Free Online Course: Credit Risk Management by Tu Delft

Do you want to know more about risk management in your business? This course can help you clear out doubts on these points.

This course offers you an introduction to credit risk modelling and hedging. We will approach credit risk from the point of view of banks, but most of the tools and models we will overview can be beneficial at the corporate level as well.

Your time spending with this course is worth because you may understand the use of many basic tools related to credit risk management. You will learn with great methods, so that you can have fun and learn at the same time.

At the end of the course, you will be able to understand and correctly use the basic tools of credit

What you’ll learn

• The definition and the implications of credit risk for banks and other financial institutions
• The most recent risk regulations for banks: Basel II and Basel III
• How to critically use basic measures of risk like Value-at-Risk and Expected Shortfall: computation and interpretation
• The definition and the use of credit ratings
• How to define the probability of default of a counterparty

• Important credit risk models like Merton’s model, the Moody’s KMV model, CreditMetrics™ and Credit Risk Plus™
• The basics of Credit Default Swaps (CDS)
• What stress-testing is and why it is useful

 

Click here to enroll the course for free