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Credit Risk Training Course

Online

8 - 10 February 2021

Virtual Classroom

This course will start with an analysis of the credit risk counterparty and transaction-based models and move on to describing the models for evaluating a portfolio of counterparties. Key benefits of attending this course are:

  • Learn clear concise techniques to manage credit risk in portfolios, loans and instruments effectively
  • Cover the most commonly used models for assessing credit risk exposure
  • Improve your knowledge with in-depth analysis of portfolio performance and optimisation
  • Get to grips with the latest regulatory requirements & developments regarding Credit Risk, Basel II & Basel III and FRTB
  • Learn what challenges credit risk management faces and what you need to do to deal with these challenges effectively

Exercises include: Estimation of market factor volatilities; Spreadsheet exercises using simple portfolio credit model; Performing Cholesky decomposition; Analysis of a CDO in the sub-prime meltdown; Spreadsheet exercises with single name credit derivatives; Estimation of market factor correlations

Download Credit Risk training course brochure

speaker presentation

We have been delivering online training for many years and know how to ensure the interaction is the same as if you were in a classroom.

The trainer will share his screen to allow you to follow the training session, which will be very practical. Our trainer will include polls, group work, exercises, discussions and breaks.

The course will be 50% pre-recorded, on-demand material that can be accessed at the delegates preferred time. 50% will be delivered ‘live’ with the trainer – timings of this will be flexible in order to best meet the requirements of the demographics of the delegates.

You will be able to ask questions, give feedback and participate in the practical sessions. Class sizes will be capped to ensure every delegate will be guaranteed quality time with the trainer.

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Dates: 8-10 February 2021
Venue: Central London / online

London course fee: £2999.00 + VAT @ 20% = £3598.80
Online course fee: £2399 + VAT if applicable


andrew 1 30 sept 2014

Andrew Street was formerly Executive Director - Head of Arbitrage & prior to that, Director - Head of Equity & Commodity Derivatives at Mitsubishi Finance International (now bank of Tokyo-Mitsubishi).

He has been a senior financial regulator including being Head of Traded Risk at the Financial Services Authority (FSA). This has provided him with a unique insight into the control, regulation & modelling of financial risk across the whole spectrum of financial institutions globally.



riskminds


IFF is proud to be the official learning partner of RiskMinds, the global risk management specialists.

Find out more about RiskMinds International.

The knowledge of the lead instructor is world class, delivered in a fashion that can be understood by all attending the course

Jonathan White, 

Staff Officer, HM Forces

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