|
   
| |
Who
should attend
The
seminar is directed towards members of risk management groups as well as
of financial controlling divisions, consultants and advisors active in
providing services to financial institutions. It is also of interest for
academics of financial departments who want to get a insight into
different credit risk models.
Objective
The
delegates will gain
 |
an
understanding of the basic structure and
input parameters
of a credit risk model, |
| a
survey on different kinds of credit risk models. |
| Different
concepts of credit risk, |
|
Basic
structure and input parameters of a credit risk model, |
| Credit Risk
Models
 |
CreditRisk+, |
|
KMV
Model, |
|
CreditMetrics. |
|
|
Implementation
in the credit line management. |
Practical
Exercise
The
delegates conduct worked examples of credit risk modeling and credit
risk management of a simplified
credit portfolio.
Time
1
- 2 Days
|
