Merton Model for Credit Risk Assessment
Channel: MJ the Fellow Actuary
Date: 2020-04-09

To see more videos on Credit Risk:
https://www.udemy.com/course/theory-of-credit-risk-models/?referralCode=67C9ADA77C3EE60F0BE3

Part 1 is an introduction to Risk and looks at the mathematical properties of risk measures.

Part 2 is about being aware of Credit Risk

Part 3 is about identifying Credit Risk and its sources of uncertainty.

Part 4 is about the models used to assess Credit Risk.

Part 5 is about the Merton Model with an introduction to Option Pricing.

Part 6 is about Migration and Portfolio Models

Part 7 is about managing Credit Risk and goes beyond just using collateral.

Part 8 is an Appendix for the Jarrow-Turnbull Model (Stochastic & Markov Processes)