Credit risk 50 years after the Altman Z-score
CFA Society Switzerland CFA Society Switzerland
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 Published On Jul 20, 2018

Professor Altman of the NYU Stern School of Business to discuss the vast literature and applications of credit scoring models, including his own Z-Score Family of Models for financial and managerial markets. He will relate what these models are saying about the current conditions and outlook for global credit markets, especially in leveraged finance.

Finally, he will note his recent works on risk/return analytics in the SME market, including specific a model for Mini-bonds in Italy.

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