Acquire cutting-edge knowledge and skills in a flexible and inspiring way!
This unique online course is for ambitious risk professionals, consultants and managers eager to master the most important models of credit risk management, and to understand and discuss the always-changing regulatory framework.
The 10-week online course comprises four modules that offer an effective blend of theory and practice to make it challenging and valuable for your work. With the knowledge and experience gained, you will be able to advance your current work tasks and support your future professional development in the field.
- Discussion of current and future regulatory frameworks concerning credit risk, from Basel II and III to IFRS 9
- Review of the most relevant models for PD and LGD: from Moody's KMV to CreditMetrics, from logistic regression to survival analysis, with an emphasis on vital concepts like PIT and TTC estimates
- Gain practical experience with accompanying learning modules created by Deloitte
- Access course material 24/7, learn in the time that suits you
- Interact and collaborate with other credit risk professionals from all over the world
- Enjoy diverse learning materials including video lectures, readings, exercises and assignments
- Attend (optional) local Live Chapter Meetings for live discussions and question opportunities with experts and fellow participants.
- Gain knowledge about the latest regulatory developments, such as IFRS9, Basel III and the future "Basel IV".
- Develop a more solid understanding of the mathematics behind credit risk modeling, which will help you to better understand the foundation of the formulas and models you regularly use.
- Analyze the strengths and weaknesses of important credit risk models.
- Work with model risk and error quantification.
- Investigate the implications of dropping assumptions like Gaussianity.
- Explore open questions like small sample corrections and dependence modeling.
Who should participate?
Anyone who is ambitious enough to seek a higher level of competence when dealing with credit risk. Participants may include:
- Credit risk professionals and managers who would like to understand what lies behind the formulas and models they use on a daily basis.
- Risk professionals who would like to increase their understanding of credit risk.
Program taught in: