Risk Modelling & Analysis Masterclass

Risk Modelling & Analysis Masterclass

For those working in model risk management: Attendees will gain a new understanding of how to approach model risk management. Topics such as practical insights on the model risk management function as well as AI and model risk management technology will be covered in-depth by seasoned instructors.

Over the course of the program, partakers will have the opportunity to learn from like-minded practitioners from various financial organisations from both the US and Europe offering a global perspective. Learn how to apply best practices for model risk within your organisation.

You'll learn

  • Learn different measures of credit risk
  • Learn Traditional credit models – credit rating & credit scoring
  • Learn Probability density function of credit losses (discussion on VaR)
  • Learn Parameter specifications such as Loss given default, prob of default etc.
  • Learn Structural models, Reduced form models and Term structure of credit spreads

Credit Risk and Rating plays a major role in any of the organization’s lifetime. It is basically determining how much money the business will need over the course of its existence. To be able to do this, a few steps are followed for analysis purposes. One of these steps in this process is known to be Credit Risk and Rating Modeling.

This course is ideal for Financial Analysts, Credit Rating Analysts, Private Equity Analysts, Credit Analysts, Investment Bankers, Corporate Bankers, Business Analysts. The students looking for a career in Finance can take this course. The course provides hands-on practical training. This can also help you crack your upcoming interviews easily in the finance sectors.