Credit Risk Management: Frameworks and Strategies

This course will introduce you to the credit risk management principles and concepts. You will also learn about default trends, market indicators and Portfolio Management.​

In this module, we'll cover the principles and concepts of Credit Risk Management. We'll review the purpose, benefits and analytical approaches to credit analysis and explore the integrated financial story, conclusions, and risk decision-making. We'll also cover corporate balance sheets and analyze credit exposures. We'll look at credit risk outlook and strategy, expected loss, risks and rewards and finally wrap up with a look at debt investors and debt and funding products.​

In this module, we'll cover credit markets – trends and recent activity. We'll look at credit spreads, default rates, default frequencies and default probabilities. We'll also look at market indicators, bond spreads cred-t-default-swap markets and credit models. We'll wrap up this module with a look at credit markets and analysis during the pandemic, defaults and bankruptcies.

In this module, we’ll cover principles,  concentration risks, and correlation risks. We’ll cover credit deterioration vs. credit default and Credit-risk mitigation. We’ll wrap up this module with a look at credit derivatives and review the lessons learned from past crises.