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Credit Risk Management Fundamentals

EDUCBA via Coursera

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Overview

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Master advanced credit risk concepts, counterparty exposure, securitization, and credit derivatives for FRM Part II success. Build practical expertise in modern banking risk management using real-world frameworks and quantitative techniques. This course provides a complete deep dive into Credit Risk Measurement and Management for FRM Part II learners and finance professionals. Learners will explore expected and unexpected loss models, economic capital, counterparty credit risk, collateral management, securitization, structured products, CVA, and portfolio credit risk analytics. The course combines conceptual clarity with practical applications used in modern banking and financial institutions. Learners will understand rating systems, default prediction models, CCP risk management, stress testing frameworks, and exposure measurement techniques essential for risk management careers. Designed for FRM candidates, credit analysts, treasury professionals, and banking practitioners, this course helps learners strengthen both exam preparation and industry-relevant risk management skills.

Syllabus

  • Foundations of Credit Risk Intelligence
    • Build foundational expertise in credit analysis, expected loss measurement, banking risk functions, and core credit risk management principles used in financial institutions.
  • Economic Capital and Risk Frameworks
    • Understand economic capital models, capital structure analysis, unexpected loss measurement, and counterparty exposure frameworks used in modern banking risk management.
  • Counterparty Risk and Credit Exposure Analytics
    • Analyze counterparty exposure, probability of default, portfolio loss modeling, and quantitative credit exposure measurement techniques.
  • Credit Ratings and Default Modeling
    • Explore borrower rating systems, migration models, structural credit frameworks, and quantitative default prediction techniques for advanced credit analysis.
  • Netting, Collateral, and Risk Mitigation
    • Learn netting frameworks, close-out procedures, wrong-way risk, and advanced collateral mechanisms used to manage counterparty credit exposure.
  • Collateral Risk and Credit Derivatives
    • Understand securitization, credit risk transfer models, credit derivatives, and structured finance products used in modern financial markets.
  • Collateral Management and CCP Ecosystems
    • Develop expertise in collateral systems, CSA agreements, CCP structures, SPVs, and central counterparty risk management processes.
  • Retail Banking, Stress Testing, and Credit Adjustments
    • Examine retail banking risk, stress testing frameworks, CVA methodologies, and counterparty credit exposure adjustments.
  • Credit Portfolio Modeling and Securitization
    • Analyze Credit VaR, copula-based portfolio models, securitization frameworks, cash waterfalls, and credit enhancement structures.
  • Advanced Credit Products and Practical Applications
    • Master structural credit models, credit spreads, exposure metrics, structured products, PFE analysis, and practical credit risk applications.

Taught by

EDUCBA

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