Learn the best strategies and techniques for effective credit risk management

• Manage credit risk in portfolios, loans and instruments effectively
• Use the most commonly used models for assessing credit risk exposure
• Improve your knowledge with in-depth analysis of portfolio performance and optimisation
• Understand and improve knowledge of the latest regulatory requirements & developments regarding Credit Risk, Basel II, Basel III and beyond
• Deal with challenges in credit risk management effectively
• Tackle real-life market situations using interactive exercises, case studies and discussions

• Spreadsheet exercises using simple portfolio credit model
• Estimation of market factor volatilities
• Estimation of market factor correlations 
• Performing Cholesky decomposition
• Analysis of a CDO in the sub-prime meltdown
• Spreadsheet exercises with single name credit derivatives
• Credit risk management post credit crunch – a new paradigm? How will we make money in the new high cost, low leverage world?

Venue: Virtual classroom

Course Leader: Dr Andrew Street, International Risk Specialist

Course Fee: £2999 + VAT @ 20% = £3598.80

• TRACK RECORD – TRACK RECORD – we have been delivering expert training to the banking, finance and energy sectors since 1991
• INNOVATION – our courses are continually reviewed so you can be sure they are focusing on the most current issues
• KNOWLEDGE – all of our trainers are highly experienced practitioners and leading subject matter experts so you can be confident you are learning from the very best
• SMALL CLASS SIZES – to aid learning and increase your personal interaction with the trainer
• VALUE – we provide a practical training experience with skills that can be used immediately to gain a tangible return on your investment
• ACCREDITATION – we are accredited by the British Accreditation Council (BAC)