
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: