Credit Risk

Em London (Reino Unido)

£2.299 - (R$8.839)

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  • Curso
  • London (Reino Unido)
  • Quando:
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The course also provides an in-depth in-sight into the credit risk of mitigation tools and the implementation of Basel III.

Informação importante

Instalações e datas

Início Localização
20 março 2017
25 setembro 2017
6th Floor, 29 Bressenden Place, SW1E 5DR, London, Reino Unido
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O que se aprende nesse curso?

Risk Assessment
Risk Analysis
Business Risk
Financial Risk
Risk Management
Credit Risk Management
Market Risk
Credit Crunch
Credit Derivatives
Risk Derivatives
Credit Tax


Agenda Summary ï Introduction to Fundamental Credit Risk and Analysis ï Portfolio Credit Risk ï Overview of Basic Statistics ï Modelling Credit Exposure of OTC Derivative Products ï Evaluating the Credit Risk of Derivatives ï Managing Credit Risk: Securitisation and Risk Transformation ï Managing Credit Risk: Credit Derivatives and Risk Transfer ï Regulatory Capital - Requirements for Credit Risk Case Studies, Exercises and Discussions ï Spreadsheet exercises using simple portfolio credit model ï Estimation of market factor volatilities ï Analysis of a CDO in the sub-prime meltdown ï Estimation of market factor correlations ï Performing Cholesky decomposition ï Spreadsheet exercises with single name credit derivatives ï Credit risk management post credit crunch ñ a new paradigm? How will we make money in the new high cost, low leverage world?

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Practical course