Différences

Ci-dessous, les différences entre deux révisions de la page.

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+=====Course unit: Credit risk=====
+  * Title in French: Risque de crédit
+  * Course code: tba
+  * ECTS credits: 1
+  * Teaching hours: 25h
+  * Type: elective course
+  * Language of instruction: English
+  * Coordinator: Renaud Bourlès
+  * Instructor(s): Bolanjiva Randrianarizafy (Natixis)
+**Brief description**
+This course is an elective course and is aimed at understanding the notion of credit risk and its role in banking regulation.
+**Learning outcomes**
+  * Provide a panorama on banking regulation
+  * Understand most basic financial instruments (loans, securitization, bonds etc.)
+**Course content**
+  - Introduction: bonds and OTC transactions
+  - Modeling defaults: structural models and ratings
+  - Structured financing: plain-vanilla, asset financing, securitization etc.
+  - Banking regulation on credit risk
+**Bibliography**
+  * BRUYERE R., CONT R., FERY L., JAECK C. and SPITZ T.  (2005) : Credit derivatives, Wiley.
+  * GOURIEROUX C.  et  TIOMO, A. (2007) : Risque de crédit: une approche avancée, Economica.
+  * MERTON R. (1998) : Continuous time finance,  Blackwell Publishers.
+  * SCHONBUCHER P. (2002)  : Credit derivatives pricing models, Wiley.