Kurs z projektem w R

krótko o kursie

Cena: 1500 zł
6h realnego czasu zajęć
Online (w czasie rzeczywistym)
Indywidualnie
Prezentacja wykonania projektu w R z udostępnionym kodem
Notatki i wizualizacja udostępnione w pliku PDF
Certyfikat ukończenia
Test pokursowy

Estymacja ryzyka kredytowego

Estymacja ryzyka ekspozycji (EAD)

Model straty z tytułu niewykonania zobowiązania
Model współczynnika konwersji kredytowej

Estymacja ryzyka straty (LGD)

Obliczanie LGD za pomocą modelu probabilistycznego
Obliczanie LGD za pomocą modelu czynnikowego

Estymacja ryzyka niewypłacalności (PD)

Obliczanie PD za pomocą funkcji przeżycia
Obliczanie PD za pomocą stochastycznego modelu dynamiki aktywów

Projekt w R

Estymacja ryzyka kredytowego portfela obligacji

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