08. Credit Risk Management

The Credit Risk Management (CRM) Program is designed to equip finance professionals with in-depth knowledge, hands-on expertise, and quantitative techniques required for managing credit risks effectively. This rigorous program bridges the gap between theoretical risk frameworks and practical, hands-on risk modeling, mirroring the workflows and modeling standards of institutional risk desks at global investment banks, asset management and consulting firms, and other financial institutions.

This program addresses the dual mandate of credit risk management—satisfying regulatory capital requirements while supporting credit decisions and risk management decisions. Master probability of default models used for both IRB capital calculations and credit underwriting decisions, expected credit loss frameworks and informing loss reserves, and counterparty credit risk methodologies calculating regulatory capital while setting trading limits. Develop institution-level approaches for credit scoring, exposure calculation, and portfolio risk aggregation that pass model validation standards, integrate with loan origination, and generate the credit risk reports reviewed by senior management and banking supervisors.

Modules:

01. Introduction to Credit Risk Management Fundamentals

02. Counterparty Credit Risk and Management Strategies

03. Credit Risk Mitigation through Netting and Collateral

04. Credit Risk Mitigation through Credit Derivatives

05. Credit Risk Mitigation and Basel Regulatory Frameworks

06. Advanced Credit Risk Measures and Exposure Calculation

07. Securitization and Its Role in Credit Risk Management

Prerequisites: Python Programming, Excel | Duration: ~75 hrs | Mode: Live (Instructor-led) and Recorded (Self-Paced)

Includes: Get Started with Anaconda Navigator: Installation Guide, Introduction to Anaconda Navigator, Introduction to Jupyter Notebook, and Interview Guides