Measuring Name Concentrations
Summary
This course is a DeepDive into measuring name concentrations in credit portfolios.
Credit Concentration Courses
Intro to Concentration Measurement using Python
Summary
This course is a CrashProgram in the use of python for risk modelling purposes, in particular credit concentration measurement.
Who Is This Course For
There is little or no prior knowledge of concentration risk measurement but general background in credit risk management is useful for context.
Intro to Credit Concentration
Summary
This course is a Crash Program introduction to the topic of credit risk concentrations: how to identify, measure and manage excess credit exposure, an essential risk management discipline for any credit portfolio.
Content
The course covers the following topics:
UK Pillar II
Summary
This course is a DeepDive into the UK regulatory framework around credit risk concentrations and their treatment under Pillar II. The context is provided by Consultation Paper CP1/15 which establishes benchmark Pillar II capital add-on methodologies for all main credit concentration risk categories.
Measuring Sector Concentrations
Summary
This course is a 4 Session DeepDive into measuring sector concentrations in credit portfolios.
Basel on Credit Concentration Risk
Summary
This course is a 4 Session DeepDive into regulatory aspects around concentration risks in credit portfolios, focusing on compliance requirements of the Large Exposure Framework and the Pillar II.
Content
The course covers the following topics:
Credit Contagion
Summary
A Crash Course on Modelling Credit Contagion
Course Level and Type
| Introductory Level | Core Level | Advanced Level | |
| Non-Technical | |||
| Technical | MCC03008 |
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