LECTURE NOTES FEM11015 ADV MONEY, CREDIT, AND BANKINGDr. D.J.C. Smant, August 2008

CREDIT RISK MANAGEMENT  
CREDIT RISKINDIVIDUAL CREDIT RISK ANALYSISCREDIT RISK IN PORTFOLIO PERSPECTIVERELATIONSHIP BETWEEN CALCULATIONS USING YIELDS TO MATURITY AND EXPECTED RETURNS
TERM STRUCTURE EFFECTS IN PRICING CREDIT RISK
BENEFITS OF DIVERSIFICATION
BAD LOANS INTO GOOD LOANS: BENEFITS OF CORRELATION
RAROC APPROACH
CREDITMETRICS MODEL