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Credit Risk Modelling
http://www.trainingnews.co.uk/listings/307/1/Credit-Risk-Modelling.html
IFF
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By IFF
Published on 11/12/2007
 

Evaluate different models for effective credit risk measurement including asset, spread and transition matrix models. Build credit risk measurement spreadsheets to accurately manage your exposure


  • Evaluate different models for effective credit risk measurement including asset, spread and transition matrix models
  • Build credit risk measurement spreadsheets to accurately manage your exposure
  • Calibrate and implement credit risk models for improved risk measurement and management
  • Compare the different methodologies and overcome problems in model implementation
  • Use credit risk models for setting risk limits, reserving for credit losses and evaluating the adequacy of economic and regulatory capital