Credit Risk - Training Resources

Risk Management and Modelling Course Outline This course develops a set of tools essential for the accurate management of the wide range of risks encountered in capital markets. Techniques are applied cumulatively in a sequence of workshops that include Value at Risk and its limitations, practical uses of Monte Carlo simulations and the Merton and Gaussian approaches for estimation of probabilities. Who The Course is For  more...

Equity Derivatives Valuation and Management Course Outline Equity derivatives have been growing in importance over a number of years and are now well established in the financial marketplace. This seminar is for anyone who wishes to be able to price, use, manage or evaluate equity derivatives and exotic equity options. More than half of the seminar is devoted to practical small group sessions. Who The Course is For Anyone who wishes  more...

Convertible Bonds and Securities ...including pricing convertible bonds, the incorporation of credit risk, calculating Greeks and simulating trading strategies. Exercises and pricing models are implemented using Excel functions and macros and participants will be able to take away all worked examples. Who The Course is For * Traders * Credit and equity risk managers * IT * Middle office * Quantitative researchers *  more...

Problem Loan Management Navigating the Credit Crisis Course Outline After marginal loans are closed and funded there is usually an opportunity for the loan officer to observe warning signs to prevent those loans from becoming classified or even going into bankruptcy. This course provides a strong analytical foundation so delegates can set up an effective ?Early Warning System? for prospective borrowers and loans already in the portfolio. This  more...

Quantitative Techniques for Credit Derivatives Course Outline The objective of this course is to develop a solid understanding of the current framework for modelling and pricing credit derivatives. Participants will gain the mathematical and practical background necessary to apply the various models in the market and will learn about recent advances in the field. Who The Course is For * Quantitative analysts * Risk managers *  more...

Credit Derivatives 2 Practical Implications of Pricing Course Outline The accurate and consistent pricing of credit derivatives is crucial to gaining a competitive edge in today's market. The objective of this workshop is to develop a solid understanding of the current frameworks for pricing credit derivatives and to give participants the mathematical and practical background necessary to evaluate the various pricing methodologies on the market.  more...