Credit Risk Measurement and Management – Online Course

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 fysisk kursus. Læs mere.

Hvordan foregår online kurset?

We place great emphasis on interaction. Therefore, the training will be a combination of recorded training, exercises and guidance. The course includes:

  • A recorded class room training without participants, where you will get exercises and solutions as part of the training.
  • Possibility to ask questions and get answers within 24 hours.
  • Two months access to the course. You decide when and at what pace you want to follow the recorded training.
  • A training that is suitable for viewing on both computer and mobile.

You must set aside approx. 2 working days for the course.

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

Se kursusprogram

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.

Sprog

English

Niveau

Intermediate

Varighed

2 days

Pris

Euro 1,540

Vi tilbyder

  • Pedagogical instructor with practical experience
  • Instructor with extensive theoretical knowledge
  • Tools you can directly apply in your daily work
  • Course material reflecting current and future legislation

Online kurset giver dig

  • Course start whenever you want
  • Training at your own pace
  • Possible to ask questions (answers within 24 hours)  
  • Training on computer or mobile phone

Anmeldelser af Credit Risk Measurement and Management (6)

06 jan 2022

Credit Risk - Measurement and Management - Online Course

While my intention was to participate in person, this was sadly not permitted by my employer due to pandemics travel restrictions. But what I got at the end, was likely the best online course I have ever taken, nicely presented with clear narrative and examples. Thumbs up for Jorgen, keep the good work!

As far as the contents are concerned, there were surely applicable chapters, as I deal with PD and LGD models on a daily basis. Despite mostly working with low default portfolios (here is where my questions originate), I found the presented techniques and models interesting and of potential use, and in particular I liked the Excel supplement which finally displayed in practical terms some of the contents I was previously familiar with but never saw a practical example.

Gregor Cigüt

European Investment Bank

05 nov 2019

Credit Risk Measurement and Management

Good overall impression. Nice with the exercises to test various models. The instructor is very knowledgable! Encouraged questions and participation.

Mia O'Conner

Skandikon Administration AB

05 nov 2019

Credit Risk Measurement and Management

Excellent course, especially day 1 was highly relevant for my work! But also Basel III and IV and CDS is highly relevant. Good relation between theory and practice.

Christer Löfgren

Boverket

06 maj 2019

Credit Risk Measurement and Management

Very good course, especially the combination of theory and examples.

Shabana Mugdal

Garantiinstituttet for Eksportkreditt

06 maj 2019

Credit Risk Measurement and Management

The credit risk part was very good to learn although it is not an area I work with a lot. Counterparty risk was highly relevant and the part about CDS was more of my own interest.

Niklas Norrby

iSEC Services AB

06 maj 2019

Credit Risk Measurement and Management

As an architect I find this course extremely valuable for a deep insigt in the domain. Very good examples to explain the principle. Excellent teacher being able to explain the same thing from different angles.

Henrik Larsen

Nordea Bank

Instruktør på dette kursus

Jørgen Just Andresen

Jørgen Just Andresen

Jørgen er adm. direktør og stiftede Financial Training Partner A/S i 2002.

Han har mange års undervisningserfaring fra Financial Training Partner og som chefkonsulent i SimCorps kursusafdeling, hvor han startede i 1996. Før SimCorp arbejdede han i Danske Bank med salg og analyse af obligationer.

Jørgen har arbejdet i flere år som ekstern lektor på CBS (Copenhagen Business School), hvor han blev kåret som årets underviser på HD, Finansiel Rådgivning.

Han er forfatter til bøgerne Finansiel Risikostyring og Finansielle Derivater udgivet på Djøf Forlag.

Han er uddannet cand.merc.int og HD(R)

Jørgen underviser i Derivater, Risikostyring, Porteføljestyring og Fixed Income

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