Advanced Credit Risk Management, Certificate | Part time online | Delft University of Technology (TU Delft) | Netherlands
2 months
Duration
1750 EUR/full
1750 EUR/full
Unknown
Tuition fee
Unknown
Apply date
Unknown
Start date

About

This unique Advanced Credit Risk Management course at Delft University of Technology (TU Delft) takes a deep dive into the subject of credit risk. It helps ambitious risk professionals, consultants and managers stay abreast of the latest developments in this field.

Overview

You may think you know a lot about the management of risk but could there be more to it than meets the eye?

The Advanced Credit Risk Management course at Delft University of Technology (TU Delft) comprises four modules that offer an effective blend of theory and practice to make it challenging and valuable so you can use and apply this knowledge in practice from day one.

With the knowledge and experience gained, you will be able to perform your current work tasks more effectively and enhance your future professional development in the field.

Learning Objectives

  • Gain knowledge about the latest regulatory developments, such as IFRS9, Basel II, Basel III.
  • Develop a more solid understanding of the mathematics behind credit risk modeling, which will help you to better understand the foundation of the formulas and models you regularly use.
  • Analyze the strengths and weaknesses of important credit risk models.
  • Work with model risk and error quantification.
  • Investigate the implications of dropping assumptions like Gaussianity.
  • Explore open questions like small sample corrections and dependence modeling.

Programme Structure

You will gain in-depth knowledge and hands-on experience of:
  • IFRS9 and Basel II-III
  • latest approaches to PD modeling – which includes GLM
  • LGD modeling using survival models
  • possible evolutions of the regulatory framework (such as TRIM, CRR, CRD IV, etc.)
  • recent technological advances in this field
  • impact of Covid-19 on credit risk modelling

Key information

Duration

  • Part-time
    • 2 months

Start dates & application deadlines

Language

English

Credits

4 alternative credits

Continuing Education Units

Delivered

Online

Academic requirements

We are not aware of any specific GRE, GMAT or GPA grading score requirements for this programme.

English requirements

We are not aware of any English requirements for this programme.

Other requirements

General requirements

Prerequisites

  • Knowledge of basic risk management. Statistics and probability at university level (upper bachelor level). For those needing revisions, links to external resources will be provided. Professional business experience is a plus.

Tuition Fee

To always see correct tuition fees
  • International

    1750 EUR/full
    Tuition Fee
    Based on the tuition of 1750 EUR for the full programme during 2 months.
  • EU/EEA

    1750 EUR/full
    Tuition Fee
    Based on the tuition of 1750 EUR for the full programme during 2 months.

Funding

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Our partners

Advanced Credit Risk Management
Delft University of Technology (TU Delft)
Advanced Credit Risk Management
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Delft University of Technology (TU Delft)

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