Financial Models and Statistical Methods in Risk Management

This course covers statistical topics related to market risk, credit risk, and credit markets. Students will analyze logistic regression, generalized linear models and generalized mixed models to understand why loan prepayment and default are competing risks. Explore how banking and bank regulation impact asset and liability management.
The course schedule is displayed for planning purposes – courses can be modified, changed, or cancelled. Course availability will be considered finalized on the first day of open enrollment. For quarterly enrollment dates, please refer to our graduate education section.