VVZ API is not affiliated with ETH Zurich. Data might be outdated or incorrect. Please view the official ETHZ Vorlesungsverzeichnis for binding information.
401-8940-00L
3
Credits
You're viewing possible stale or outdated data. Please check the latest semester for more up-to-date information.
Economic Capital and Structured Finance
Economic capital and structured finance
Lecturers & Examiners:
Dr. Paolo Vanini
Last Updated: 2026-02-05 15:09:57
Abstract
We discuss the steering of a bank using economic capital for market-, credit-, business- and operational risk. Then we consider structured finance. We analyze the markets for structured finance products, discuss the pricing and hedging of credit derivates and asset backed securities and finally, external experts report about the practice credit derivate trading and issuing asset backed securities.
General Information
- Language
- English
- Frequency
- Yearly recurring
Examination
- Type
- end-of-semester examination
Course Components
| Type | Title | Time & Place | Hours |
|---|---|---|---|
| lecture | Economic capital and structured Finance |
|
2 h weekly |
Offered In
-
-
-
Nachdiplomstudium "Master of Advanced Studies in Finance" (For information and admission see . Abkürzungen / Abbreviations: O obligatorisches Fach / obligatory course; W Wahlpflichtfach / elective course; E empfohlenes Fach / recommended or optional course)
-
-
-
-