Credit Analysis Summer 2022
The first session will be on Tuesday, April 19, at 2.15 p.m. The course will be offered in the classroom. The lectures won't be recorded but we will make the videos from the summer term 2020 available to you. This means you can follow the lecture even if you cannot attend the classroom sessions.
More information including lecture material will be made available on Moodle by April 14.
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.
- Single-obligor credit analysis
- Credit portfolio risk
- Bank regulation
- Credit derivatives, securitization and the recent financial crisis
For more information about the course content, please see the module description.
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.
Please see "General Remarks" to the left.
Dates and Room
Mondays: 16.15 - 17.45
Tuesdays: 14.15 - 15.45
The exam is of open form.
This lecture is open for
- Wiwi (MSc, Dipl)
- WiMa/WiPhy (MSc, Dipl)
- Finance (MSc)
and others according to study plan.