Credit risk and RAROC | Udemy


Credit risk and RAROC | Udemy
English | Size: 449.37 MB
Genre: eLearning

What you’ll learn
Profitability valuation of a credit loan portfolio per region, product type and branch. Uses credit Value at Risk and RAROC (Risk Adjusted Return on Capital).

This banking example shows how to measure profitability for a commercial bank portfolio of credit assets. In the credit business, losses of interest and principal occur all the time – there are always some borrowers that default on their obligations. The losses that are actually experienced in a particular year vary from year to year, depending on the number and severity of default events.

Using a Basel II-based approach we propose a Loss-Given-Default type of model inserting Monte Carlo simulation in order to incorporate probabilities that allow calculation of unexpected losses.

Who this course is for:
Bank analysts, financial analysts

nitroflare.com/view/4938DD195C8C6DA/Credit-risk-and-RAROC.part1.rar
nitroflare.com/view/1FCEF7E1552BB86/Credit-risk-and-RAROC.part2.rar
nitroflare.com/view/455987BE1915784/Credit-risk-and-RAROC.part3.rar

rapidgator.net/file/5d5397e666c9a7f79b20ae717e9004ce/Credit-risk-and-RAROC.part1.rar.html
rapidgator.net/file/214e00e4e18ed97f03fec720e16a8a74/Credit-risk-and-RAROC.part2.rar.html
rapidgator.net/file/c05db079460e76e797d14f03c17ff6e2/Credit-risk-and-RAROC.part3.rar.html

If any links die or problem unrar, send request to
forms.gle/e557HbjJ5vatekDV9

Leave a Comment

This site uses Akismet to reduce spam. Learn how your comment data is processed.