Advanced Credit Risk Modelling and Management

Starts: Thursday December 03, 2009 at 9:00am
Ends: Friday December 04, 2009 at 4:00pm
Event Type: Training/Seminar
Location: Mövenpick Hotel
Prague, HLAVNí MěSTO PRAHA CZ
Price: 1500 EUR
Website: http://www.moneco.com/Advanced-Credit-Risk-Modelling-and-Management
Industry: banking
Keywords: New Challenges In Credit Risk Management, Modelling Default Risk And Default Correlations, Structural Models And Reduced Form Models, Copulas In Credit Risk Models, Managing Credit Risk, Using Credit Derivatives To Transfer Credit Risk, Traditional Asset
Intended For: Chief Risk Officers, Credit Risk Officers, Lead Credit Risk Analysts, Heads of Credit Risk Modelling, Basel II Project Managers/Co-ordinators, Heads of Credit Risk Management, Basel II Specialists, Credit Risk Control Managers
Organization: MONECO Ltd.

The Global Credit Crisis and Financial Markets, Structural and Reduced Form Models, Factor Copula Models, Measuring Portfolio Credit VaR and Economic Capital, Using Collateral and Margin Calls, Using Credit Derivatives in Credit Risk Management, Measuring and Managing Counterparty Risk, Modelling and Managing Securitization Transactions

Comments (1)

  • The purpose of this advanced-level seminar is to give you a thorough understanding of state-of-the-art tools and techniques for measuring and managing credit risks.

    When
    Posted 14 days ago
    Author
    Hana Dolezalova, Account Manager at MONECO
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