CCP Advanced-Advanced Credit Risk Management

About Course
UNIT DESCRIPTION
This paper is intended to equip the candidate with knowledge, skills and attitudes that will enable him/her to evaluate and manage credit portfolio risk using the proven tools and methods and advise management regarding optimal credit portfolio and credit risk diversification.
LEARNING OUTCOMES
A candidate who passes this paper should be able to:
- Apply the principles of credit portfolio risk management in identification, measurement and management of major credit portfolio risks
- Relate firm risks to portfolio risks and capital adequacy.
- Mitigate credit exposure using various securities in covering credit obligations exposure.
- Advise the management regarding the optimal lending, product-wise, for a profitable credit portfolio (Credit portfolio risk vs. Return).
- Employ risk diversification, trading of credit assets and credit derivatives in mitigating credit portfolio risk.
- Establish and implement the organization’s overall credit risk management plan.
Course Content
1. Introduction to Credit Portfolio Management (CPM)
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Credit Portfolio Management & Major Portfolio Risk (One & Two)
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Introduction to Credit Portfolio
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Objectives of Portfolio Management
00:00
2. Major Portfolio Risks
3. Credit Risk in Working Capital
4. Credit Risk in Project Finance
5. Firm Risks to Portfolio Risks and Capital Adequacy
TOPIC 6. CREDIT RISK PRICING
7. Credit Risk Modelling
8. Credit Risk and the Basal Accords and Prudential Guidelines in Lending
9. Credit Portfolio Risk Mitigation
10. Collateral Management
11. Credit Portfolio Management and Credit Crisis
12. Analysis of Case Studies
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