Advanced Credit Risk Management (ACR)
|
Understanding and identifying how to limit credit risk exposure is a complex
task. This two-day course will provide attendees with a wide spectrum of
methodologies for the evaluation and measurement of credit risk. In addition,
participants will join in an in-depth examination of the benefits and drawbacks
inherent in utilization of various credit risk mitigation instruments.
Who Should Attend
This two-day advanced workshop is perfect for those who are already familiar
with the basics of credit risk management and want a more in-depth understanding
of the field and tools available. This course uses two unique case studies which
require the delegate to apply credit risk management principles and techniques
to complex scenarios.
Prerequisites:
Delegates entering this course should already
have successfully completed Princeton Energy Programme’s
Energy Risk Management
or have equivalent experience.
|
Pre-classroom Study
As part of our blended learning package,
this workshop has a specific web-based course which is recommended as
pre-classroom study. Upon registering for the workshop delegates will receive
details of how to access the web-based course. Access to the web-based course
is included in the price of the classroom course.
To optimize your classroom experience, it is recommended you take the
appropriate online study as close to the classroom date as possible.
The recommended pre-classroom study for this workshop is:
Introduction to Credit Risk Management
|
What You Will Learn
- Types of credit risk
- Quantification of credit risk (Z-Score, KMV’s rating system)
- Credit risk of various instruments (futures, OTC options, etc.)
- Default probabilities
- Qualitative approaches to credit risk (rating agency methods)
- Types of credit derivatives
- Special risks of credit derivatives
- Internal control issues with credit derivatives
- Accounting issues with credit derivatives
16 CPE credits awarded for this course
Our class sizes are limited to 20 delegates to ensure maximum individual
attention.
|
