Lectures

• 1.1 Credit Risk

  Subject(s) Introduction to Credit Risk Management
  Week(s) Week 1
  

• 1.2 Basel II

  Subject(s) Introduction to Credit Risk Management
  Week(s) Week 1
  

• 1.3 Basel III

  Subject(s) Introduction to Credit Risk Management
  Week(s) Week 1
  

• 1.4 Summary

  Subject(s) Introduction to Credit Risk Management
  Week(s) Week 1
  

• 2.1 The Standardization Approach

  Subject(s) Approaching Credit Risk
  Week(s)
  

• 2.2 Internal-Rating Based Approaches

  Subject(s) Approaching Credit Risk
  Week(s)
  

• 2.3 An Introduction to R

  Subject(s) Approaching Credit Risk
  Week(s)
  

• 2.4 Summary

  Subject(s) Approaching Credit Risk
  Week(s)
  

• 3.1 Introducing Value-at-Risk

  Subject(s) The Value-at-Risk
  Week(s) Week 3
  

• 3.2 Special VaRs and the Expected Shortfall

  Subject(s) The Value-at-Risk
  Week(s) Week 3
  

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/.