To
ensure we meet your expectations and maximise your return on training
investment, we favour a classroom/workshop set up for the delivery of our
courses. Please note we have therefore limited number of spaces available and
these will be assigned on a first come, first accepted basis. We recommend
early booking to avoid disappointment.
“Theoretical and practical aspects
of credit risk
measuring and
modelling …”
How will you benefit?
The
objective of this workshop is to cover the key aspects of credit risk at a
single name and portfolio level. You will gain a deep understanding of the theory
of credit risk models, credit derivatives through practical workshops illustrating
the basic models. The course will cover the failure of credit risk models
during the credit crisis and how they need to change in the future.
• Learn about the commonly used single
name and portfolio credit risk models
• Hear about methods for managing
credit risk with credit derivatives
•
Get an insight into securitisation and CDO products
• Use workshops to cover
implementations of the key credit risk models
• Cover Basel II implementation and
hear about the weaknesses of the approach
•
Discuss credit risk modelling after the credit crisis
• Understand the strengths and
weaknesses of the different methods to assess default probability
About your expert trainer:
Dr Jon Gregory is a financial consultant and trainer. Until 2008, he was
Global Head of Credit Analytics at Barclays Capital based in
London. Jon has worked on many aspects of credit modelling over the last
decade, being previously with BNP Paribas and Salomon Brothers.
In addition to publishing papers on the pricing of credit
risk and related topics, he is co-author of the book “Credit: The Complete
Guide to
Pricing, Hedging and Risk Management”, short-listed for
the Kulp-
Wright Book Award for the most significant text in the
field of risk management and insurance. He is author of the book “Counterparty risk:
the next challenge for the global financial markets” to be published by Wiley
Finance in December 2009. Jon holds a PhD from Cambridge University.
Pre-course questionnaire:
A detailed questionnaire will be sent to all course participants to
establish exactly where the group training needs lie. The completed forms will
be analysed by the course leader/trainer and followed by telephone if further
clarification is required. As a result we can guarantee that the course is
pitched at exactly the right level and that the issues that you regard as
relevant are addressed. The course material will reflect these issues and will
enable you to digest the subject matter after the event in your own time.
Who should attend?
Banks, Hedge Firms, Asset Managers, Brokerage Firms, Software Firms
•
Credit risk and credit control
•
Credit traders, structurers and sales
•
Risk management
•
Product control
•
Collateral management
•
Technology
•
Middle office
• Legal
