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6.00 credits
30.0 h
Q2
This learning unit is not open to incoming exchange students!
Language
French
Learning outcomes
At the end of this learning unit, the student is able to : | |
| To enable students to understand best practices, challenges and trends in credit portfolio and balance-sheet management in various types of financial institutions within the European regulatory environment | |
Content
- Introduction to the course
- Default risk
- Estimating default probabilities
- Default prediction
- Commercial credit risk management
- Credit derivatives, CVA and DVA
- Credit risk regulation
- Default risk
- Estimating default probabilities
- Default prediction
- Commercial credit risk management
- Credit derivatives, CVA and DVA
- Credit risk regulation
Teaching methods
Physical and on-line teaching, multiple practical examples
Evaluation methods
Written examination (2h) in French or English, on the main concepts and practices presented during the courses; sessions in June and in September.
Bibliography
Pas de bibliographie recommandée
Faculty or entity
