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5 - 8 November 2024, In-Person Training in London, UK
5 - 8 November 2024, In-Person Training in London, UK

Masterclass in Credit Risk

Learn advanced quantitative and qualitative techniques to assess credit and counterparty exposures

Early Bird Rate

Save 10% when you book by 1 October 2024

Sign up now for the Masterclass in Credit Risk

Aimed at a wide range of finance professionals this course will give you a clear and comprehensive framework for analysing corporate credit risk. 

This course will teach you how to analyse credit and counterparty exposures against this heightened risk background and help ensure that your skills are up-to-date and represent best practice.

What you'll learn

  • Explain best practices from both a qualitative and quantitative perspective
  • Undertake a detailed analysis of complex financial statements, including making extensive adjustments to reported results (EBITDA, net debt, cashflow measurements) and undertaking appropriate ratio analysis
  • Analyse structural factors such as ownership, double leverage, ring-fencing, and different types of subordination

Case studies and practical sessions

  • 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

Why choose IFF?

  • TRACK RECORD – we have over 30 years of experience in providing training to the banking, finance, and energy sectors 
  • KNOWLEDGE – all of our trainers are highly experienced practitioners and leading subject matter experts
  • VALUE – we provide a practical training experience with skills that can be used immediately


Run this course in-house

International Faculty of Finance's customised training solutions have helped organisations deliver tailored learning in different languages to suit every requirement.

CPD Certified

Engaging in Continuing Professional Development ensures that both academic and practical qualifications do not become outdated or obsolete; allowing individuals to continually ‘up skill’ or ‘re-skill’, regardless of occupation, age, or educational level. This course has been assessed and is CPD-certified.

Riskminds Events Series

In-person and virtual events for the risk management industry. A proud partner of RiskMinds - year-round learning opportunities, virtual gatherings and in-person events keeping risk managers connected.