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Answerformula in collaboration with Fitch Learning.
Fitch Learning is part of the Fitch Group.

Credit Portfolio Management

Credit Portfolio Management

Course Objectives

Participants will be equipped to:

  • Identify the key elements of credit risk: probability of default, loss given default and exposure at default
  • Evaluate the inter-action of credit risk within a portfolio exposures (especially default correlation), and how these can be measured and quantified
  • Review how the main drivers of credit risk are modelled and sensitised
  • Understand how credit portfolio modelling is used within firm-wide risk management and regulatory and economic capital process.

Target Audience

Bankers, regulators and analysts who wish to gain insight into the credit portfolio management process, without being modellers themselves. The course is targeted at an intermediate level. Related workshops include: Credit Risk: Introduction to Key Concepts, which provides an introduction to the topic, and Risk Management in Banks & the Capital Implications which provides a broader overview of all risk management areas.

  • Course Content

    See course details in: Attachments

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Price: 2.337,00€

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Course takes place at ISAG-European Business School, Campus de Salazares 842, 4100-42 Porto, Portugal:

Course Objectives

Participants will be equipped to:

  • Identify the key elements of credit risk: probability of default, loss given default and exposure at default
  • Evaluate the inter-action of credit risk within a portfolio exposures (especially default correlation), and how these can be measured and quantified
  • Review how the main drivers of credit risk are modelled and sensitised
  • Understand how credit portfolio modelling is used within firm-wide risk management and regulatory and economic capital process.

Target Audience

Bankers, regulators and analysts who wish to gain insight into the credit portfolio management process, without being modellers themselves. The course is targeted at an intermediate level. Related workshops include: Credit Risk: Introduction to Key Concepts, which provides an introduction to the topic, and Risk Management in Banks & the Capital Implications which provides a broader overview of all risk management areas.

  • Course Content

    See course details in: Attachments

Share this product on:
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