Jun 15

2008 Episode 7 (Credit A), Part 1

by David Harper, CFA, FRM, CIPM

Info

This is Credit Risk A, the first episode in the Credit Risk discipline. This is a review of Saunders (individual loan, sovereign risk), de Servigny (ratings, PD, LGD) and Ong (expected loss, unexpected loss, and EL/UL in the portfolio). Please note: the PowerPoint deck is 121 pages.

Here is the newsletter the attaches to this screencast. Please read for tips!.

(1 hr 40 min.)