ERMC Best Project in Credit Risk Modelling Award

June 15, 2017


 

For the 2016/2017 academic year, ERMC announced a AEEM student competition in the area of credit risk modelling. The award consists in financing the participation of the winning student team in the leading professional and academic Credit Scoring and Credit Control conference hosted by the University of Edinburgh.

Posters of different teams can be downloaded from the following links:

Credit Acquisition Scorecard

Probability of Default for SME Loans (winning team)

Stress Testing on Bank Loans

Corporate Failure Model: Z-Score for Bulgarian SME

Customer Behaviour Scorecard

 

Public Lecture on Deposit Insurance and Credit Union Risk

June 10, 2017

On June 9, 2017, Prof. Christina Atanasova, Finance Department, Beedie School of Business, Simon Fraser University, delivered a public lecture on deposit insurance and credit union risk. For more detailed info, please see Prof. Atanasova's profile here.

 

Masterclass in Empirical Methods in Finance with Prof. Christina Atanasova, Simon Fraser University

June 10, 2017

A masterclass in Empirical Methods in Finance was delivered by Prof. Christina Atanasova, Finance Department, Beedie School of Business, Simon Fraser University, from May 31 to June 9, 2017. The masterclass was sponsored by Exeter Risk Management Corporation (ERMC). The class was open for enrollment for AEEM students and FEBA alumni. The topics covered two main areas: portfolio theory (asset allocation, risk and return in equilibrium, bond prices and the term structure of interest rates, option valuation), and empirical asset pricing (returns predictability, Fama-French and the cross-section of stock returns, empirical methods). The masterclass completed with writing a project by all students.