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Credit Risk Training Course

Real-life case studies and exercises for practical credit risk assessment

13 - 15 February 2019

London, UK, Venue TBC

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

Download Credit Risk training course brochure

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Dates: 13-15 February 2019 & 18-20 September 2019
Venue: Central London
Course Leader: Andrew Street
Course Fee: £2299.00 + VAT @ 20%  = £2758.80

View the Credit Risk training course agenda

Packed with case studies, exercises, computer workshops and discussions to give you a thorough grounding in techniques and strategies to manage credit risk

These 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

what is the risk

What is the Risk?

Understand what it is about risk today that is making life so difficult for risk managers by downloading this article written by Andrew Street.

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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.

IFF's Credit Risk course is part of a portfolio of practical, professional courses that draw on our trainers' global experience.

Hear trainer Andrew Street introduce the course in this exclusive video.

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IFF is delighted to offer a 10% discount to attend our sister company's RiskMinds International event, the leading risk management conference in the world.

3-7 December, 2018

Hotel Okura, Amsterdam

Find out more

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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