Credit Analysis Summer 2020
General Remarks
The course will be offered online 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.
Course Contents
- 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.
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
Online, in lockstep with the dates envisaged for classroom teaching.
Mondays: 16.15 - 17.45
Wednesdays: 12.15 - 13.45
Exam
The exam is of open form.
Module description
This lecture is open for
- Wiwi (MSc, Dipl)
- WiMa/WiPhy (MSc, Dipl)
- Finance (MSc)
and others according to study plan.