credit risk management

Expertise

E-learning Advanced Credit Risk Management

Think you know enough about Credit Risk Management?

This unique online course from TU Delft in collaboration with Deloitte 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, Basel II-III and the future Basel IV
  • 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

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 100% 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 July 31, 2020) 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 September 30, 2020. After this date course materials will remain available for 6 months but you will be no longer able to take the final assessment to receive a certificate. No deadline extensions will be granted.

If you start the course in February-March you will additionally benefit from active moderation in the course forum until April 21, 2020.

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, and the future Basel IV.
  • 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.