Course on methods and models for credit risk

Introduction

Structure

The course is structured into two three-hour half-days of classroom instruction. The course includes significant hands-on learning with the practical analysis of real-world cases, proposed by the students themselves, which are then analyzed and discussed in plenary sessions or through exercises led by the instructor. The course awards two credits, required for the renewal of the school's certifications (AMLACERT, KYCACERT, RCACERT, WSACERT) and the CAMS certification.

Program

• Indicators and strategic evaluation
• Credit risk and Basel III
• Estimation of risk parameters – PD
• The Risk Manager
• Leveraged buyout (LBO)
• LBO transactions
• The credit and pricing process

Request registration form