The course will be offered via Moodle . 

In large parts, the course will closely follow the book "Credit risk modeling using Excel and VBA" by Gunter Löffler and Peter N. Posch. It is available electronically via the university library.

• Make you familiar with state-of-the art credit analysis used by banks, rating agencies, fund management, supervisory authorities
• Quantitative yet practical
• Computer-aided exercises
• Prerequisites: Basic financial theory, statistics
• Career relevance: banking, corporate finance, rating agencies, fund management, supervisory authorities, consulting, accountancy and auditing.

• Single-obligor credit analysis
• Credit portfolio risk
• Bank regulation
• Credit derivatives and securitization 

The following textbook has the biggest overlap with the course:

Löffler/Posch: Credit Risk Modeling using Excel and VBA, Wiley.

It is available electronically via the university library.