MP4 | Video: h264, 1280x720 | Audio: AAC, 44.1 KHz, 2 Ch
Genre: eLearning | Language: English + srt | Duration: 7 lectures (39m) | Size: 441.7 MB
Profitability valuation of a credit loan portfolio per region, product type and branch. Uses credit VaR and RAROC
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).
Requirements
Basic knowledge of @RISK and Excel
Description
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
Homepage
https://www.udemy.com/course/credit-risk-and-raroc
Download From Rapidgator
https://rapidgator.net/file/dc1c448de12a8df86ea19b4d73b69d8c
Download From Nitroflare
http://nitroflare.com/view/E367063C04B6A15/BaDshaH.Credit_risk_and_RAROC.rar
Feel free to post your Credit risk and RAROC Free Download, torrent, subtitles, free download, quality, NFO, Dangerous Credit risk and RAROC Torrent Download, free premium downloads movie, game, mp3 download, crack, serial, keygen.