Credit Risk Measurement and Management – Course in Stockholm

The course will give you a detailed knowledge of how to manage credit risk and which techniques are employed. You will learn how to estimate and use the cental credit risk parameters: PD, EAD, LGD and WCDR. You will also learn how they are used in assessing the capital requirements. You will work with credit risk models like KMV Moody’s and CreditMetricsTM in Excel.
Finance course by Financial Training Partner

Course description

Credit Risk Modelling
Credit Risk and Capital Requirements
Managing Credit Risk using Credit Derivatives
KMV Moody’s
CreditMetrics
CreditRisk +
Counterparty Risk
CVA, DVA, FVA and BCVA
Stresstesting

The course is relevant to

- Risk Managers
- Risk Controllers
- Analysts
- Backoffice Employees
- Internal Auditors
- Financial Authorities
- IT-employees
- Operations
- Compliance
- Account Managers


Course Prerequisites

A basic knowledge of risk management is required.


Speaker

Jørgen Just Andresen

Programme

Date 6 May 2019 - 7 May 2019
Course days 2
Location Stockholm
Language English
Level Intermediate
Price The course fee is SEK 15.500. The price includes course material, lunch and refreshments.