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. With centers in London, New York, Chicago, Singapore, Dubai and Hong Kong, we are committed to questioning and understanding client needs across the globe and on the ground locally. Our people advise and build learning solutions to accelerate the achievements of the individual and the company, across the entire employee lifestyle.
Our courses cover a wide range of financial topics across ten sectors:
• Corporate Credit Analysis
• Bank Analysis
• Insurance Company Analysis
• Corporate Finance
• Risk Management in Financial Institutions
• Structured Finance & Securitization
• Non-Bank Financial Institutions
• Modeling & Excel
• Capital Markets & Investment
• Professional Skills
Fitch Learning also offers customized, in-house training to meet your specific requirements. We work with our clients to define your needs and work in partnership with you to deliver truly blended, innovative solutions. Our extensive expertise and global teams mean that we can deliver across a range of industries and subject matter.