Credit Portfolio Management
Key Learning Outcomes:
- Identify the key elements of credit risk: probability of default, loss given default, and exposure at default
- Evaluate the inter-action of credit risk within a portfolio exposures (especially default correlation), and how these can be measured and quantified
- Review how the main drivers of credit risk are modeled and sensitized
- Understand how credit portfolio modeling is used within firm-wide risk management and regulatory and economic capital process
Suitability - Who should attend?
Bankers, regulators and analysts who wish to gain insight into the credit portfolio management process, without being modelers themselves. The course is targeted at an intermediate level.
Outcome / Qualification etc.
Credits: 16 CPD pts.
Why choose Fitch Learning
9 in 10 would recommend us to a colleague
Over 1,300 clients worldwide
Average rating 5
"Extremely useful & was pitched at the right level. Enables me to grasp key concepts of portfolio managers." Damir Bajric - Mitsubishi Corporation
An excellent introduction to Portfolio Management training course. James Hambleton - Leeds Building Society
Excellent. Good overview of key concepts in credit portfolio management, especially in quantifying credit risk. Jorge Guerrero - Freddie Mac
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