Learn the complete Credit Risk Analysis skills
What you will learn
Financial Risk Management Illustration Of Value at Risk (VAR) Derivatives Markets Counterparty Risk in context
Collateral in Credit Risk Mitigating CP Risk Example of Collateral Quantifying Counterparty Credit Exposure
Controlling Counterparty Credit Risk Quantifying CR Metrics for Credit Exposure Metrics for EE & EPE Mitigting Counterparty Risk
Mitigting Counterparty Risk Netting and Close Out Impact of Netting Collateral
Description
In this course, we will teach you the comprehensive skills needed to be a Credit Analyst.
We will illustrate the following broad content topics in great detail in this course:
1) Comprehensive credit risk assessment of any company
2) Qualitative assessment of business risk factors
3) Quantitative assessment of financial risk factors
4) Calculating the financial ratios
5) Estimating the cost of debt financing of a company
It is a very comprehensive course that will teach you the complete skills required to be a Credit Analyst.
you will be learning the followings:
Financial Risk Management
Illustration Of Value at Risk (VAR)
Derivatives Markets
Counterparty Risk in context
Counterparty Risk
Components and Terminology in Counterparty Risk
Controlling Counterpart Risk
Example of Default Probability and Credit Risk in CR
Illustration Of Potential Future Exposure
Controlling Counterparty Credit Risk
Quantifying CR
Metrics for Credit Exposure
Metrics for EE & EPE
Mitigting Counterparty Risk
Mitigting Counterparty Risk
Netting and Close Out
Impact of Netting
Collateral
Collateral in Credit Risk
Mitigating CP Risk
Example of Collateral
Quantifying Counterparty Credit Exposure
Impact of Roll off Risk
Typical Credit Exposures
Models for Credit Exposure
Credit Spreads
Interest Rates in Credit Exposures
Netting and Netting Factor
Quantifying CCE II
Quantifying CCE II on Impact of Collateral
Collateral Volatility
Credit Risk and Credit Derivatives
Market Growth and Uses
Linkage Between Bonds
Credit Default Swaps -Detailed
Reference Entity and Obligation
Delivery Squeeze
CDS Risk, Big Bank and Small Bank
Estimating Default Probability
Cumulative Default Probability Function
Collateralised Debt Obligations
Pricing Counterparty CR
Motivation
Practical CVA Formula
Pricing New Trade Using CVA
Bilateral CVA and Three Different CVA Measures
Bilateral CVA
Three Diffferent CVA Measures
Bilateral Counterparty Risk
Pricing a CR – Wrong Way Risk
Counterparty Risk in CDSs
Counterparty Risk and Gap Risk
Loss Distribution and Unexpected Loss
CR Regulation and Basel II
Exposure at Default & Basel II
Trading Desk Approach
The role of CCPs
Content