Credit Risk Modelling

November
 16 - 17 
v
DOWNTOWN CONFERENCE CENTRE, 157 William St, New York, NY 10038, USA
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Course Highlights:

  • Clear and comprehensive treatment of credit modelling from an active practitioner
  • Study materials contain historical data defaults, recovery values and credit spreads unavailable in other single source
  • Update on cutting-edge and unsolved problems in credit modelling
  • Discussion on beating credit benchmarks

Who Should Attend:

  • Credit Risk Management
  • Credit Risk Analysis
  • Credit Risk Modelling
  • Model Validation
  • Portfolio Analysis
  • Portfolio Management
  • Front Office
  • Risk Controller
  • Quantitative Analyst
  • Chief Risk Officer
  • Market Risk
  • Risk Modelling

Learning outcomes:

  • Working-level knowledge of credit models and basic computational techniques
  • Detailed description of copula techniques for measuring asset correlation
  • Knowledge of techniques for consistently outperforming credit indexes
  • Successful credit trading strategies
  • Knowledge of modern portfolio optimization techniques and their application across asset classes

 

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