SAS – Stellenbosch University Academic Specialisation in Credit Risk
Issued by
SAS
The Portfolio Management Theory module introduces credit risk analytics. The content is based on the textbook by Baesens et al. Topics covered include: PD, LGD, and EADs. The Time Series module focuses on more advanced time series techniques. Topics include: ARIMA and Seasonal ARIMA processes, time series regression models, and conditional heteroscedastic models.
Additional Details