FINANCIAL MARKET COURSES
Japanese Equity Market
Receivable Finance (New)
Lending - An Introduction
The Lending Cycle
Commodities - An Introduction (Revised)
Commodities - Trading (New)
Commodities - Livestock (New)
Commodities - Softs (New)
Primer – MiFID II/MiFIR (New)
Understanding Private Wealth Management Business
Private Wealth Management Products & Services
Primer – Smart Beta (New)
Available on iPad and Android tablets as well as desktop
Credit Risk Measurement – PD & Risk Rating
This course describes probability of default (PD), the factors that affect it, how it is calculated, and how it can be converted into an internal credit rating. The course also outlines some of the issues associated with PDs and internal credit ratings, in addition to the differences between internal and external credit ratings. The role of credit rating agencies in the provision of external ratings is also described in detail, along with the main issues surrounding the use of such ratings.
On completion of this course, you will be able to:
• Describe the importance of probability of default (PD) and how it is used in determining an internal credit rating
• Identify the differences between internal and external credit ratings, and outline the function of external credit ratings that are provided by credit rating agencies (CRAs)
Topic 1: Probability of Default (PD)
• What is Probability of Default (PD)?
• Factors Affecting PD
• PD vs. Internal Credit Ratings
• Calculating PDs & Determining Internal Credit Ratings
• Ratings Substitution & Capping
• Uses of Internal Credit Ratings
• Issues with PDs & Internal Credit Ratings
Topic 2: External Credit Ratings
• Internal vs. External Credit Ratings
• Credit Ratings Providers & Ratings
• Ratings Methodologies
• Transition Matrices
• How are External Ratings Used?
• Issues with External Credit Ratings
Credit Risk Measurement – An Introduction - View Now
ESTIMATED COMPLETED TIME
Credit Risk Measurement – EAD & LGD
This course describes the fundamentals of EAD as a measure of credit risk, the calculation of EAD values, and the issues to be considered when calculating EAD.
Intuition engages with over 30 accreditation bodies to ensure Know-How can be used for CPE credits. If your organization needs CPE from a body not listed below, contact us and we will endeavour to have them included.
© Copyright 2016 by Intuition. All Rights Reserved.