Credit Risk Measurement and Management – Online Course

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.

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

How is the online course conducted?

We place great emphasis on interaction. Therefore, the training will be a combination of recorded training, exercises and guidance. The course includes:

  • A recorded class room training without participants, where you will get exercises and solutions as part of the training.
  • Possibility to ask questions and get answers within 24 hours.
  • Two months access to the course. You decide when and at what pace you want to follow the recorded training.
  • A training that is suitable for viewing on both computer and mobile.

You must set aside approx. 2 working days for the course.

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 (15)

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. Thumbs up for Jorgen, keep the good work!

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

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.

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

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.

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

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).

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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