Credit Risk Measurement and Management

Kursusbeskrivelse

The course will give you a detailed knowledge of how to manage credit risk and which techniques are employed. You will learn how to estimate and use the cental credit risk parameters: PD, EAD, LGD and WCDR. You will also learn how they are used in assessing the capital requirements. You will work with credit risk models like KMV Moody’s and CreditMetricsTM in Excel.

Dette kursus udbydes også som online kursus. Læs mere.

Kursusindhold

Credit Risk Modelling
Credit Risk and Capital Requirements
Managing Credit Risk using Credit Derivatives
KMV Moody’s
CreditMetrics
CreditRisk +
Counterparty Risk
CVA, DVA, FVA and BCVA
Stresstesting
Basel IV

Hvem henvender kurset sig til?

– Risk Managers
– Risk Controllers
– Analysts
– Backoffice Employees
– Internal Auditors
– Financial Authorities
– IT-employees
– Operations
– Compliance
– Account Managers

Forudsætninger

A basic knowledge of risk management is required.

Anmeldelser af dette kursus (9)

19 okt 2023

Credit Risk Measurement and Management

The course helped me to better understand system requirements and what users are really looking for. Instructor is great at explaining complex things in a very understandably way.

Sami Kekäläinen, Ilmarinen

Ilmarinen

19 okt 2023

Credit Risk Measurement and Management

Well prepared course. It feels like the course covers the most general questions in the area. Very knowledgeable instructor. Keeps things simple and is pedagogical.

Lilyum Ågren Bayat, SHB

SHB

19 okt 2023

Credit Risk Measurement and Management

I learned a lot. I think the professional competence was really excellent.

Roxane Kerninon

Handelsbanken

19 apr 2023

Credit Risk Measurement and Management

The seminar is very well structured.

Michele Gleichert

Bank Norwegian

19 apr 2023

Credit Risk and Management

5/5

Hassan Hariri

Vattenfall AB

18 okt 2022

Credit Risk Measurement and Management

It is relevant to what I do at work. Jörgen has a lot of knowledge and he makes it easy to follow during the course.

Annichen Buri

Sector Asset Management

17 okt 2022

Credit Risk - Measurement and Management

Really happy about the course and what we have covered! It was very easy to stay engaged.

Anaïs Terré

Nordea

08 sep 2021

Credit Risk Measurement and Management

It is very clearly and relevant.

Sonya Mirzaikamrani

Kommuneinvest AB

08 sep 2021

Credit Risk Measurement and Management

Good with a bit more theoretical and not only calculations. Pedagogisk och kunnig.

Andreas Mattsson

Trustly

Datoer

18 mar 2026 - 19 mar 2026

Vi planlægger løbende nye datoer.

Kontakt os for mere information.

Instruktør på dette kursus

Jørgen Just Andresen

Jørgen Just Andresen

Jørgen Just Andresen is Managing Director of Financial Training Partner A/S, which he co-founded in 2002.

He has many years of teaching experience as a chief consultant at SimCorp’s training department, which he joined in 1996. Prior to SimCorp he worked at Danske Bank with fixed income research and fixed income sales.

Jørgen also works as an external lecturer at CBS (Copenhagen Business School) and was awarded teacher of the year at CBS’ education Graduate Diploma in Business Administration (Financial planning).

He is author of the books Finansiel Risikostyring (Financial Risk Management) and Finansielle Derivater (Financial Derivatives) published by Djøf Publishing.

He holds an M.Sc. (international finance) and an HD (accounting).

Jørgen teaches Derivatives, Risk Management, Portfolio Management and Fixed Income

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