Explores corporate debt's influence on financing decisions, market efficiency, and investor behavior, emphasizing credit quality and capital structure.
Explores coherent risk measures and the spectral approach to risk aversion, covering VaR, ES, subadditivity, convexity, and the creation of new risk measures.
Covers the fundamentals of financial risk management, including types of risk, historical developments, regulatory events, and the challenges in quantitative risk management.
Covers credit risk structuring, bank capital ratios, funding determinants, and optimal capital structure, emphasizing interbank lending and covered bonds.
Explores the nature of financial crises, their predictability, and historical examples, emphasizing lessons learned from the global financial crisis of 2007-2009.
