Laboratory of bank loan pricing

A.A. 2024/2025
3
Crediti massimi
20
Ore totali
SSD
SECS-P/01 SECS-P/02
Lingua
Inglese
Obiettivi formativi
Students will gain a thorough understanding of the practices currently used by banks when originating (pricing) a bank loan. The course will offer insight into the various areas of the bank involved when pricing a bank loan (Finance department for funding, Chief Risk Officer area for loans balancesheet provisioning, CFO area for capital allocation). The course will then present students the case for the impact on the Bank Loan Pricing of the new Securitization Framework and advanced Machine Learning techniques for default prediction (internal PD model) and projection (satellite PD model).
Risultati apprendimento attesi
At the end of the course students will gain an overview of the various departments at work within a bank when originating a loan. They will also get a measure of the impact on loan pricing of alternative Machine Learning methodologies for default prediction and the impact of the new securitization framework for loan portfolio capital allocation.
Corso singolo

Questo insegnamento non può essere seguito come corso singolo. Puoi trovare gli insegnamenti disponibili consultando il catalogo corsi singoli.

Programma e organizzazione didattica

Edizione unica

Responsabile
Periodo
Primo trimestre
SECS-P/01 - ECONOMIA POLITICA
SECS-P/02 - POLITICA ECONOMICA
Attivita' di laboratorio: 20 ore
Docente/i
Ricevimento:
tutti i Venerdi 18:00-19:00, da 23 Aprile a 25 Giugno
Teams