Credit Risk – Measurement and Management – Online Course

Course description

In this course, you will gain a detailed understanding of how to measure and manage credit risk. 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.

This course is also offered as a physical course. Read more.

How is the online course conducted?

The course is delivered as e-learning through our digital learning platform. The course combines narrated presentations, videos with whiteboard explanations, Excel exercises, quizzes and reading materials, allowing you to learn at your own pace – whenever and wherever it suits you.

You should allow approximately two working days to complete the course. The course includes two months’ access.

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

See course programme

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 Credit Risk - Measurement and Management (11)

19 Mar 2026

Credit Risk Measurement and Management

Very good course. Very pedagogical instructor.

Axel Frederiksson

Swedish National Debt Office

19 Oct 2023

Credit Risk Measurement and Management

The course helped me to better understand system requirements and what users are really looking for. Instructor is great at explaining complex things in a very understandably way.

Sami Kekäläinen, Ilmarinen

Ilmarinen

19 Oct 2023

Credit Risk Measurement and Management

Well prepared course. It feels like the course covers the most general questions in the area. Very knowledgeable instructor. Keeps things simple and is pedagogical.

Lilyum Ågren Bayat, SHB

SHB

19 Oct 2023

Credit Risk Measurement and Management

I learned a lot. I think the professional competence was really excellent.

Roxane Kerninon

Handelsbanken

19 Apr 2023

Credit Risk Measurement and Management

The seminar is very well structured.

Michele Gleichert

Bank Norwegian

19 Apr 2023

Credit Risk and Management

5/5

Hassan Hariri

Vattenfall AB

18 Oct 2022

Credit Risk Measurement and Management

It is relevant to what I do at work. Jörgen has a lot of knowledge and he makes it easy to follow during the course.

Annichen Buri

Sector Asset Management

17 Oct 2022

Credit Risk - Measurement and Management

Really happy about the course and what we have covered! It was very easy to stay engaged.

Anaïs Terré

Nordea

06 Jan 2022

Credit Risk - Measurement and Management - Online Course

While my intention was to participate in person, this was sadly not permitted by my employer due to pandemics travel restrictions. But what I got at the end, was likely the best online course I have ever taken, nicely presented with clear narrative and examples.

As far as the contents are concerned, there were surely applicable chapters, as I deal with PD and LGD models on a daily basis. Despite mostly working with low default portfolios (here is where my questions originate), I found the presented techniques and models interesting and of potential use, and in particular I liked the Excel supplement which finally displayed in practical terms some of the contents I was previously familiar with but never saw a practical example.

Gregor Cigüt

European Investment Bank

08 Sep 2021

Credit Risk Measurement and Management

It is very clearly and relevant.

Sonya Mirzaikamrani

Kommuneinvest AB

08 Sep 2021

Credit Risk Measurement and Management

Good with a bit more theoretical and not only calculations. Pedagogisk och kunnig.

Andreas Mattsson

Trustly

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 also works as an external lecturer at CBS (Copenhagen Business School) and was awarded teacher of the year at CBS’ education Graduate Diploma in Business Administration (Financial planning).

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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