Credit Risk Measurement and Management

Course description

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.

Course content

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
Basel IV

The course is relevant to

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

Prerequisites

A basic knowledge of risk management is required.

Reviews of this course (24)

05 Nov 2019

Credit Risk Measurement and Management

Good overall impression. Nice with the exercises to test various models. The instructor is very knowledgable! Encouraged questions and participation. Nice, small group.

Mia O'Conner

Skandikon Administration AB

05 Nov 2019

Credit Risk Measurement and Management

Excellent course, especially day 1 was highly relevant for my work! But also Basel III and IV and CDS is highly relevant. Good relation between theory and practice.

Christer Löfgren

Boverket

06 May 2019

Credit Risk Measurement and Management

Very good course, especially the combination of theory and examples.

Shabana Mugdal

Garantiinstituttet for Eksportkreditt

06 May 2019

Credit Risk Measurement and Management

The credit risk part was very good to learn although it is not an area I work with a lot. Counterparty risk was highly relevant and the part about CDS was more of my own interest.

Niklas Norrby

iSEC Services AB

06 May 2019

Credit Risk Measurement and Management

As an architect I find this course extremely valuable for a deep insigt in the domain. Very good examples to explain the principle. Excellent teacher being able to explain the same thing from different angles.

Henrik Larsen

Nordea Bank

13 Nov 2018

Credit Risk Measurement and Management

Very good course. It covered a lot in only two days. Highly recommended! Very good combination of examples and theory. The instructor was knowledgeable!

Magnus Pettersson

AB Svensk Exportkredit

13 Nov 2018

Credit Risk Measurement and Management

Overall very good (close to 5). Great with some exercises to each area. Good level of the explanations etc.

Johan Lindqvist

Qliro

13 Nov 2018

Credit Risk Measurement and Management

I found a lot of inspiration that can be used at work. There was a sufficient amount of exercises and theory. The instructor was very much skilled in teaching risk.

Pinar Omeroglu

B3 Management

19 Apr 2018

Credit Risk Measurement and Management

The course had a good variation of theory and practice. Jørgen is an excellent lecturer with a deep knowledge in credit risk.

Mikael Polo

Nordax Bank

19 Apr 2018

Credit Risk Measurement and Management

Everything was excellent. The instructor was very professional and communicative and gave examples that can be related to todays market.

Filip Gagneus

Husqvarna

19 Apr 2018

Credit Risk Measurement and Management

I really enjoyed the seminar. I have not worked that much with credit risk so I found it very interesting. Good combination of theory and practice. The instructor was very competent and intuitiv. He had knowledge of both theory and how its used in practice.

Axel Olsson

Ficope Risk Management

19 Apr 2018

Credit Risk Measurement and Management

Excellent course and instructor. Very good course facilities.

Mattias Klint

B3IT Management

19 Apr 2018

Credit Risk Measurement and Management

Perfect teaching methods. Great instructor.

Joakim Sternhufvud

SKF International

19 Apr 2018

Credit Risk Measurement and Management

Excellent course.

Frederik Hauge

Banking Circle

19 Apr 2018

Credit Risk Measurement and Management

Great course and teaching methods. Excellent instructor.

Karl Hultkrantz

Nordea

08 Feb 2017

Credit Risk Measurement and Management

The course was very well explained and easy to follow. Counter party risk could be used for my work. Good exemples and adequete time for exercises. The instructor had clear explanations with good examples.

Fumiko O'keefe

SKF International AB

08 Feb 2017

Credit Risk Measurement and Management

The course gave an excellent overview of the subject. These are definitely things that I can pick up and apply to my work. The instructor was very compentent and had a good relaxed way of communicating and explaining complicated things.

Mats Slotte

Nordic Development Fond

17 Nov 2016

Credit Risk Measurement and Management

Very good teaching methods. The instructor was very good and so were the course facilities.

Jenny Spångberg

Kammarkollegiet

17 Nov 2016

Credit Risk Measurement and Management

Good to mix between exercises and listening. Very good instructor and very good course facilities.

Marta Rydell

AP7

28 Oct 2016

Credit Risk Measurement and Management

Good, relevant and educational. Good with variation/workshop/case tasks. Great course facilities.

Siamand Babataheri

AP7

28 Oct 2016

Credit Risk Measurement and Management

4/5

Lars Martinsson

Nordea

28 Oct 2016

Credit Risk Measurement and Management

Very good but challenging. Very good teaching methods with solutions on the exercises so you can practice at home. Very good course facilities.

Ann Carlsson

SEB

28 Oct 2016

Credit Risk Measurement and Management

Very good, pedagogic and clear. The trainer was very clear and could also answer everything. Really good service and food.

Anders Frennstedt

SEB

28 Oct 2016

Credit Risk Measurement and Management

Good teaching methods with excel exercises also. Good trainer and good facilities. Especially the food. Good that we were only 10 persons so that we could ask questions.

Safia Djemili

SEB

Dates

7 Sep 2021 - 8 Sep 2021

We are currently planning future dates.

Please contact us for more information.

Instructor on this course

Jørgen Just Andresen

Jørgen Just Andresen

Jørgen Just Andresen is Managing Director of Financial Training Partner A/S, which he co-founded in 2002.

He has many years of teaching experience as a chief consultant at SimCorp’s training department, which he joined in 1996. Prior to SimCorp he worked at Danske Bank with fixed income research and fixed income sales.

Jørgen has worked for a number of years as external lecturer at Copenhagen Business School and was awarded teacher of the year at CBS’ education Graduate Diploma in Business Administration (Financial planning) in 2016.

He is author of the books Finansiel Risikostyring (Financial Risk Management) and Finansielle Derivater (Financial Derivatives) published by Djøf Publishing.

He holds an M.Sc. (international finance) and an HD (accounting).

Jørgen teaches Derivatives, Risk Management, Portfolio Management and Fixed Income

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