Credit Analysis Summer 2024

General Remarks

The course will be offered via Moodle

In large parts, the course will closely follow the book "Credit risk modeling using Excel and VBA" by Gunter Löffler and Peter N. Posch. It is available electronically via the university library.

Characterizing the course

  • Make you familiar with state-of-the art credit analysis used by banks, rating agencies, fund management, supervisory authorities
  • Quantitative yet practical
  • Computer-aided exercises
  • Prerequisites: Basic financial theory, statistics
  • Career relevance: banking, corporate finance, rating agencies, fund management, supervisory authorities, consulting, accountancy and auditing.

Course Contents

  • Single-obligor credit analysis
  • Credit portfolio risk
  • Bank regulation
  • Credit derivatives and securitization 

 

Literature

The following textbook has the biggest overlap with the course:

Löffler/Posch: Credit Risk Modeling using Excel and VBA, Wiley.

It is available electronically via the university library.

 

 

News

Please see "General Remarks" to the left.

Dates and Room

Mondays: 4.15 - 5.45 pm in H12  

Tuesdays: 10.15 - 11.45 pm in H20  

 

Exam

The exam is of open form.

Module description

This lecture is open for

  • Finance (MSc)
  • Wiwi (MSc)
  • WiMa/WiPhy (MSc)

and others according to the respective study plans.