An Introduction to Credit Risk Management
- Offered byedX
An Introduction to Credit Risk Management at edX Overview
An Introduction to Credit Risk Management
at edX
What is credit risk? Why is it so important, in modern economies, to correctly deal with it? This course combines theory with practice to answer these questions.
Duration | 12 hours |
Total fee | Free |
Mode of learning | Online |
Schedule type | Self paced |
Difficulty level | Intermediate |
Official Website | Explore Free Course  |
Credential | Certificate |
An Introduction to Credit Risk Management at edX Highlights
An Introduction to Credit Risk Management
at edX
- Offered By University of Pennsylvania
- Flexible Schedule- Set and maintain flexible deadlines.
- Associated with DelftX
- 100% Online-Start instantly and learn at your own schedule.
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An Introduction to Credit Risk Management at edX Course details
An Introduction to Credit Risk Management
at edX
Skills you will learn
Who should do this course?
- Students having basic knowledge of the financial vocabulary will be suitable for this course
What are the course deliverables?
- Learn the definition and the implications of credit risk for banks and other financial institutions
- Learn the most recent risk regulations for banks: Basel II and Basel III
- Learn how to critically use basic measures of risk like Value-at-Risk and Expected Shortfall: computation and interpretation
- Learn the definition and the use of credit ratings
- Learn how to define the probability of default of a counterparty
- Learn Important credit risk models like Merton's model, the Moody's KMV model, CreditMetrics' and Credit Risk Plus'
- Learn The basics of Credit Default Swaps (CDS)
More about this course
- This course offers you an introduction to credit risk modelling and hedging. We will approach credit risk from the point of view of banks, but most of the tools and models we will overview can be beneficial at the corporate level as well.
- At the end of the course, you will be able to understand and correctly use the basic tools of credit risk management, both from a theoretical and, most of all, a practical point of view. For each methodology, we will analyse its strengths as well as its weaknesses. We will do this in a rigorous way, but also with fun: there is no need to be boring.
An Introduction to Credit Risk Management at edX Curriculum
An Introduction to Credit Risk Management
at edX
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
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