Important announcement

Dear visitor,

Please note that this OpenCourseWare platform will be replaced at the end of 2026 by a new platform (under the same url ocw.tudelft.nl).

Courses and their contents that are currently available the platform will partly be migrated. URL’s for this content will change and content might be unavailable for some time. In addition, some courses will not be available anymore.

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Thank you.

2.4 Summary

Course week(s) Week 2
Course subject(s) Approaching Credit Risk

This week we have introduced many new concepts and definitions.

Please invest some time in learning them, since we will need them very soon.

The difficulty of this Mooc increases gradually, just to give you some time to familiarize with the different topics.
We are slowly cooking a very nice recipe. Please do not underestimate the time you need to really grasp the different “ingredients”.

It is time to summarize what we have seen so far.

Summary Video

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Subtitles (captions) in other languages than provided can be viewed at YouTube. Select your language in the CC-button of YouTube.

Here you can find the script.

Here you can find another link to the R manual.

And this is a very useful reference card, you may want to print.

Nota Bene 

In the video I essentially use R Studio, because I believe that its graphical interface is more user-friendly, especially for beginners. Naturally, you can use all the commands in the standard R interface as well. The “big difference” is that plots will appear in new windows. Just try and see the difference.

Enjoy.

Creative Commons License
Introduction to Credit Risk Management by TU Delft OpenCourseWare is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
Based on a work at https://ocw.tudelft.nl/courses/introduction-credit-risk-management/.
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