A Better Way for Firms to Model Credit Risk

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Research Chat

Office of Research Services Wilfrid Laurier University, Faculty of Graduate and Postdoctoral Studies Wilfrid Laurier University

29 episodes

8 months ago

Research Chat showcases research contributed by Laurier’s graduate students who share their work in their own words. Visit wlu.ca/Research-Chat to read a follow up article and show notes and links. Research Chat is a partnership between the Office of Research Services, the Faculty of Graduate and Postdoctoral Studies, and the Laurier Library.

All content for Research Chat is the property of Office of Research Services Wilfrid Laurier University, Faculty of Graduate and Postdoctoral Studies Wilfrid Laurier University and is served directly from their servers with no modification, redirects, or rehosting. The podcast is not affiliated with or endorsed by Podjoint in any way.

A Better Way for Firms to Model Credit Risk

Research Chat

10 minutes 3 seconds

2 years ago

A Better Way for Firms to Model Credit Risk

Hiromichi Kato, (he/him) a PhD student in the Department of Mathematics uses the power of math to inform financial market decisions. Hiro uses mathematical models to calculate accurate derivative values. By providing more accurate derivative values, stock market traders have a better way of assessing credit risks. This ensures that mathematical models that are used to calculate credit risks, as part of risk assessments, better reflect today's real markets and are as useful and accurate as possible tools for financial decision-making.