Distinguished Lecture Series

Credit Risk Modeling

Ludger Overbeck

Universität Giessen
form. Deutsche Bank


CASE-Logo

Marlene Müller

Fraunhofer ITWM


January 29 - 30, 2004

Topics

 1. Threshold Model for Credit Risk
 2. Credit Risk Modeling as Part of an Internal Risk
     Capital Management
 3. Alternative Risk Measures and Capital Allocation
 4. Term Structure of Defaults
 5. Credit Derivatives and Collaterized Debt Obligations
 6. Statistical Aspects of Credit Risk
 7. Estimation of Credit Scores
 8. Advanced Techniques
 9. Evaluation of Credit Ratings

Ludger Overbeck
Ludger Overbeck

Ludger Overbeck
Ludger Overbeck
Ludger Overbeck
Marlene Müller
Marlene Müller
Marlene Müller
Marlene Müller

Slides

Here you can find slides from the talks from Ludger Overbeck and Marlene Müller .

Schedule

January 29, 2004

January 30, 2004

Ludger Overbeck

Marlene Müller


09:50 - 10:00
10:00 - 11:00
11:30 - 12:30
12:30 - 14:00
14:00 - 15:00
15:30 - 16:30
17:30 - 18:30


Greetings
Lecture 1
Lecture 2
Lunch
Lecture 3
Lecture 4
XploRe Computing Lab


09:00 - 10:00
10:30 - 11:30
11:30 - 13:00
13:00 - 14:00
14:30 - 15:30


Lecture 1
Lecture 2
Lunch
Lecture 3
Lecture 4

Enrolment

We ask anyone wishing to participate to detach the reservation part from the leaflet and send it to us by fax.


Prof. Dr. Härdle,
CASE - Center for Applied Statistics and Economics
Humboldt-Universität zu Berlin
Wirtschaftswissenschaftliche Fakultät
Spandauer Str. 1
10178 Berlin


Tel: +49(0)30-2093-5630
Fax: +49(0)30-2093-5649
stat@wiwi.hu-berlin.de