Credit Risk (erklär Video auf ilias)
What Risk categories are there??
What drives the markets view of Credit Risk ??
Bond valuation including default Risk
A Single Stepp, two Stage Model
What is the Value of a Bond in case of a default
What is a recovery rate?
What types of recovery rates do you know??
Bond valuation and recovery
Berechne: price for today of a zero bond that has a Credit Risk
A Multi Stepp Model for zero bonds
Value of the T-Zear Zero bond with default risk
A Multi-Stepp Model for coupon bonds
Value of a T-Zear Coupon Bond with default Risk
Credit derivatives
Can we Transfer a “swap” default Risk to someone else?
Credit derivatives: market participants
Basic structure of Credit default swaps
Explain the Concept of a Credit default swap (CDS)
Credit default swaps (CDS). GRAFIK
CDS-settlement in case of a Credit Event
What Happens?
Valuation of Credit default swaps I
Valuation of Credit default Swaps II
Valuation of Credit default swap III
Valuation of Credit default Swaps IV
Valuation of Credit default Swaps V
Valuation of Credit default SwapsVI
Interesse rate swap
Typical structure of Interest rate Swaps
Where do we use These fundamentales in Bank Management ??
Learning stop
Name two Risk a bank can have and explain why they are a Risk in regards to climate change?
Zuletzt geändertvor 12 Tagen
