Credit Risk Management Fundamentals
By External Provider
About this course
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.
What you will learn
- Analyze credit risk, counterparty exposure, and default risk using quantitative risk models.
- Evaluate securitization, credit derivatives, CVA, and structured products in banking.
- Apply portfolio credit risk, stress testing, and economic capital frameworks to risk decisions.