Risk Management - Credit Risk for Banks

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, as witnessed by the high-profile losses that are often reported in the press. This course provides participants with a good understanding of credit risk and the methods for managing it effectively.

By the end of this course, participants will be able to :

• Understand Understand  the fundamental concepts of credit risk
• Evaluate and understand internal and external credit ratings
• Understand value at risk (VaR) and its use in measuring credit risk
• Explain the counterparty risk for derivatives, particularly over-the-counter derivatives
• Describe different credit risk models according to the recommendations of the Basel Committee

• Credit risk in the Banking book building blocks
• From Credit Risk Individual Assessment to Portfolio Monitoring
• Regulatory Requirements for credit risk in the Banking Book.
• Credit Risk in the trading book
• Emerging Trends in Credit Risk

This module is part of the Risk Management Certification. To obtain their certificate, candidates must complete 11 days of training in Risk Management and pass the exam for each course.More details here:  Professional Risk Management Certification