CREDIT RISK ASSESSMENT, MODELLING AND MANAGEMENT
ABOUT THE COURSE
By the end of the course, participants will be able to:
- Identify the key elements of credit risk
- Analyze the micro-financial drivers of credit risk and macro-economic factors which impact system-wide credit risk
- Explain modeling techniques for assessing credit risk
- Demonstrate proficiency with different methods and tools for credit scoring
- Demonstrate the usage and risks of credit derivatives
- Apply collateral management techniques to credit derivatives exposures
3-DAY INTERACTIVE COURSE
Online or In-House
WHO SHOULD ATTEND?
This course is beneficial for banking personnel in all areas of credit risk. Others who will benefit include, but are not limited to, asset allocators, portfolio strategists, sovereign wealth fund managers, and research staff, risk managers/controllers, private investors, and senior back-office personnel.
The course is also valuable for those interested in credit modeling and those engaged in compliance with all applicable regulations regarding credit risk in financial institutions.
COURSE FEES: R9500.00 | US$450.00 per person
