Introduction to Credit Risk
Introduction to Internal Scoring Models
CreditRisk of Retail and Private Banking Portfolios
Counterparty Deafault Risk for Derivatives
Industry Credit Portfolio Models: CreditMetricsTM, CreditRisk+TM, Moody’s KMV Credit MonitorTM and CreditPortfolioViewTM
Introduction to Credit Derivatives and Structured Credit Products
Advanced Credit Risk
Building Sturdy Internal Credit Scoring Models
Stress Testing Internal Credit Scoring Models
Internal Credit Models: Capital Allocation and Beyond
Testing Default Correlations in Credit Models
Enhancing Reliability of LGD Models – Beyond Basel II Requirements
Testing Robustness of CDO Pricing Models – Migration & Migration Velocity Based Pricing
Stress Testing Securitization Projects
Interpreting the Term Structure of Credit Spreads
Calibrating Sovereign Credit Scoring Models
Managing Real Estate Risk
Project Finance Risk