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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
- Starting
- Apply before
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Language
English
Credits
4 alternative credits
Continuing Education Units
Delivered
Online
Disciplines
Finance Risk Management Insurance View 7 other Short Courses in Finance in NetherlandsWhat students do after studying
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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
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International
1750 EUR/fullTuition FeeBased on the tuition of 1750 EUR for the full programme during 2 months. -
EU/EEA
1750 EUR/fullTuition FeeBased on the tuition of 1750 EUR for the full programme during 2 months.
Funding
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