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.