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Advanced Credit Risk Management - Delft University of Technology

4 opinioni


Informazioni importanti

  • Corso
  • Online
  • Quando:

Advance your career as a credit risk professional. Learn cutting-edge topics from credit risk experts.

Informazioni importanti

Requisiti: Knowledge of risk management, statistics and probability at the advanced bachelor/master level. Professional business experience is a plus.  


Dove e quando

Inizio Luogo


Thinlay Dorji
Il meglio Is this course done in other mode other than on the web, I mean classroom. I think that its essential and think that ought to take this for around five days and completed.

Da migliorare Everything was positive.

Corso realizzato: Novembre 2016 | Recomendarías este centro? Sí.
Amlan Bhaumik
Il meglio I am fixated on scope given for the subject in the presentation course. I am avid to have this course

Da migliorare Nothing.

Corso realizzato: Novembre 2016 | Recomendarías este centro? Sí.
Vitou Kongsok
Il meglio I have been working in bank in the bureau of credit for a long time as of now. I am as of now looking for a course in credit chance administration to enhance my aptitudes so I am qualified and prepared for higher position in the same industry. I trust that this course will be re-opened soon. A debt of gratitude is in order for EDX giving internet learning. I have gotten generous information and aptitudes from EDX.

Da migliorare Everything OK.

Corso realizzato: Novembre 2016 | Recomendarías este centro? Sí.

Cosa impari in questo corso?

Risk Management
Credit Risk Management
IT risk
IT Management


This course covers cutting-edge topics of credit risk management in a rigorous yet inspiring way. The playing field of credit risk professionals, consultants and managers is continually changing. Developments in financial markets and updates in regulatory frameworks make it a challenging field that makes it vital for you to stay on top of your game. But how? The Advanced Credit Risk Management course from TU Delft, a course designed specifically for risk professionals, provides a unique opportunity to take the next step in credit risk management and helps you in contributing to the stability and economic sustainability of lending institutions. This course is for anyone who wants or needs a deeper understanding of credit risk topics in order to advance current work tasks or support future professional development. The course balances between theory and practice to make it both challenging and valuable for your work. But the course is not just about increased knowledge: you will have the opportunity to interact with peers from different countries and institutions; you will receive feedback from the lecturer, and have the chance to choose together with other course members, one additional topic on which Dr. Cirillo will elaborate further. In addition, close collaboration with industry partners will give you the chance to be acquainted with different voices from the field, and discuss your views with other experts. Key Benefits For individuals: Learn the latest, high-level knowledge on credit risk management and risk modelling. Update one’s knowledge on the new regulatory frameworks. Combine theory and practice to help you to stay on top of your profession. Enhance your employability and career opportunities. Lively interaction with international peers and networking opportunities. For organizations: Increase your organizational knowledge to include updated and cutting-edge credit risk management concepts. Enhance your capability to implement the evolving Basel framework. Improve your basis for sound decision-making in loan granting and risk assessment. Add to your employees’ levels of competence and expand your talent pool.

What you'll learn
  • Gain knowledge about the latest regulatory developments, such as IFRS9 and the future Basel IV.
  • Develop a more solid understanding of the mathematics behind credit risk modeling, which will help you to better understand the foundation of the formulas and models you regularly use.
  • Analyze the strengths and weaknesses of important credit risk models.
  • Work with model risk and error quantification.
  • Explore open questions like small sample corrections and dependence modeling.
  • Investigate the implications of dropping assumptions like Gaussianity.

Ulteriori informazioni

Pasquale Cirillo Since August 2012, Dr. Pasquale Cirillo is Assistant Professor of Applied Probability at the Delft Institute of Applied Mathematics, TU Delft. He received his "Habilitation" in Applied Statistics from the University of Bern, Switzerland, and his PhD in Statistics from Bocconi University, Italy. Besides statistics, he studied economics at the Sant'Anna School of Advanced Studies in Pisa, Italy.