Credit Portfolio Management is a two-day intermediate level course.
Key learning outcomes include:
• Identify the key elements of credit risk
• Evaluate the inter-action of credit risk within a portfolio exposures (especially default correlation), and how these can be measured and quantified
• Review how the main drivers of credit risk are modelled and sensitized
• Understand how credit portfolio modelling is used within firm-wide risk management and regulatory and economic capital process.
The course is designed for bankers, regulators and analysts who wish to gain insight into the credit portfolio management process, without being modelers themselves.
Part of the Fitch Group, Fitch Learning partners with clients to enhance knowledge, skills and conduct. Fitch Learning is a global leader in training with experience of delivering specialised technical training at all levels to the financial community. Fitch Learning partner with clients to elevate knowledge and skills and enhance conduct.
We work with 9 out of 10 of each of the largest Investment Banks, Asset Managers and Global Banks and through state-of-the-art training centres in London, New York, Hong Kong, Singapore and Dubai, and our leading distance learning portals, we train more than 20,000 delegates each year.
