Master advanced credit risk measurement, counterparty risk, CVA, securitization, and credit derivatives used in modern banking and financial institutions.
Build practical FRM-aligned risk management skills through structured lessons on default probability, collateral frameworks, CCPs, credit exposure, portfolio credit risk, and stress testing. This course provides a comprehensive understanding of credit risk analysis using both qualitative and quantitative approaches. Learners will explore borrower evaluation, expected and unexpected loss, credit spreads, CDS pricing, securitization structures, Merton Models, credit transfer markets, and retail credit risk frameworks. Designed for FRM candidates, banking professionals, treasury teams, and risk analysts, the course simplifies complex concepts into practical and application-focused learning. By the end of the course, learners will be able to analyze credit exposure, evaluate counterparty risk, interpret structured credit products, and apply modern credit risk management techniques used across the financial industry.
