Credit Risk and Credit Derivatives

Name: Credit Risk and Credit Derivatives
Price: 354 INR
Rating: 4.0 (3 reviews)

Intermediate
English
35 Learners
Validity: 3 years

4.0 Rating

Course Highlights

12 Videos
1+ Hour of Content

Introduction

This is a perfectly designed course on Credit Risk and Credit Derivatives which will help you make learn the principles of credit risk and how it is managed.You get to know the basic level of understanding the risks and how it can be hedged by utilizing credit derivatives market.

What Will You Learn?

To create an understanding on different types of credit risk, and give a clear knowledge in effectively managing credit risk using credit derivatives.Gain an understanding of the latest instruments for managing and trading credit risk with this intensive short-term Credit Derivatives Course.

Topics Covered

The Merton Model
Credit Spread
Subordinate Model
Interest rate dynamics
Application difficulties of Metron model
PD and LGD from Metron model
Moody's KMV Portfolio manager
Credit Portfolio view
Credit Derivatives
Derivatives with credit risk
Credit risk exposure

Intended Participants

This course is for those who want to use credit derivatives as privately negotiated bilateral contracts to manage their exposures to credit risk, like people engaged in small/large business and in banks.