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Advanced Credit Risk Management online course

Credit risk management in a rigorous yet inspiring way!

This unique online course of TU Delft and Deloitte is for those ambitious risk professionals, consultants and managers who are eager to master the most important models of credit risk management, and to understand and discuss the always-changing regulatory framework.

Online Course – 4 modules in 10 weeks – Start March 6th 2018

The 10-week online course comprises four modules that offer you an effective blend of theory and practice to make it both challenging and valuable for your work. With the knowledge and experience gained, you will be able to advance your current work tasks and support future professional development in the field.

Deloitte also organizes local Live Chapter Meetings to meet fellow participants and the instructors, learn current topics and discuss your questions.

Register Online Course

To register for the Online Course, please click here or on the Register button on your right. 

After registration at Deloitte Academy your name and e-mailadress will be shared with TU Delft for your Professional Education Account and the certificate after completion of the Course.

For more information about the online course download the brochure.

Course Highlights

  • Discussion of current and future regulatory frameworks concerning credit risk, from Basel II and III to IFRS 9
  • Review of the most relevant models for PD and LGD: from Moody’s KMV to CreditMetrics, from logistic regression to survival analysis, with an emphasis on vital concepts like PIT and TTC estimates
  • Gain practical experience with accompanying learning modules created by Deloitte
  • Access course material 24/7, learn in the time that suits you
  • Interact and collaborate with other credit risk professionals from all over the world
  • Enjoy diverse learning materials including video lectures, readings, exercises and assignments.
  • Attend local Live Chapter Meetings to have live discussions with and ask questions to Deloitte experts and fellow participants.

The Live Chapter Meetings

The live chapter meetings complement the online course and are optional to attend. The live chapter meetings do not impact the grading. There are two live chapter meetings, one kick-off meeting at the start of the course and one live chapter meeting in spring/summer 2018. This is what you can expect:

  • Discuss your questions with Dr. Cirillo and Deloitte credit risk experts
  • Meet fellow course participants and build your credit risk network
  • Gain insights and deep-dive into current credit risk topics in Europe

The kick-off meeting will take place on the following dates.

 Date

 Country

 Office

 27/02/2018    

 Netherlands   

 Amsterdam   

 01/03/2018

 Germany

 Düsseldorf

 06/03/2018

 Belgium

 Brussel

 08/03/2018

 France

 Paris

Learning Objectives

  • Gain knowledge about the latest regulatory developments, such as IFRS9 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
  • Explore open questions like small sample corrections and dependence modeling
  • Investigate the implications of dropping assumptions like Gaussianity.


The course is delivered over a ten-week period, but in addition to this you may take twenty weeks to complete all the assignments at your own pace. The course will provide the following:

  • 4 modules covering more than 20 topic areas with an estimated work load of 4-6 hours per week
  • Quizzes, exams and final assignment assessments to reinforce key learning concepts
  • A business view on credit risk and putting the theory to practice in lectures provided by Deloitte
  • Discussion Forums for participants to discuss thought provoking questions about credit risk
  • Downloadable course material
  • Course material remains accessible even after ending the course.

Sample video lectures

Watch 4 sample video lectures from the course Advanced Credit Risk Management to learn more about the teaching style and the topics:

Qualifications

By completing this course you will earn a professional education certificate of TU Delft. With this certificate you are eligible to receive 3.0 Continuing Education Units (CEUs).

Who should participate?

This course is for anyone who is ambitious enough to seek a higher level of competence when dealing with credit risk. Participants may include:

  • Credit risk professionals and managers who would like to understand what lies behind the formulas and models they use on a daily basis
  • Risk professionals who would like to increase their understanding of credit risk

Prerequisites: Knowledge of basic risk management. Statistics and probability at university level (upper bachelor level). For those needing revisions, links to external resources will be provided. Professional business experience is a plus.

During the course, codes and examples will be developed using the R language (freely downloadable), but participants are free to use their preferred language.

Course fee

The fee of the online course is € 1.500,- , excluding of VAT.

Register Online Course

To register for the Online Course, please click here or on the Register button on your right. 

After registration at Deloitte Academy your name and e-mailadress will be shared with TU Delft for your Professional Education Account and the certificate after completion of the Course.

TU Delft

The Delft University of Technology (TU Delft) has a leading global reputation in science, design and engineering. TU Delft’s online courses provide world-class education for those who wish to further their personal and professional development.

Deloitte

Deloitte is a worldwide leading professional services firm. Deloitte’s financial risks management and consulting services have been serving financials for years and have positioned themselves in the forefront of the financial industry.

Contact

Florian Reuter

Florian Reuter

Manager

I am a manager in the Financial Risk Management team with a focus on the development, validation and use of models in financial services. With professional experience in risk models and regulation, an... Meer

Dirard Mikdad

Dirard Mikdad

Director

I am a director within the Financial Risk team with a strong focus on managing regulatory change programs in the credit and market risk area. I am an experienced risk expert with various roles in liqu... Meer

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