Course Objectives

By the end of the course, participants will be able to:

• Identify the key elements of credit risk
• Analyse the micro-financial drivers of credit risk and macro-economic factors which impact system-wide credit risk
• Explain modelling techniques for assessing credit risk
• Demonstrate proficiency with different methods and tools for credit scoring
• Demonstrate the usage and risks of credit derivatives
• Apply collateral management techniques to credit derivatives exposures