Managing Credit Risk

Reference:

Technical training

Risk Management

Webinar

Incompany

1 day

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.