Description

Learn how credit risk can be quantified within a bank’s risk management division, across various different types of products which expose a bank to credit risk.

Learning Objectives

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1. Determine how credit risk can be quantified within a bank s risk management division.
2. Identify the different types of credit risk.
3. Determine how risk is quantified using exposure at default, loss given default, and probability of default.
4. Recall what credit ratings are and their significance.
5. Recall what credit spreads are and how they are used to assess credit risk.
6. Recall what CDS (Credit Default Swap) premiums are and their role in credit risk management.