Credit Risk and Credit Derivatives

354   1,180 70% off

(inclusive of taxes)
18 students enrolled

Listed In
Risk Management
3 Years
Self-Paced Recorded
Micky Midha

Course Highlights

  • 12 Videos
  • 1+ Hour of Content


This is a perfectly designed course on Credit Risk and Credit Derivatives which will help you make learn the principles of credit risk and how it is managed.You get to know the basic level of understanding the risks and how it can be hedged by utilizing credit derivatives market.


To create an understanding on different types of credit risk, and give a clear knowledge in  effectively managing credit risk using credit derivatives.Gain an understanding of the latest instruments for managing and trading credit risk with this intensive short-term Credit Derivatives Course.


Having the ability to borrow money when you need it gives you flexibility. But taking a big amount of loan and being unable to pay it back is a serious problem in our country. Using credit responsibly is very important for one to avoid having too much debt. If you understand how credit works and use it wisely, it can help you reach your goals by using credit derivatives. This credit derivatives training course is about credit default swaps, how they are used and some of the risks they generate. This tutorial also covers the basics of credit risk modeling and a discussion of key modeling questions.

Topics Covered

  • The Merton Model
  • Credit Spread
  • Subordinate Model
  • Interest rate dynamics
  • Application difficulties of Metron model
  • PD and LGD from Metron model
  • Moody's KMV Portfolio manager
  • Credit Portfolio view
  • Credit Derivatives
  • Derivatives with credit risk
  • Credit risk exposure

Intended Participants

This course is for those who want to use credit derivatives as privately negotiated bilateral contracts to manage their exposures to credit risk, like people engaged in small/large business and in banks.


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