Overview of Credit Portfolio Risk Management - VIRTUAL RECORDING

Mayra Rodriguez Valladares Recorded April 22, 2010

This midday mini-virtual course will provide highlights of the three day Credit Portfolio Risk Management course offered at NYIF. Observations will be provided on credit portfolio risk management techniques, examining several of the models and approaches that have developed in the marketplace. The course considers how credit derivatives and other risk mitigation methods can be used in the implementation of a credit portfolio risk management program. Also, there is a discussion of the relationship of credit risk to other risks faced by financial institutions including market risk, operational risk, and liquidity risk.

Take this class without ever leaving the office via our Virtual Classroom (Virtual NYIF). Accessible from any internet connected computer - regardless of where you are geographically. All you need is an internet connection, a browser and speakers or audio headphones!

Available TodayOnlineUSD$30
Instructional Method:
Self-Study
Instructor(s): [ Mayra Rodríguez Valladares; ] Level: Intermediate

CPE CREDITS
1
Credit portfolio managers, credit managers, risk managers, risk controllers, credit risk modelers, investment managers, asset managers, portfolio managers, quantitative analysts, IT professionals, regulators.
Students will be able to:
  • Define and discuss the integrated view of risk management
  • Debate the role of the credit reporting agencies
  • Define and Discuss Internal Risk Rating Systems
  • Discuss measuring credit risk in relation to the Value-at-Risk (VaR) approach
  • Define the Options Theoretic Model of credit risk
  • Identify credit risk mitigants
"The instructor is extremely experienced in the credit risk field."
"A good review on the basics of credit risk."
  • Credit Portfolio Risk Management
    • This is a RECORDED online class
    Take this class without ever leaving the office via our Virtual Classroom (Virtual NYIF). Accessible from any internet connected computer - regardless of where you are geographically. All you need is an internet connection, a browser and speakers or audio headphones!
    An Integrated View of Risk Management
    • Define risk
    • Market risk
    • Credit risk
    • Operational risk
    • Evaluate The Role of the Credit Rating Agencies

    Internal Rating Systems and Credit Risk Models

    • Identify requirements for internal rating systems
    • Exposure, default probability & expected loss
    • Define Risk-Adjusted Return on Capital (RAROC) methodology
    • Identify uses of credit models
    • CreditMetrics
    • Credit Value at Risk
    • Options pricing of credit risk

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