FitchTraining |
 |
Fitch Training is a specialist training firm focused on the provision of credit and corporate finance training. Courses are offered in three areas: financial institutions, corporate credit and securitization. Fitch Training is part of Fitch Solutions, a division of the Fitch Group. We also work in partnership with Fitch Solutions to provide quantitative training.
Fitch Training operates worldwide with trainers based in Europe, the US and Asia. We have trained in over 80 cities globally. Our public (open) courses are now offered in 14 locations across EMEA, North America and Asia Pacific. We can also deliver training in French and Mandarin, as well as in English.
FitchTraining is based in London, UK, United Kingdom
What we do
Fitch Training is a specialist training firm focused on the provision of credit and corporate finance training. Courses are offered in three areas: financial institutions, corporate credit and securitization. Fitch Training is part of Fitch Solutions, a division of the Fitch Group. We also work in partnership with Fitch Solutions to provide quantitative training.
How we do it
Trainers All our trainers have substantial experience in their particular areas of expertise, gained from working in financial institutions. This practical background enhances the learning experience and is one of many aspects that distinguishes the quality of our training. People able to combine this depth of knowledge with a talent for teaching is a rarity. It is because our trainers are skilled in the art of learning that they are part of the Fitch Training team.
Process Our trademark is the structured 4-step approach which we apply to all analytic courses. This structure enables participants to apply what they learn in the classroom to the challenges they face back at the office. We give them the tools they need to make and support their own credit judgements.
Style Courses are highly interactive, practical and market-focused. Using a case study approach, we coach, challenge and inform our participants. We ensure they become skilled in the application of the analysis, not just understand the principles.
Where we do it
Fitch Training operates worldwide with trainers based in Europe, the US and Asia. We have trained in over 80 cities globally. Our public (open) courses are now offered in 14 locations across EMEA, North America and Asia Pacific. We can also deliver training in French and Mandarin, as well as in English.
Why choose us
Fitch Training has over twenty years experience of delivering high quality training; training which enhances and hones the credit skills of experienced professionals. Our ability to consistently deliver this level and quality of training is intrinsically linked to our dedicated trainers who train only for us. We are offering over 200 public courses in 2008. We strive to continue expanding our course offerings, our locations and our language capabilities to ensure we can respond to the needs of our clients.
Fitch Training is a specialist training firm focused on the provision of credit and corporate finance training. Courses are offered in three areas: financial institutions, corporate credit and securitization. Fitch Training is part of Fitch Solutions, a division of the Fitch Group. We also work in partnership with Fitch Solutions to provide quantitative training.
How we do it
Trainers All our trainers have substantial experience in their particular areas of expertise, gained from working in financial institutions. This practical background enhances the learning experience and is one of many aspects that distinguishes the quality of our training. People able to combine this depth of knowledge with a talent for teaching is a rarity. It is because our trainers are skilled in the art of learning that they are part of the Fitch Training team.
Process Our trademark is the structured 4-step approach which we apply to all analytic courses. This structure enables participants to apply what they learn in the classroom to the challenges they face back at the office. We give them the tools they need to make and support their own credit judgements.
Style Courses are highly interactive, practical and market-focused. Using a case study approach, we coach, challenge and inform our participants. We ensure they become skilled in the application of the analysis, not just understand the principles.
Where we do it
Fitch Training operates worldwide with trainers based in Europe, the US and Asia. We have trained in over 80 cities globally. Our public (open) courses are now offered in 14 locations across EMEA, North America and Asia Pacific. We can also deliver training in French and Mandarin, as well as in English.
Why choose us
Fitch Training has over twenty years experience of delivering high quality training; training which enhances and hones the credit skills of experienced professionals. Our ability to consistently deliver this level and quality of training is intrinsically linked to our dedicated trainers who train only for us. We are offering over 200 public courses in 2008. We strive to continue expanding our course offerings, our locations and our language capabilities to ensure we can respond to the needs of our clients.
 online course |
 instructor-led class |
 learn at home |
 group study |
 self-directed study |
 cd-based training |
 DVD video training |
 printed book |
 e-book digital book |
 workshop seminar |
 train the trainer |
 computer-based learning |
 discount pricing |
 online tutorial |
Advanced Bank Analysis Evaluating Complex Financial Statements
: A two-day advanced case study based workshop which drills down into the financial statements of banks and securities companies in order to identify and quantify the risks of more complex business lines.
Bank Failures Applying Lessons Learned Early Warning Signals
: A two-day masterclass for experienced analysts offering an insight into the causes and early warning signals of credit deterioration and failure in financial institutions. The workshop contains both local and international cases of distress in banks, broker dealers and finance companies to identify common themes and financial, non-financial and market indicators of deterioration. This workshop can be combined with the one-day Early Warning Signals in Insurance Companies.
Basel II Best Practices for Pillar 1 2 3 Implementation by Algorithmics
: A two-day workshop for senior management or Basel project teams/ managers initiating Basel II projects or transitioning from Standardised to IRB approaches. The workshop imparts practical strategic and tactical knowledge of global best practices for successfully implementing economic and regulatory capital projects with a focus on maximising ROI of such large-scale, multi-year, enterprise-wide, risk and data management projects.
Basel II Calculating Credit RWA in the Banking Trading Book by Algorithmics
: A three-day workshop for regulatory and economic capital modelling, validation and reporting professionals to calculate and validate Pillar 1 Credit RWA results. The workshop imparts the validation and analytic skills needed to assess the results of Credit RWA exposure level results across both banking book and trading book exposures and by Standardised and IRB approaches.
CMBS Credit Risk Workshop US
: Develop a structured approach to assessing the risks and returns of CMBS asset classes.
Complex Derivative Transactions A Credit Masterclass
: A one-day advanced workshop applying a structured approach to the analysis of counterparty risk in complex derivative transactions. The workshop is designed for experienced credit analysts, credit approvers, auditors, and regulators who have an understanding of the credit risk in derivative products but need practice in the application of analytical tools to complex transactions.
: A one-day advanced workshop applying a structured approach to the analysis of counterparty risk in complex derivative transactions. The workshop is designed for experienced credit analysts, credit approvers, auditors, and regulators who have an understanding of the credit risk in derivative products but need practice in the application of analytical tools to complex transactions.Consumer ABS Credit Risk Drivers of Performance Europe
: A one-day workshop to develop an in-depth analytic approach to assessing the credit risk, structural aspects and returns of Credit Card and Auto ABS asset classes.
Counterparty Credit Risk in Derivatives
: A three-day workshop for credit risk, derivative and finance professionals to assess counterparty risk in derivative transactions and repos. The workshop imparts the analytic skills needed to assess the types and amounts of credit exposure across the major derivative products and applies lessons learned from the current crisis to mitigate risk.
Covered Bonds Credit Market Risk Workshop Europe
: Covered Bonds: Empower your credit judgment, improve your market knowledge and learn how Covered Bonds differ from RMBS and other bank issued instruments.
Credit Portfolio Management Key Concepts
: A two-day intermediate level workshop on how credit portfolios are managed, modelled and sensitised within Basel II and economic capital frameworks.
Credit Risk Introduction to Key Concepts
: A one-day introductory level workshop offering an overview of the key tools and concepts of credit risk management in financial institutions and how they fit into Basel II capital allocation. The workshop is designed for back-office and support staff who wish to understand better how credit risk impacts their employers or clients.
: A one-day introductory level workshop offering an overview of the key tools and concepts of credit risk management in financial institutions and how they fit into Basel II capital allocation. The workshop is designed for back-office and support staff who wish to understand better how credit risk impacts their employers or clients.Early Warning Signals in Insurance Companies
: A two-day masterclass for experienced insurance analysts offering an insight into the causes and early warning signals of credit deterioration and failure in property and casualty (non-life), life and reinsurance companies. The workshop reviews both local and international cases of credit distress or failure to identify common themes and financial, non-financial and market indicators of deterioration. This workshop is a follow up to the Insurance Company Analysis workshop.
Emerging Market Banks Sovereigns
: A three-day workshop for credit risk management, origination, and fixed income professionals focusing on emerging markets. A structured approach to the analysis of emerging market banks and sovereign exposures, including limited disclosure situations.
Hedge Funds A Credit Perspective
: A two-day intensive workshop offering an in depth structured approach to the analysis of hedge funds and alternative investment strategies. The workshop takes a credit focus for bankers and analysts but is also appropriate for a wider audience who need to understand the key risk issues of the hedge fund industry.
IFRS for Banks A Credit Perspective
: A one-day workshop for experienced analysts, focusing on the impact that the change to IFRS will have on the key performance indicators and analysis of Banks.
Insurance Company Analysis
: A three-day workshop for credit risk, origination, fixed income and insurance professionals. A systematic approach to credit risk analysis for European and international non-life and life insurance companies
Intensive Bank Analysis
: A three-day workshop for credit risk management, fixed income and origination professionals. An in-depth analytic approach to the credit and needs analysis of commercial banks, tailored to the markets where it is held.
Intensive Bank Analysis Community Regional Banks
: A two-day workshop for credit risk management, origination and fixed income professionals focusing on the opportunities and threats for US money centres and regional banks.
Introduction to Bank Financial Statements
: A two-day workshop covering the basics of financial statement analysis for banks. Designed for analysts with limited accounting background and/ or new to the analysis of financial institutions. A preparation for the intermediate level seminars: Non-Bank Financial Institutions, Intensive Bank Analysis: Community & Regional Banks, Intensive Bank Analysis and Emerging Market Banks & Sovereigns.
Introduction to Insurance Financial Statements
: A one-day workshop for those new to the analysis of insurance companies, covering the basics of insurance company financial statements. This workshop is a preparation for the Insurance Company Analysis workshop.
Introduction to Life Insurance Financial Statements
: A one-day introductory level workshop, covering the key components of a life insurance companya s statutory (SAP) and GAAP financial statements and the key ratios to analyse financial strength.
Introduction to Property Casualty Financial Statements
: one-day introductory level workshop, covering the key components of a property and casualty (P&C) companya s statutory (SAP) and GAAP financial statements and the key ratios to analyse financial strength.
Islamic Banking
: A one-day introductory workshop for bankers and credit risk management professionals wishing to better understand Islamic Banking institutions and practices. A structured approach to the credit analysis of Islamic Banks.
Liquidity Risk Management in Banks
: A two-day case study based workshop offering a structured approach to the analysis of liquidity challenges in banks, incorporating both lessons learned from the crisis and Basel guidelines for sound liquidity management.
Non-Bank Financial Institutions
: A three-day intensive, case study based, workshop offering an in depth view of the main non-bank financial institutions: finance and leasing companies, securities companies and regulated funds and fund managers.
Risk Management in Banks the Capital Implications
: A two-day workshop designed to give a better understanding of enterprise risk management procedures within banks and how these risks are addressed by both Basel II and internal economic capital models. An overview of best practice in the identification, monitoring and management of risk.
RMBS Assessing Value Risk Europe
: Develop an in-depth analytic approach to assessing the credit risk, structural aspects and returns of RMBS asset classes.
Sovereign Country Risk
: A two-day case study based workshop for those without a formal economics background. The intensive workshop will offer a structured approach to the analysis of sovereign and country risk in both emerging and mature markets and will review lessons learned from both the current and previous crises.
Understanding Securitization ABS US
: This one-day introductory workshop provides an overview of securitization and a framework for evaluating ABS.
US Insurance Company Analysis
: A two-day workshop for credit risk, origination, fixed income and insurance professionals. A systematic approach to assess the credit risks in US Property casualty and life insurance companies, using both statutory and GAAP accounting.
|
Head Office
London UK United Kingdom |
