Course summary
3 days
2,999 GBP excl. VAT
London, Online courses

Course description

Credit Risk - 3 day training course in London

This 3-day credit risk training programme covering analysis and management techniques looks at how to effectively manage credit risk in portfolios, loans and instruments.

Over the three training days, delegates will gain an understanding of the most commonly used models for assessing the credit risk exposure of a single couterparty or of a multiple portfolio and be able to carry out an in-depth analysis of portfolio performance and portfolio optimisation.

The course programme also covers securitisation techniques, CDO products and credit derivative instruments and explains how they can be used to mitigate credit exposure and minimise regulatory capital. Throught the training, the focus will be on the new regulatory requirements for credit risk and the techniques to successfully implement Basel II.  The course features real-life scenarios and practical exercises for practical credit risk assessment.

Suitability - Who should attend?

This training programme is especially suitable for risk managers, treasury staff and regulators.

Training Course Content

This 3-day Credit Risk training course is designed to cover the following units:

  • Introduction to Fundamental Credit Risk and Analysis
  • Portfolio Credit Risk
  • Computer Workshop: Spreadsheet exercises using simple portfolio credit model
  • Overview of Basic Statistics
  • Modelling Credit Exposure of OTC Derivative Products
  • Evaluating the Credit Risk of Derivatives
  • Managing Credit Risk: Securitisation and Risk Transformation
  • Case Study: Analysis of a CDO in the sub-prime meltdown
  • Managing Credit Risk: Credit Derivatives and Risk Transfer
  • Computer Exercise: Spreadsheet exercises with single name credit derivatives
  • Regulatory Capital - Requirements for Credit Risk
  • Group Discussion: Credit risk management post credit crunch – a new paradigm? How will we make money in the new high cost, low leverage world?


The cost of this training course is £2,299 + VAT per delegate.

In-house Training

International Faculty of Finance - IFF can also deliver this course as in-house training, to meet your specific training demands.

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About provider

International Faculty of Finance - IFF Finance & IFE Energy - Specialist Training Courses

As one of the world's leading specialist financial training organisations, The International Faculty of Finance, provides participants in the global financial markets with intensive technical training programmes designed to help them succeed on the global stage.  Established in 1991 we...

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Contact info

IFF - International Faculty of Finance

Maple House 149, Tottenham Court Road
W1T 7AD London

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Average rating 4.9

Based on 8 reviews.

Marcus Vinicius F.Barboza
Very good infrastructure instructor. A broad view of credit risk tools with insights and reflection about current regulation standards
Maurico Briones
Excellent. What I liked most about this course - the trainer and his knowledge
joachim Rajek
Extremely Knowledgable. Great big picture to understand the global oil and gas business
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