Credit Risk Modeling
- Price: US$ 150.00
- Publisher: KESDEE
- Number of modules: 6
- Length: 12-18 hours
- Language: English
- Subscription: 12 months
Tools and Knowledge for Modeling and Understanding Credit Risk
After completing this course you will be able to:
- Build loss distribution and measure expected and unexpected losses
- Select the appropriate credit risk model according to requirements
- Understand various techniques for portfolio credit risk management
In this course, you will learn credit risk models and how to manage credit risk. Credit risk models provide a framework for quantifying credit risk in portfolios of traditional credit products (loans, commitments to lend, financial letters of credit), fixed income instruments, and market-driven instruments subject to counterparty default.
This course focuses on:
- Conceptual Approach to Credit Risk Modeling, the most widely accepted credit model developed by reputed agencies such as JP Morgan, Credit Suisse First Boston, McKinsey and KMV
- Managing credit risk on a portfolio level with special emphasis on active credit portfolio management approach
Corporate training buyers: contact us for pricing and free trial for your company.
Credit Risk Modeling: 6 modules of 2 - 3 hours each
Course Outline
1. Conceptual Approach to Credit Risk Modeling
- Distribution of credit losses
- Conditional vs. Unconditional models
- Approaches to credit risk aggregation
- Correlation between credit events
2. JP Morgan’s Credit Metrics
- CreditMetrics
- Outputs
- Applications
3. CSFB’s CreditRisk+
- Modeling CreditRisk+
- Application
4. KMV Portfolio Manager
- KMV model
- Distance to default
5. Credit Portfolio View
- Default prediction model
- Conditional transition matrix
6. Credit Portfolio Management
- Credit Portfolio Management Approach
- Credit Risk Management Tools
- Credit Derivatives and Asset Securitization