Credit Analysis Summer 2023
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.
- Single-obligor credit analysis
- Credit portfolio risk
- Bank regulation
- Credit derivatives and securitization
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: 4.15 - 5.45 pm in H12
Tuesdays: 2.15 - 3.45 pm in H3
The exam is of open form.
This lecture is open for
- Finance (MSc)
- Wiwi (MSc)
- WiMa/WiPhy (MSc)
and others according to the respective study plans.