Cette formation est proposée sous forme de formation présentielle. En savoir plus

Description

Introduction

Credit risk is the oldest form of financial risk. Although credit risk has existed since antiquity, we still have not perfected the way in which we manage it, as witnessed by the high-profile losses that are often reported in the press. This course provides participants with a good understanding of credit risk and the methods for managing it effectively.

Objectives
  • Understand the fundamental concepts of credit risk
  • Evaluate and understand internal and external credit ratings
  • Understand value at risk (VaR) and its use in measuring credit risk
  • Explain the counterparty risk for derivatives, particularly over-the-counter derivatives
  • Describe different credit risk models according to the recommendations of the Basel Committee
Programme
  • Credit Risk
  • Introduction and definitions
    • Typology
    • Counterparty Risk
    • Default Risk
    • Spread Risk
    • Settlement Risk
  • Lending activities
    • Retail loans
    • Wholesale loans
    • Credit analysis
    • Internal credit rating systems
    • External credit ratings
  • Debt instruments
    • Main features of debt instruments
    • Measuring credit risk for bonds
  • Derivatives
    • Credit default swaps
    • Counterparty credit risk
  • Key concepts of credit risk measurement 
    • Key variables
      • Probability of default
      • Exposure at default
      • Loss given default
    • Default and transition matrices
    • Expected Loss (EL) and Unexpected Loss (UL)
    • Credit VaR
    • Credit portfolio models
  • Future trends
Target Audience

This training course has been designed for a broad audience, i.e. for anyone wishing to acquire fundamental knowledge in Risk Management.


Modalités

Support de cours

Pour des raisons de respect de l'environnement veuillez noter qu'aucun support papier ne vous sera fourni lors de votre formation. Votre support de cours peut être téléchargé gratuitement avant le début du cours via notre portail client (télécharger ici le guide du portail client). Vous pourrez ainsi le consulter sur l’écran de votre appareil mobile ou l'imprimer en cas de besoin. Si votre inscription a été effectuée par un responsable formation de votre entreprise veuillez le contacter pour qu'il puisse vous y donner accès ou vous l'envoyer.

Exam

For this training course, an optional exam is available. In case of interest, candidates can choose a date from the list of proposed examination sessions. Registration for the exam must be made at least five days before the chosen exam date. The exam is subject to a registration fee.


The examination consists of true/false and multiple-choice questions. To pass the exam, a candidate must achieve a score of at least 50% of the total points on the exam.

Certificate

This module is part of the Risk Management Certification. To obtain their certificate, candidates must complete 12 days of training in Risk Management and pass the exam for each course. 

More details here: Professional Risk Management Certification

Lieu
Chambre de Commerce Luxembourg
7, rue Alcide de Gasperi
L-1615 Luxembourg
Luxembourg
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Sessions et horaires

Télécharger le planning (PDF)

  • jeu. 22.09.2022

    08:30 à 17:30

    8H

    Credit Risk for Banks

    Chambre de Commerce Luxembourg

  • ven. 23.09.2022

    08:30 à 17:30

    8H

    Credit Risk for Banks

    Chambre de Commerce Luxembourg

Durée 0H

Lieu Chambre de Commerce Luxembourg

  • mar. 07.06.2022 08:45 à 11:45
  • mar. 14.06.2022 08:45 à 11:45
  • mar. 21.06.2022 08:45 à 11:45
  • mar. 28.06.2022 08:45 à 11:45
  • jeu. 30.06.2022 08:45 à 11:45
  • mar. 05.07.2022 08:45 à 11:45
  • jeu. 07.07.2022 08:45 à 11:45
  • mar. 12.07.2022 08:45 à 11:45
  • mar. 20.09.2022 08:45 à 11:45
  • mar. 27.09.2022 08:45 à 11:45
  • jeu. 29.09.2022 08:45 à 11:45
  • mar. 04.10.2022 08:45 à 11:45
  • mar. 11.10.2022 08:45 à 11:45
  • mar. 18.10.2022 08:45 à 11:45
  • mar. 25.10.2022 08:45 à 11:45
  • jeu. 27.10.2022 08:45 à 11:45
  • mar. 08.11.2022 08:45 à 11:45
  • mar. 15.11.2022 08:45 à 11:45
  • mar. 22.11.2022 08:45 à 11:45
  • jeu. 24.11.2022 08:45 à 11:45
  • mar. 29.11.2022 08:45 à 11:45
  • mar. 06.12.2022 08:45 à 11:45
  • jeu. 08.12.2022 08:45 à 11:45
  • mar. 13.12.2022 08:45 à 11:45
  • jeu. 15.12.2022 08:45 à 11:45