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.