financial risk fitness gmbh

Landsberger Straße 98 - D-80339 Munich
Phone +49 89 46139112 - www.financial-risk-fitness.com

Introduction to Credit Risk

  • Introduction to Internal Scoring Models
  • Credit Risk of Retail and Private Banking Portfolios
  • Counterparty Default Risk for Derivatives
  • Industry Credit Portfolio Models: CreditMetricsTM, CreditRisk+TM, Moody’s KMV Credit MonitorTMand 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