This course is an introduction to the concept of credit contagion. It covers the following topics:
- Contagion Risk Overview and Definition
- Various Contagion Types and Modelling Challenges
- The Simple Contagion Model by Davis and Lo
- Supply Chains Contagion
- Sovereign Contagion
Who Is This Course For
The course is useful to:
- Risk Analysts across the financial industry and beyond
- Risk Management students
- Quantitative Risk Managers developing or validating risk models
How Does The Course Help
Mastering the course content provides background knowledge towards the following activities:
- Improved risk management of risk concentrations
- Better assessment of model risk
What Will You Get From The Course
- You will be able to confidently discuss the topic of assessing credit contagion in different contexts
- You will be able to contribute to the specific use cases mentioned above
Course Level and Difficulty Level
This course is part of the Credit Concentration Risk family.
- This is a Core Level course in Risk Management, which means that good grounding at Introductory level to various Risk Management topics is a prerequisite for making the most out of this course.
- The domain of the course is primarily Credit Risk Management, which means that good grounding at Introductory level is a prerequisite for making the most out of this course.
- This is a Non-Technical course which means mathematical or technology elements are simplified and are not needed for mastering the material.
If you have not taken an Open Risk Academy course before, the CrashCourse Academy Demo provides a quick overview of the Academy.
The course material comprises the following:
- Five interactive readings
- Embedded quizzes
Time Requirements and Important Dates
- The course is self-paced and can be undertaken at any point. Depending on your background knowledge it requires a commitment of about two hours total.
Where To Get Help
If you get stuck on any issue with the course or the Academy:
- If the issue is related to the course topics / material, check in the first instance the Course Forum (Chat)
- If the issue is related the operation of the Open Risk Academy check first the Academy FAQ.
- If the issue persists contact us at firstname.lastname@example.org