CDR Master Circular 2012
The challenge: Asset pricing:bubbles fire sales liquidity spirals segmented markets Corporate/macro: financing/capital constraints.
Credit Risk: Individual Loan Risk Chapter 11 © 2006 The McGraw-Hill Companies, Inc., All Rights Reserved. K. R. Stanton.
Sovereign spreads in the euro area. Which Prospects for a Eurobond? Carlo A. Favero, A. Missale QFIN Colloquia April 2011.
Structural Models Advanced Methods of Risk Management Umberto Cherubini.
1 Topic 4. Measuring Credit Risk (Individual Loan) 4.1Components of credit risk 4.2 Usefulness of credit risk measurement 4.3 The return of a loan 4.4.
MSc Student Dragomir Ioana Supervisor Professor Mois ă Alt ă r
The challenge : Asset pricing:“bubbles” “fire sales” “liquidity spirals” “segmented markets”
Overview
