Credit Risk Models: Theory and Applications
X51.9214
/ $795
FALL 2008
Continuing Education:
Finance
In this course, designed for industry practitioners, students examine techniques to manage, measure, and control credit risks inherent in loans, bonds, and derivative products. Review mathematical models and methodologies widely used in the financial industry to quantify credit risks for stand-alone as well as portfolios of securities. Understand regulatory perspectives on best practices for managing and monitoring credit risks. Analyze the impact of the Basel II accord on the management, measurement, and control of credit risks.
2.0 CEU (24 50-minute sessions)
Students must have a familiarity with derivatives and financial markets and the use of spreadsheets.
This course is applicable toward:
Related Subject Areas: Financial Risk Management
Course Materials
Section 1
Wednesday 6:00pm-8:30pm
October 15 - December 10
No class 11/26.
8 Sessions
Instructor:
Jesus Ruiz-Mata
Location: Norman Thomas Center, 111 E 33
