Credit Risk Analysis and Modeling

Learn all about Credit Risk Analysis, Credit Rating, Credit Scoring, Structural Models, Term Structure in details

Deal Score+2

What you’ll learn

  • Learn different measures of credit risk
  • Learn Traditional credit models – credit rating & credit scoring – strengths n weaknesses

  • Learn Probability density function of credit losses (discussion on VaR)

  • Learn Parameter specifications such as Loss given default, prob of default etc.
  • Learn Structural models, Reduced form models and Term structure of credit spreads

Requirements

  • Microsoft Excel
  • Basic knowledge of Accounting concepts
  • Basic of Financial Modeling will be an added advantage

Description

Credit Risk and Rating plays a major role in any of the organization’s lifespan. It is basically determining the funding requirement of the business. So how is it done? It’s very simple if few steps are followed for analysis purpose. So one of the steps in this process is Credit Risk and Rating Modeling. The training will include the following;

1) Different measures of credit risk

2) Traditional credit models – credit rating & credit scoring – strengths n weaknesses

3) Probability density function of credit losses (discussion on VaR)

4) Parameter specifications – eg. Loss given default, prob of default etc.

5) Structural models

6) Reduced form models

7) Term structure of credit spreads

This course is ideal for Financial Analysts, Credit Rating Analysts, Private Equity Analysts, Credit Analysts, Investment Bankers, Corporate Bankers, Business Analysts. The students looking for a career in Finance can take this course. This course will help you a lot in financial sector, may it be Private Equity, Asset Management, Investment banking, Equity Research etc. The course provides hands-on practical training. This can also help you crack your upcoming interviews easily in finance sectors.

Coupon Scorpion