Credit Risk

IFF
A London (Inghilterra)

£ 2.299 - (2.702 )
IVA Esente

Informazione importanti

  • Corso
  • London (Inghilterra)
  • Quando:
    20/03/2017
    altre date
Descrizione

The course also provides an in-depth in-sight into the credit risk of mitigation tools and the implementation of Basel III.

Informazione importanti
Sedi

Dove e quando

Inizio Luogo
20 marzo 2017
25 settembre 2017
London
6th Floor, 29 Bressenden Place, SW1E 5DR, London, Inghilterra
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Cosa impari in questo corso?

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

Programma

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?

Ulteriori informazioni

Practical course