Join an online masterclass with Dr Lara Cathcart, Associate Professor of Finance to get a taster of the academic experience at Imperial College Business School.
About the Masterclass
Credit risk is the risk of a financial loss when a counterparty to a transaction fails to fulfil its financial obligations following previously agreed terms. This is an important issue that one should consider when measuring portfolio risk and pricing defaultable bonds, credit derivatives, and other securities exposed to credit risk. The risk of default is difficult to quantify as it often depends on latent factors or variables that are not straightforward to measure.
In this masterclass we will:
Discuss alternative approaches to credit risk modelling, while highlighting their strengths and weaknesses.
About Dr Lara Cathcart
Lara Cathcart is an Associate Professor of Finance at Imperial College Business School and Academic Director of MSc Finance and MSc Risk Management and Financial Engineering and Co-Academic Director of MSc Financial Technology.
Lara earned a PhD in Finance from the University of London. Her current research interests encompass two key areas; credit risk and behavioural finance. She has a particular interest in the sovereign and corporate credit default swap markets and more recently has been interested in the impact of the media on financial markets.
This event will take place online via Zoom at UK local time. Please register your place to receive joining instructions.
If you would like to attend any of our other events, please browse our Meet us page for all opportunities.
