Course video

Last chance to enroll - Admission deadline: September 30

This course is for ambitious risk professionals, consultants and managers eager to master the most important models of credit risk management, and to understand and discuss the always-changing regulatory framework.

You may think you know a lot about the management of risk but could there be more to it than meets the eye?

This unique online course takes a deep dive into the subject of credit risk. It helps ambitious risk professionals, consultants and managers stay abreast of the latest developments in this field.

You will gain in-depth knowledge and hands-on experience of:

• IFRS9 and Basel II-III
• latest approaches to PD modeling – which includes GLM
• LGD modeling using survival models
• possible evolutions of the regulatory framework (such as TRIM, CRR, CRD IV, etc.)
• recent technological advances in this field
• impact of Covid-19 on credit risk modelling

The course comprises four modules that offer an effective blend of theory and practice to make it challenging and valuable so you can use and apply this knowledge in practice from day one. With the knowledge and experience gained, you will be able to perform your current work tasks more effectively and enhance your future professional development in the field.

Join us for an underwater journey to the base of the iceberg. See the full picture and acquire cutting-edge knowledge and skills in a flexible and inspiring way!

Take this course at your own pace!

This online course offers access to course material 24/7 so you can learn at the time and place that suits you.
 

You can enroll now (or any time before September 30, 2023) and start learning right away. The course can be completed in 10 weeks (with an estimated effort of 4-6 hours per week), but you may take additional weeks to finish the course at your own pace until November 29, 2023.
 

Course Highlights

This course includes video lectures, accompanying learning modules created by Deloitte, readings, exercises and assignments. We also offer you the opportunity to interact with other credit risk professionals worldwide.

Learning Objectives

• Gain knowledge about the latest regulatory developments, such as IFRS9, Basel II, Basel III.

• Develop a more solid understanding of the mathematics behind credit risk modeling, which will help you to better understand the foundation of the formulas and models you regularly use.

• Analyze the strengths and weaknesses of important credit risk models.

• Work with model risk and error quantification.

• Investigate the implications of dropping assumptions like Gaussianity.

• Explore open questions like small sample corrections and dependence modeling.

Download Syllabus

Sample video lectures

Watch sample video lectures
 

"In my view the course is a great experience for everyone dealing with credit risk management and wants to advance their knowledge in that field. In the course meetings you get the opportunity to discuss with experts several topics in the credit risk management environment going beyond the lectures' material and you get to know how things work in practice." - Model developer (Dutch Tier-1 bank)

"For me, this was a great experience and I believe I learned a lot, I truly enjoyed the course. The lectures were so nice and also additional materials were useful." - Model validator (Dutch Tier-2 bank)