信用風險與應用 Credit Risk and Its Applications
本課程的學習目標為訓練學生具有企業信用風險評估能力，並輔以個案及實作來進行。本課程將先介紹學理與實務上常使用的信用風險評估模型，在使學生瞭解信用風險模型的邏輯及原理後，利用個案實作提高學生對模型的掌握度。本課程可應用在企業授信實務及信用衍生性商品評價上。
The learning goal of this course is to introduce the methods of firm credit risk assessment, including the settings, implications, and applications of credit risk models in academic literature. This study firstly introduces the common credit risk models in academics and practices and then utilizes the case study and project presentation as the applications. The training of this course is useful in bank loan practices and credit derivatives pricing.
Introduction & Introductions of Credit Risk
Introductions of Credit Risk
Introductions of Credit Risk (I): Structural-form Credit Models
Introductions of Credit Risk (II): Structural-form Credit Models
Introductions of Credit Risk (III): Structural-form Credit Models
Merton Model and KMV Model (I)
Merton Model and KMV Model (II)
Corporate Loan Credit Risk (I): Credit Risk Assessments
Corporate Loan Credit Risk (II): Credit Risk Assessments
Corporate Loan Credit Risk (III): Credit Risk Assessments
Consumer Loan Credit Risk: Credit Risk Assessments
Term Project Presentation (I)
Term Project Presentation (II)