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The hardest question in credit modeling isn't whether a borrower will default, but how confident the model is in its own prediction.

mathcareer #statisticscareer #careerdevelopment In this video I'll be sharing a low-down of what I do for work: credit risk ...

mathcareer #statisticscareer #careerdevelopment #creditriskmodeling #bankingcareer #quantcareer In this video, I will dive into ...

mathcareer #statisticscareer #careerdevelopment #creditriskmodeling #bankingcareer #quantcareer In this video I'll be diving ...

In this video, we break down Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD)—the three key ...

mathcareer #statisticscareer #careerdevelopment #creditriskmodeling #bankingcareer #quantcareer In this video I'll be diving ...

When banks collapse, it often isn't because they stop making money — it's because borrowers stop repaying their loans.

In this video, we focus on the probability of default (PD), one of the key measures of credit risk. We introduce different approaches ...

In this video, we explain the CreditMetrics model in very simple language, covering all important concepts needed for FRM and ...

In this video, we explain how to price a risky zero-coupon bond under a zero recovery assumption using a reduced-form credit risk ...

In this video, we focus on the distribution of default time, a key concept in credit risk modeling. We explain how cumulative and ...

This is the fourth and final video in a series dedicated to the pricing of defaultable bonds using a reduced-form credit risk model.

In this video, we explain how to price a risky coupon-bearing bond under a zero recovery assumption using a reduced-form credit ...

This is the third video in a series dedicated to the pricing of defaultable bonds using a reduced-form credit risk model. In this part ...

In this video, we explain Loss Given Default (LGD), a key metric in credit risk and an essential component in financial risk ...

9 Banking Models You Should Know Before Your Next Risk Interview What types of models are actually used inside banks?

This video is part of my course on risk management at banks. It covers the topic of credit risk at banks.

Explore the fundamentals of Counterparty Credit Risk in this comprehensive Excel tutorial, where we break down key concepts ...

Credit risk modeling is one of the most important areas in modern finance, especially when pricing credit derivatives, credit default ...

I've created this video to introduce a new series I'll be doing on the subject of credit risk modelling. Future videos will cover ...