---
# System prepended metadata

title: 2020-A Credit Risk Lecture

---

# 2020-A Credit Risk Lecture

[This document](https://hackmd.io/@SCcfrDQnQtuh6DxA5jWRmg/B1uL62LLU) contains some class resources and deliverables. 

## 2020-05-11

Agenda:
* Classification metrics
* [Classwork and attendance monitoring](https://forms.gle/LErGS3yGjE22XuvF8 )
* Model example

## 2020-05-06

Agenda:

* (20%) Project! Quick checkpoint: general questions.
* (30%) GLM Fundamentals Review! Be sure to understand this topic. Don't hesitate asking questions!
* (50%) GLM Model Formulation: Canonical Link and Gradient!
    * [Classwork and attendance monitoring](https://forms.gle/D9QvacNVJxQmiLUs9)
    * [Optional homework!](https://forms.gle/fyL8ducAoL7Qvog28)

## 2020-05-04

Agenda:

* Quick review of last session's concetps.
* Funamentals of GLMs: generalized linear models!
    * [Classwork and attendance monitoring](https://forms.gle/1QJVJ9HFUK98vAt4A)
* [Next class homework!](https://forms.gle/y96ELL2EQTntGmdG9)


## 2020-04-29

Agenda:

* (10%) Quick review of last session's concepts.
* (40%) Automatic Differentiation and intro to JAX
* (50%) [Individual exercise (and attenance monitoring)](https://forms.gle/Tw7vZckvVEU5Ny1Q8)
    * Due date: 2020-04-30 23:59 hrs.

Notes:
* Please grade the class!

Problems with python? Let's use the Anaconda python installation. Find you python install by following: 
* https://docs.anaconda.com/anaconda/user-guide/tasks/integration/python-path/ 
* https://docs.anaconda.com/anaconda/user-guide/faq/

If any of this doesn't work, we might have to re-install python on your computer. 


## 2020-04-27

Agenda:

* Review and questions regarding linear models
* Interest rate estimation!
    * [Attendance monitoring](https://forms.gle/K4JwzpdVVNHqd6pC6)
* Project info
    * Create your team’s gmail: CR2020A.TEAMNAME@gmail.com
    * [Create credentials for Google Sheets](https://developers.google.com/sheets/api/quickstart/python)
    * Share the credentials with your team members
    * Reply to the professor’s email with the email and credentials file.  

## 2020-04-20

Agenda:

* Linear models intro
* Statistical measures
    * [Monitoring exercise!](https://forms.gle/VbGcRheRfxATzpR96)
* Univariate linear regression
    * [Extra poins activity](https://forms.gle/SYdG7oXYrfibYPyC6)
* Multivariate linear regression
    * Team exercise (to deliver on Friday).


## 2020-04-13

Agenda:

* [Update: Github branches instead of pull-requests.](https://docs.google.com/spreadsheets/d/15B1VAna5bzQ9_DCetfyCFIBSblGba6tUZeCHCea6jGw/edit?usp=sharing)
* Module 2 Review
    * Slides
    * Apache Spark
* [Practice quiz for exam](https://forms.gle/CiUtyxmM2Ytkc7Zy6) 
    * Due before: 2020-04-13 23:59 hrs

## 2020-04-01

Agenda:
* [Review and assistance monitoring!](https://forms.gle/ZnqoHwwnHqM5hzd28)
    * Start time: 18:10 hrs
    * Ending time: 18:25 hrs
* Introduction to the [Scala programming language](https://www.scala-lang.org/).
    * Simple web tool: [Scastie](https://scastie.scala-lang.org/)
    * Book: [Essential Scala](https://underscore.io/books/essential-scala/)
* Introduction to [Apache Spark](https://spark.apache.org/)!
* [Exam I: Bonus points!](https://forms.gle/JjRUzDH9AUXmdi1V8)

## 2020-03-30

Agenda:
* (20%) Credit Risk Theory I 
* (80%) [Lifecycle of Loans Risk Models: questions](https://forms.gle/aXckj7dDT55YEuox6)

## 2020-03-25

Agenda:
* Exercise review (10 minutes aprox).
* [Quiz! (Financial Theory)](https://forms.gle/WS4vTQGciNnFq7or8) (25 minutes)
* Coding: Amortization setup and plotting.

## 2020-03-23

Agenda: 
* [Assistance Monitoring 03/23] exercise used for assistance monitoring.
* [Consecutive cashflows] exercise.
* [Cashflows] exercise.


[Assistance Monitoring 03/23]: https://forms.gle/TsniBV3QtqLoZMa2A
[Consecutive cashflows]: https://forms.gle/xcHco6XfZMiu5TS79
[Cashflows]: https://forms.gle/jA3CyUXR7DMj4dHKA