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E-Learning Course: Credit Risk Modeling
Description: A comprehensive e-learning product covering four best-known credit risk models Themes of the course: - Conceptual approaches to credit risk models - Comparative analysis of famous credit risk models Course Overview This product deals with credit risk models and management of 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 (swaps, forwards, etc.). This product focuses on: -Conceptual Approach to Credit Risk Modeling -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 After completing this course you will be able to: -Build loss distribution and measure expected and unexpected losses -Select appropriate credit risk model as per organization's requirements -Understand various techniques for portfolio credit risk management Target Audience Every professional involved in the global financial services industry (as a provider, user, regulator or advisor of product/services, marketplace/exchange) would benefit from our innovative solutions. Supervisory Agencies Central Banks Financial Institutions Commercial Banks Investment Banks Housing Societies/Thrifts Mutual Funds Brokerage Houses Stock Exchanges Derivatives Exchanges Insurance Companies Multinational Corporations Accountancy Firms Consultancy Firms Law Firms Rating Agencies Multi-lateral Financial Institutions Others Course Level & Number of Courses: Intermediate Level, Library of 6 Courses Instructional Method: Dynamic, Interactive e-learning
Recommended Background: Familiarity with basic financial concepts
Contents:
Library of 6 Courses Time taken to complete each Course: Two - Three hours 1 Conceptual Approach to Credit Risk Modeling -Objectives -Introduction -Distribution of credit losses -Conditional vs. Unconditional models -Approaches to credit risk aggregation -Correlation between credit events 2. JP Morgan's Credit Metrics -Objectives -Introduction -CreditMetrics -Outputs -Applications 3. CSFB's CreditRisk+ -Objectives -Introduction -Modeling CreditRisk+ -Application 4. KMV Portfolio Manager -Objectives -Introduction -KMV model -Distance to default 5. Credit Portfolio View -Objectives -Introduction -Default prediction model -Conditional transition matrix 6. Credit Portfolio Management -Objectives -Introduction -Credit Portfolio Management Approach -Credit Risk Management Tools -Credit derivatives and asset securitization Set of 2 interactive Job Aids -Regulations -References
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