Lecture Credit Risk Management (22 334)
Dr. Maximilian Nagl
Tuesday, 10:00 - 12:00
Start: First lecture will be on Thursday, April 24, 2025
Room: H 9 (external link, opens in a new window)
Further Information
- The whole course will be taught in German
- Course materials will be made available via GRIPS
- Course registrationis is via SPUR
Detailed course description:
german (external link, opens in a new window), english (external link, opens in a new window)
Tutorial Credit Risk Management (22 335)
Contents
- Specific banking risks and (credit) risk management
- Default risk measurement on counterparty level
- Borrower dependencies, portfolio risk and portfolio models
- Modelling and measuring recovery/LGD
- Regulatory treatment of credit risk (Basel II / III)
- Credit derivatives and securitizations / structured credit products
- Case studies
Results of previous exams
| Semester | Average course grade |
|---|---|
| SoSe 2021 | 2.35 |
| SoSe 2022 | 2.48 |
| SoSe 2023 | 2.09 |
