New Open Risk Academy Course: Simulation of Credit Contagion
Course Content: This course is an introduction to the concept of credit contagion. It covers the following topics:
Contagion Risk Overview and Definition Various Contagion Types and Modelling Challenges The Simple Contagion Model by Davis and Lo Supply Chains Contagion Sovereign Contagion Who Is This Course For: The course is useful to:
Risk Analysts across the financial industry and beyond Risk Management students Quantitative Risk Managers developing or validating risk models How Does The Course Help: Mastering the course content provides background knowledge towards the following activities: