Managing Credit Risk

Credit risk is the oldest form of financial risk. Although credit risk has existed since antiquity, we still have not perfected the way in which we manage it. This course provides participants with a good understanding of credit risk and the methods for managing it effectively.

Course content

  • Definition of credit risk
  • Types of credit risk:
    Default risk
    Spread risk
    Counterparty credit risk
    Settlement risk
  • Retail and wholesale lending
  • Credit Analysis
  • Credit risk of debt instruments
  • Key concepts of credit risk measurement:
    Probability of default
    Exposure at default
    Loss given default
  • Expected loss (EL) and Unexpected Loss (UL)
  • Future Trends

Target Audience

Risk managers and other financial service professionals with at least 1 year experience in financial services who want to understand credit risk.

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