"I have definitely gained new skills from the course, especially in the technical approach to assess credit derivative positions…The leader was excellent with great insight on current events…One of the best courses I have attended"
"The knowledge of the lead instructor is world class, delivered in a fashion that can be understood by all attending the course."
Performing Cholesky decomposition; Estimation of market factor volatilities; Analysis of a CDO in the sub-prime meltdown
Spreadsheet exercises using simple portfolio credit model; Spreadsheet exercises with single name credit derivatives
Credit risk management post credit crunch – a new paradigm? How will we make money in the new high cost, low leverage world?
In-house training can save you money
Revised to take into consideration the impact of the global credit crisis, this state-of-the-art credit risk course is essential for every risk management professional.
Starting with an analysis of the credit risk of a single counterparty and transaction-based models, this course moves on to describe the models for evaluating a portfolio of counterparties.
During the second part of the course, credit rating systems are explained, followed by the models used in the context of portfolios of counterparties and portfolio optimisation and performance. The course also provides an in-depth insight into the credit risk mitigation tools and the implementation of Basel II. A practical guide to the latest developments within credit risk, this course will provide you with structured presentations, practitioners' expertise and market examples.
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