Credit Risk Management

Credit risk is a major concern to market participants. This course provides an understanding of the credit process, from good credit to bad, and the management of financial distress. The course examines credit risk modelling, the assessment of credit risk and managing credit risk, through to the problems that companies face in financial distress and bankruptcy.

Topics covered

  • Introduction to credit risk management
  • Understanding financial statements
  • Ratio analysis
  • Expert and ratio systems
  • Credit scoring and modelling default
  • Market-based credit models
  • Market default models
  • Managing credit risk in a corporate environment
  • Financial distress
  • Bankruptcy

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