Course description
Credit Portfolio Management
Key Learning Outcomes:
- Identify the key elements of credit risk: probability of default, loss given default, and exposure at default
- Evaluate the inter-action of credit risk within a portfolio exposures (especially default correlation), and how these can be measured and quantified
- Review how the main drivers of credit risk are modeled and sensitized
- Understand how credit portfolio modeling is used within firm-wide risk management and regulatory and economic capital process
Upcoming start dates
Choose between 2 start dates
Suitability - Who should attend?
Target Audience
Bankers, regulators and analysts who wish to gain insight into the credit portfolio management process, without being modelers themselves. The course is targeted at an intermediate level.
Outcome / Qualification etc.
Credits: 16 CPD pts.
Why choose Fitch Learning
9 in 10 would recommend us to a colleague
Over 1,300 clients worldwide
CPD recognized
Reviews
Average rating 4.8
Based on 9 reviews.
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25 Apr 2024
15 Apr 2024
Clear, relevant presentation by the instructor
12 Jul 2023
The instructor is very well experienced
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Fitch Learning
Fitch Learning (Head Office & Training Centre)
The Corn Exchange, 55 Mark Lane
EC3R 7NE London
Fitch Learning
Part of the Fitch Group, Fitch Learning partners with clients to enhance knowledge, skills and conduct. With centers in London, New York, Singapore, Dubai and Hong Kong, we are committed to questioning and understanding client needs across the globe and...
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The course material is good and detailed. The instructor, Richard Levine CFA, is knowledgeable and explained the material very well and systematically. His ability to engage wit...