Credit Risk Assessment, Modelling and Management

Delegates will be offered a comprehensive description of the primary factors involved in analysing macro-financial and micro-financial credit risk. Also, they will explore modelling tools employed for assessing credit risk, and the latest guidelines in credit risk management approach within financial organisations. Attendees will meticulously analyse a wide range of concepts, methods, and strategies leveraged for credit scoring and rating, and how to assess actual risk failure using these methods. Delegates will examine the use and application of credit derivatives mechanisms in evaluating credit risk. Finally, the course covers other unique techniques, such as DVA (debt valuation adjustments) and CVA (credit value adjustment).