434616 SE Applied risk management

winter semester 2021/2022 | Last update: 16.11.2021 Place course on memo list
434616
SE Applied risk management
SE 1
2
Block
annually
English

Course objective is the communication of theoretical and practical skills for the development of rating systems in banks.

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Different approaches to estimate probability of defaults are discussed in the seminar. Especially the application of statistical methods / analysis and the employment real data will be one focus. Students will work on a case study with respect to a real dataset and the development of their own rating system and will present their results appropriately.

 

 

Lecture, discussion and hands-on examples.

Case study and presentation

Will be discussed in the first lesson

Positive grades of modules according to § 7 Abs. 1 Z 2 to 5

see dates
Group 0
Date Time Location
Sat 2021-11-06
10.00 - 15.45 UR 3 (Sowi) UR 3 (Sowi) Barrier-free Präsenz
Sat 2021-11-20
10.00 - 15.45 eLecture - online eLecture - online Präsenz
Sat 2022-01-29
10.00 - 13.00 UR 3 (Sowi) UR 3 (Sowi) Barrier-free Präsenz