Course Descriptions
MFE230VA
Credit Risk: Economic Concepts (1 unit)
This first of two 1-unit courses will focus on the conceptual foundations of credit risk modeling and a discussion of how the models are used in practice. Students will gain familiarity with the model frameworks, vocabulary, and model implementation challenges. Students will gain exposure to the practical challenges associated with building, testing, and using credit risk models currently used by banks and asset managers.
