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An Introduction to Credit Risk Management

Teacher

Pasquale Cirillo

Position

Reviews

NYR/5
NYR

Tutorial Price

$Free: Add a Verified Certificate for $50 USD
https://www.edx.org/course/an-introduction-to-credit-risk-management

Level

NYR

Duration

7 Weeks

# of Reviews

Module Type

On demand video

The definition and the implications of credit risk for banks and other financial institutions The most recent risk regulations for banks: Basel II and Basel III How to critically use basic measures of risk like Value-at-Risk and Expected Shortfall: computation and interpretation The definition and the use of credit ratings How to define the probability of default of a counterparty Important credit risk models like Merton’s model, the Moody’s KMV model, CreditMetrics™ and Credit Risk Plus™ The basics of Credit Default Swaps (CDS) What stress-testing is and why it is useful

Instructors

Pasquale Cirillo

Link to Course

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