Graduate Certificate in Advanced Credit Risk Metrics
-- ViewingNowThe Graduate Certificate in Advanced Credit Risk Metrics is a comprehensive course that equips learners with essential skills to excel in credit risk assessment and management. This program is crucial in today's economy, given the increasing complexity of financial products and the ever-present risk of financial crises.
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⢠Advanced Credit Risk Modeling: An in-depth study of various credit risk models, including credit scoring, structural models, and reduced form models.
⢠Credit Derivatives and Risk Transfer: Understanding the use of credit derivatives in managing credit risk, including credit default swaps, collateralized debt obligations, and credit spread options.
⢠Measuring Counterparty Credit Risk: Techniques for assessing and quantifying counterparty credit risk, including credit valuation adjustments (CVA), debt valuation adjustments (DVA), and funding valuation adjustments (FVA).
⢠Stress Testing and Scenario Analysis: Methodologies for conducting stress tests and scenario analysis of credit risk metrics under adverse market conditions.
⢠Operational Risk and Its Impact on Credit Risk: An examination of the relationship between operational risk and credit risk, including the impact of operational risk events on credit ratings and credit spreads.
⢠Advanced Portfolio Management Techniques for Credit Risk: Strategies for managing credit risk at the portfolio level, including diversification, hedging, and optimization techniques.
⢠Regulatory Environment for Credit Risk Metrics: An overview of the regulatory framework for credit risk metrics, including Basel III, Dodd-Frank, and other relevant regulations.
⢠Machine Learning and Artificial Intelligence in Credit Risk: The application of machine learning and artificial intelligence techniques in credit risk modeling, including the use of big data and alternative data sources.
⢠Case Studies in Credit Risk Metrics: Analysis of real-world case studies in credit risk metrics, including the 2008 financial crisis, the European debt crisis, and other relevant examples.
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