Statistics

Dia 23 de Maio (terça-feira), às 18h30, sala 6.2.33

Patrícia Henriques da Silva (NOVO BANCO)
 
Credit Risk Models in Banking

Abstract: In 2004, the Basel II agreement introduced the IRB approach which allows Banks worldwide to use their own credit risk models to calculate their minimum capital requirements. Although the 2008 financial crisis revealed certain shortcomings in this regulation, now being considered in the new Basel III agreement, credit risk models maintain a very important role in the success of the banking business since they help to better evaluate the risk associated with each client and allow lower capital requirements for absorption of credit losses. In this seminar we present an overview on the main credit risk parameters that IRB banks are required to calculate, the statistical methods used to estimate and validate these parameters, and their impact on the banks’ capital requirements.

This seminar is supported by National Funding from FCT - Fundação para a Ciência e a Tecnologia, under the project: UID/MAT/04561/2013

 

Dia 7 de Março (terça-feira), às 14h30, sala 6.4.31

Finn Valentin (Professor at Copenhagen Business School (CBS) - Director of the EIT-labelled MSc Innovation in Health Care)

Do we need new academic skills in healthcare innovation, and how should we teach them?

Abstract: In preparation of launching the new MSc in Innovation in Health Care we surveyed what new skills and approaches to innovation are requested by key stakeholder (companies, hospitals etc). The IHC program was designed largely as an answer to these needs. My talk reports on the needs identified in this survey and how we translated them into the skills we should teach in an MSc degree, and the way we should teach them.

This seminar is supported by National Funding from FCT - Fundação para a Ciência e a Tecnologia, under the project: UID/MAT/04561/2013