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JP Morgan CreditMetrics


KESDEE Inc

Summary

Price
£37.59 inc VAT
Study method
Online
Duration
2 hours · Self-paced
Qualification
No formal qualification

Overview

This product deals with credit risk models and management of credit risk. Credit risk models provide a framework for quantifying credit risk in portfolios of traditional credit products (loans, commitments to lend, financial letters of credit), fixed income instruments, and market-driven instruments subject to counterparty default (swaps, forwards, etc.). This product focuses on: Conceptual Approach to Credit Risk Modeling, most widely accepted credit model developed by reputed agencies such as JP Morgan, Credit Suisse First Boston, McKinsey and KMV. Managing credit risk on a portfolio level with special emphasis on active credit portfolio management approach

Description

  • Build loss distribution and measure expected and unexpected losses
  • Select appropriate credit risk model as per organization’s requirements
  • Understand various techniques for portfolio credit risk management

This course gives an introduction to CreditMetrics, the first available portfolio model for evaluating credit risk developed by JP Morgan. It discusses:

  • Introduction to CreditMetrics framework
  • Process followed to evaluate credit risk
  • Three powerful applications of CreditMetrics

Who is this course for?

Every professional involved in the global financial services industry (as a provider, user, regulator or advisor of product/services, marketplace/exchange) would benefit from KESDEE’s innovative solutions.

  • Supervisory Agencies
  • Central Banks
  • Financial Institutions
  • Commercial Banks
  • Investment Banks
  • Housing Societies/Thrifts
  • Mutual Funds
  • Brokerage Houses
  • Stock Exchanges
  • Derivatives Exchanges
  • Insurance Companies
  • Multinational Corporations
  • Accountancy Firms
  • Consultancy Firms
  • Law Firms
  • Rating Agencies
  • Multi-lateral Financial Institutions
  • Others

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FAQs

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