Coursera Plus Annual is 50% Off — Ends June 17.

Class Central is learner-supported. When you buy through links on our site, we may earn an affiliate commission.

Coursera

Advanced Credit Risk Management

EDUCBA via Coursera

Go to class Write review

Overview

AI, Data Science & Cloud Certificates from Google, IBM & Meta — 50% Off
One plan covers every Professional Certificate on Coursera. 50% off Coursera Plus Annual for 10 days only — price increases June 17.
Unlock All Certificates
Master advanced credit risk concepts essential for FRM Level 2 success and real-world financial risk management. Learn credit risk modeling, counterparty exposure, CVA, securitization, stress testing, and credit derivatives through structured, exam-focused learning. This course provides comprehensive training in modern credit risk management practices used across banking and financial institutions. Learners will explore qualitative and quantitative credit analysis, counterparty risk frameworks, collateral management, CCP structures, credit valuation adjustment (CVA), securitization, portfolio credit risk, and retail credit risk modeling. The course also covers advanced topics such as default probability estimation, hazard rates, credit spreads, copula models, credit derivatives, stress testing, and risk-adjusted performance measurement. Through practical examples and structured assessments, learners will strengthen analytical skills required for FRM Level 2 examinations and professional risk management roles. By the end of the course, learners will be able to analyze complex credit risk scenarios, evaluate exposure management strategies, apply quantitative credit models, and confidently approach FRM Level 2 credit risk topics.

Syllabus

  • Foundations of Credit Risk Assessment
    • Learn the core principles of credit decisions, qualitative and quantitative credit analysis, and the evolving role of banking credit analysts in financial risk management.
  • Counterparty Risk and Credit Infrastructure
    • Explore counterparty risk frameworks, collateral agreements, valuation processes, and risk mitigation techniques used in modern financial markets.
  • Netting, Collateral, and CCP Frameworks
    • Analyze netting mechanisms, CCP structures, margin systems, and centralized clearing frameworks for managing systemic counterparty risk.
  • Wrong-Way Risk and Credit Rating Systems
    • Evaluate wrong-way risk scenarios, credit rating methodologies, default modeling approaches, and statistical credit risk frameworks.
  • Advanced Credit Risk Modeling and CVA
    • Apply advanced credit analytics, CVA methodologies, simulation models, collateral impacts, and risk-adjusted performance measurement techniques.
  • Securitization and Structured Credit Analysis
    • Examine securitization structures, mortgage performance metrics, structured credit products, and subprime market risk dynamics.
  • Structural Models and Credit Derivatives
    • Understand structural credit risk models, credit spreads, default distributions, and the application of credit derivatives in risk transfer.
  • Default Risk and Credit Spread Modeling
    • Model hazard rates, CDS spreads, default probabilities, recovery rates, and credit spread dynamics in financial risk management.
  • Portfolio Credit Risk and Credit Transfer Markets
    • Assess portfolio credit risk, copula models, credit transfer markets, securitization impacts, and counterparty exposure measurement.
  • Credit Exposure, Stress Testing, and Retail Credit Risk
    • Analyze exposure modeling, collateral impacts, stress testing frameworks, retail banking risk, and risk-based pricing models.

Taught by

EDUCBA

Reviews

Start your review of Advanced Credit Risk Management

Go to class

Never Stop Learning.

Get personalized course recommendations, track subjects and courses with reminders, and more.

Sign up for free
Someone learning on their laptop while sitting on the floor.