Credit Analysis Summer 2020
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.
- 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
Online, in lockstep with the dates envisaged for classroom teaching.
Mondays: 16.15 - 17.45
Wednesdays: 12.15 - 13.45
The exam is of closed form that means you have to take the first exam to be allowed to take the retake of the exam.
This lecture is open for
- Wiwi (MSc, Dipl)
- WiMa/WiPhy (MSc, Dipl)
- Finance (MSc)
and others according to study plan.