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Home Courses Introduction to Credit Risk Management Course materials Lectures 5.4 Summary

5.4 Summary

Course week(s) Week 5
Course subject(s) Default Probabilities II

As usual, in this course, we try to summarize what we have seen during this lecture.

What are the most relevant things we have seen about Merton’s and Moody’s KMV models?

Many new concepts have been discussed, and many of them are not trivial. I know.
But this is a course for audacious students :-).

Let us try to repeat the most important concepts.

The summary of the module

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Here the script.

Are the models we have seen useful in practice? Are they actually used?
The Sofa session of this module will try to answer, as usual in a more relaxed way.

Sofa Session

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Here the script.

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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