Credit Risk Modeling

Through these tutorials we are going to understand the process of credit scoring, rating and modeling.

14

 2h 41m | 22 Videos | 58959 Views |   Intermediate| English[Auto-generated]

Credit Modeling Training:

Credit Rating plays a major role in any of the organization’s lifespan. It is basically determining the funding requirement of the business. So how is it done? It’s very simple if few steps are followed for analysis purpose. So one of the steps in this process is Credit Rating Modeling.

The training will include the following;

1) Different measures of credit risk

2) Traditional credit models – credit rating & credit scoring – strengths n weaknesses

3) Probability density function of credit losses (discussion on VaR)

4) Parameter specifications – eg. Loss given default, prob of default etc.

5) Structural models

6) Reduced form models

7) Term structure of credit spreads

Target Customers:

• Students, Interns
• MBA’s / BBA’s / BMS / B.Com Graduates
• Even people from technical background are also most welcome.
• Keen Working Professionals

Pre-Requisites:

• Microsoft Excel
• Basic knowledge of Accounting concepts
• Financial Modeling

Back to top ^