Credit Risk Management
Benefits
At the end of Credit Risk Management, you will be able to:
- understand the strengths and weaknesses of the major alternative approaches to credit analysis
- apply structural models in default probability prediction and hedging
- apply the intensity approach to value credit default swaps
- understand why models may fail in times of severe market stress and illiquidity
- understand the role of correlation in basket products
- apply the market-standard approach to correlation analysis and understand its strengths and weaknesses.
Benefits to Sponsors and Employers:
Leading business school training brings solid technical expertise to your organisation.
- practical programmes bring immediate benefits: programme participants will be able to apply what they have learnt as soon as they get back to the office
- learning alongside other industry players and discussing real life business cases will enable participants to gain new insights on how to tackle challenges and problems.
