PhD defence: Benjamin Christoffersen

In order to obtain the PhD degree, Benjamin Christoffersen has submitted his thesis entitled: Corporate Default Models: Empirical Evidence and Methodological Contributions

Friday, December 20, 2019 - 15:00 to 17:00

Modelling the joint distribution of defaults is a key part of bottom-up models for the loss of a corporate debt portfolio. Two of the chapters in the thesis concerns default models to account for time-varying unobservable effects and how to estimate these models. The other two chapters are applications of such models.

Primary Supervisor:
Professor Søren Feodor Nielsen
Department of Finance
Copenhagen Business School

Secondary Supervisor:
Professor David Lando
Department of Finance
Copenhagen Business School 

Assessment Committee:
Professor Peter Dalgaard (Chair)
Department of Finance
Copenhagen Business School 

Professor Sylvia Frühwirth-Schnatter
Institute for Statistics and Mathematics
Wirtschaftsuniversität Wien

Assistant Professor Mamdouh Medhat
Department of Finance
Cass Business School 

The thesis will be available at CBS Research Portal

The PhD School of Economics and Management will host a reception, which will take place immediately after the defence in FUHU.


Organised by The PhD School in Economics and Management
Date 20 December 2019
Time 15:00 - 17:00
Copenhagen Business School
Solbjerg Plads 3
2000 Frederiksberg


The page was last edited by: Communications // 09/02/2020