Credit Risk Management for Financial Instruments

Pricing Cost for BPP PD Members: £440.00 + VAT : 6 CPD Hours (£550.00 + VAT for non BPP PD Members - Click here for details of our membership scheme.) Skip to Course Dates and Booking

Course Level

Intermediate

Delegates

This course will be of benefit to dealers, credit officers, auditors and support staff with a good basic knowledge of the financial markets to develop their understanding of credit risk management.

Course content

This one-day course aims to ensure recognition of where credit risk is generated in financial instruments; analyse the levels of credit risk generated given the counterparties to which an institution is exposed; and analyse sensitivity of portfolios to changes in market conditions. In order to build simple Excel models throughout the course, a basic knowledge of Excel is required.

Learning outcomes include obtaining a greater understanding of:

• The Concept of Credit Risk
• Definitions of default, failure to pay and other events
• Credit risk as default probability,
• Recovery rates and exposures when analysing credit risk
• Setting credit limits
• Loss Given Default (LGD), Expected Loss (EL), Exposure at Default (EAD), and Default Correlations
• Credit Exposure and Portfolios of Trades
• Portfolio credit risk
• Effect of netting on credit risk
• Effect of collateral on credit risk
• Calculation of collateral
• Techniques Used to Analyse Credit Risk
• VaR techniques to analyse credit risk
• Basic VaR Parametric and Non-Parametric techniques
• Monte Carlo simulation
• Basic Monte Carlo calculation

Course Dates

Location	Dates	Time	Availability
London	01 Mar 2020	9:00 AM - 5:00 PM	Spaces	Book Now
London	16 Jul 2020	9:00 AM - 5:00 PM	Spaces	Book Now
London	04 Nov 2020	9:00 AM - 5:00 PM	Spaces	Book Now