exceedances and the Generalized Pareto Distribution for modeling extreme data points above a specified level.

Modelling Dependence Among X's

Explores the impact of dependence among variables on credit risk modelling.

Machine Learning in Credit Risk Modeling

Delves into the challenges and opportunities of machine learning in credit risk modeling, comparing traditional statistical models with machine learning methods.

Quantitative Risk Management: Basics and Models

Covers statistical tools, risk models, and challenges in quantitative risk management.

Contracts in Business Law: Lease, Loan, and Employment

Discusses key contracts in business law, including leases, loans, and employment agreements, focusing on their definitions, risks, and protections for involved parties.

Loan Sales and Securitization: Managing Financial Risks

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

Bank Lending & Credit Risk Log in to Mediaspace to watch this video

Explores bank lending, credit risk, types of loans, collateral importance, and loan guarantee programs during COVID-19.

Financial Intermediation: Course Introduction & Overview Log in to Mediaspace to watch this video

Provides an overview of financial intermediaries, focusing on banks, their functions, risks, and regulatory aspects.

Principles of Finance: Costs and Default Analysis Log in to Mediaspace to watch this video

Explores tax benefits, debt costs, default factors, and financial distress evaluation.

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.