Credit Risk Assessment, Modelling & Management

* Claim back your VAT
Find out more

Request a different date or location for this course (we regularly add courses following requests).


* Claim back your VAT
Find out more


FTS Eligible - Financial Training Scheme for Singaporean citizens and PRs only (more information)

Course Overview

Treatment of credit risk is of a different order of magnitude from that seen before the global financial crisis. Prior to 2008 it was considered almost inconceivable that major investment banks and global insurers could default and create a systemic credit and liquidity crisis. When Lehman Brothers failed it had about 1.5 million derivatives contracts with 8000 counter parties. Since the crisis there has been a pervasive re-thinking of most aspects of legacy risk management techniques. Financial regulators and the Basel Committee have placed a great emphasis on the need for innovative and more robust methods of modelling financial stress and the kinds of credit market deterioration that was witnessed during the financial crisis. This new 2-day course will focus on the impact of this new thinking and practice in the assessment of credit risk.

This course provides a comprehensive overview of the key concepts and methodologies in understanding the drivers of credit risk, modelling tools used for the measurement of credit risk, and current best practice in credit risk management techniques with specific examples and case studies. There will also be opportunities for collective exercises and analytics using quantitative techniques which will have been explained.

Topic covers:

  • Fundamentals Of Credit Risk
  • Credit Ratings Methodologies and Application
  • Counter-Party Credit Risk
  • Measuring Credit Risk and Techniques for Credit Risk Modelling
  • Sovereign Credit Risk
  • Interpreting Credit Related Market Data
  • Credit Assessment and Financial Ratio Analysis
  • Managing Credit Risk and Regulatory Capital Charges for Credit Risk


As with all  courses, this programme makes use of case studies and exercises to ensure that you leave the course ready to apply your new knowledge. It will focus on using analytical tools – using Excel® and there will be abundant use of statistical/quantitative techniques applied to credit risk analysis.

Computer-Based Exercises

All delegates should bring a laptop loaded with Microsoft Excel® 2010 or later to facilitate in-class studies and exercises.

Who should attend

The course is suitable for those engaged in credit risk management and supervision within central banks, treasury and risk management functions in commercial banks, and asset managers. This includes those within hedge funds, pension funds, securities analysts, private client wealth managers, and sovereign wealth funds. The course will be valuable for all of those who wish to expand their knowledge of innovations in modelling credit risk, techniques for credit risk management and the impact of Basel III on capital markets.

FTS Eligible

This programme is approved for listing on the Financial Training Scheme (FTS) Programme Directory and is eligible for FTS claims subject to all eligibility criteria being met.

Please note that in no way does this represent an endorsement of the quality of the training provider and programme. Participants are advised to assess the suitability of the programme and its relevance to participants’ business activities or job roles.

The FTS is available to eligible entities, at a 50% funding level of programme fees, subject to a cap of $2,000/participant/programme and all eligibility criteria being met. FTS claims may only be made for programmes listed on the FTS Programme Directory with specified validity period. Please refer to for more information.

Related Courses



Do you have five or more people interested in attending this course? Do you want to tailor it to meet your company's exact requirements? If you'd like to do either of these, we can bring this course to your company's office. You could even save up to 50% on the cost of sending delegates to a public course.

To find out more about running this course in-house:

Our Tailored Learning Offering

If you want to run this course at a location convenient to you or if you want a completely customised learning solution, we can help.

We produce learning solutions that are completely unique to your business. We'll guide you through the whole process, from the initial consultancy to evaluating the success of the full learning experience. Our learning specialists ensure you get the maximum return on your training investment.


We can offer any of our public courses delivered at your office or we can devise completely tailored solutions:

Read more about our offering or complete a call back request to speak to a learning specialist.


Why us

We have a combined experience of over 60 years providing learning solutions to the world’s major organisations and are privileged to have contributed to their success. We view our clients as partners and focus on understanding the needs of each organisation we work with to tailor learning solutions to specific requirements.

We are proud of our record of customer satisfaction. Here is why you should choose us to help you achieve your goals and accelerate your career:

  • Quality – our clients consistently rate our performance ‘excellent’ or ‘outstanding’. Our average overall score awarded to us by our clients is nine out of ten.
  • Track record – we have delivered training solutions for 95% of worlds’ top 100 banks and have trained over 250,000 professionals.
  • Knowledge – our 150 strong team of industry specialist trainers are world leading financial leaders and commentators, ensuring our knowledge base is second to none.
  • Reliability – if we promise it, we deliver it. We have delivered over 20,000 events both in person and online, using simultaneous translation to delegates from over 180 countries.
  • Recognition – we are accredited by the British Accreditation Council and the CPD Certification Service. In an independent review by Feefo we scored 96% on service and 95% on product