Course in Advanced Credit Risk Management

TU Delft Open & Online Education

Program Description

Course in Advanced Credit Risk Management

TU Delft Open & Online Education

Acquire cutting-edge knowledge and skills in a flexible and inspiring way!

This unique online course from TU Delft in collaboration with Deloitte 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. Deloitte also organizes (optional) local Live Chapter Meetings to meet fellow participants and the instructors, learn current topics and discuss your questions.

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.

Course Highlights

  • 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 Deloitte experts and fellow participants.

Learning Objectives

  • 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 modelling, 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 modelling.

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.

Optional Live Chapter Meetings

The Live Chapter Meetings take place to complement the online course and attendance is optional. The Live Chapter Meetings do not impact the grading. There are two Live Chapter Meetings, one kick-off meeting at the start of the course and one Live Chapter Meeting in spring/summer 2018.

KEY FACTS

  • Start Date: Anytime (Self-Paced)
  • Course Length: 10 weeks
  • Estimated Effort: 4 - 6 hours per week
This school offers programs in:
  • English


Last updated March 6, 2018
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1,500 EUR
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Netherlands - Netherlands Online
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