Jul
12
2008 Episode 9 (Credit C), Part 1 - sample
by David Harper, CFA, FRM, CIPM
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This is Credit Risk C (managing credit risk). This episode has two parts (part 1 = 1 hour, part 2 = 50 min.). This episode reviews: Stulz Chapter 18 on Credit Risks; Meissner Chapter 3 on Synthetic Structures (CLN, cash and synthetic CDO); de Servigny Chapter 6 (Credit Risk Portfolio Models) and Chapter 7 (Credit Risk Management) and John Hull on Credit Derivatives. There is a single 105-page PowerPoint deck.
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