Tid: 3 november 1997 kl 1515-1600

Plats : Seminarierummet 3733, Institutionen för matematik, KTH, Lindstedts väg 25, plan 7. Karta!

Föredragshållare: Stefan Tordai

Titel: Quantitative Analysis of Credit Risk (Examensarbete).

Sammanfattning: The objective is to test a method for analysis of credit risk and calculation of credit risk capital. We use the method and some improvements on the special conditions of the Swedish financial sector. The Swedish banks primarily lend money to individuals, small and medium sized companies. What makes the Swedish conditions special is that these loans can not be sold on the financial market and does not have a market value.

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