Project CEMAPRE internal
| Title | Credit Risk |
| Participants | Mario S Céu, Fernando Dala, Raquel Gaspar (Principal Investigator) |
| Summary | This project is based on the work developed by two PhD students ISEG, both planning to finish their thesis during 2023 (1) So, we will go on with our 2022 on “credit risk applications to developing countries”, using actuarial science models – to model default probabilities, aggregate defaults and default correlation – and that are particularly fit for the reality of credit portfolios of banks operating in developing countries. (2) Separately, but also related to credit risk, we will look into credit risk applications for agriculture firms. |