Lectures related to Loan Restructuring: Financial Distress and Benefits

Covers loan sales, securitization, risks associated with loans, and the process of moving risks off-balance-sheet.

Delves into the Two-Country Model in MacroFinance, analyzing international trade, investment, and sovereign default.

Bank Lending: Credit Risk and Market Dynamics

Examines bank lending and credit risk, focusing on commercial real estate challenges and the dynamics of loan pricing and relationship banking.

Financial Risk Management: Concepts and Applications

Covers the fundamentals of financial risk management, including types of risk, historical developments, regulatory events, and the challenges in quantitative risk management.

Peaks-Over-Threshold Model: Implications and Estimation

Explores the Peaks-Over-Threshold model assumptions, implications, and estimation methods, including fitting a GPD model to exceedances.

Loan Sales and Securitization: Managing Financial Risks

Discusses loan sales and securitization as strategies for managing financial risks in lending.

Liquidity Risk and Deposit Contracts in Banking

Discusses liquidity risk, deposit contracts, and their implications for banking stability.

Bank Balance Sheets & Interest Rate Risk

Explores bank balance sheets, risks, and interest rate impact on performance metrics and risks faced by financial institutions.

Quantitative Risk Management: Basics and Applications

Covers the basics of quantitative risk management, financial risk, loss distributions, and risk factor changes.

Understanding Financial Intermediation: Course Overview and Key Concepts

Introduces the course on financial intermediation, focusing on the role and risks of financial intermediaries in the economy.

Quantitative Risk Management

Covers statistical tools for financial risk modeling, history of risk management, and Basel Accords.

Financial Intermediation: Course Introduction & Overview

Provides an overview of financial intermediaries, focusing on banks, their functions, risks, and regulatory aspects.

Quantitative Risk Management: Tools and Examples

Explores quantitative risk management tools, Historical Value-At-Risk estimation challenges, CCAR scenarios, and fitting return processes.

Quantitative Risk Management: Basics and Models

Covers statistical tools, risk models, and challenges in quantitative risk management.

Quantitative Risk Management: Risk Measures

Covers risk measures used for determining risk capital and capital adequacy.

Credit Derivatives: Pricing and Risk Measures

Covers challenges in credit risk and pricing of credit derivatives.

Risk Management: Quantitative Methods

Explores risk management concepts, including VaR, ES, and measurement methods.

Principles of Finance: CAPM and Portfolio Management

Explores the CAPM, risk premiums, efficient portfolios, and market efficiency.

Quantitative Risk Management: Risk Measures

Covers risk measures used in determining risk capital and insurance premiums.

Risk Perception: Understanding Society's Perception of Risk

Delves into society's perception of risk, risk estimation, residual risk, and safety culture.