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 

Thesis:
The thesis will be available at CBS Research Portal

Reception:
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
Location 
Copenhagen Business School
Solbjerg Plads 3
2000 Frederiksberg
SPs13
 

 

The page was last edited by: Communications // 12/11/2019