the techniques to effectively manage credit risk in portfolios, loans and instruments
The most commonly used models for assessing the credit risk exposure of a single couterparty or of a multiple portfolio
An in-depth analysis of portfolio performance and portfolio optimisation
Securitisation techniques, CDO products and credit derivative instruments and how they are used to mitigate credit exposure and minimise regulatory capital
The new regulatory requirements for credit risk and the techniques to successfully implement Basel II
Real-life case studies and hands-on exercises for practical credit risk assessment
