Applied math in risk
Overview
The program is part of the category of introductory risk trainings
The content focuses on defining and explaining the mathematical concepts used in credit risk modeling and management.
The theoretical concepts are accompanied by practical examples
Objective
After completing the program, you will be able:
To understand the calibration of a rating model
To adjust the central tendency of a rating model
To estimate the relevant risk level for each rating model
To explain the changes in the distribution of ratings related to the calibration process
To estimate the default probabilities related to each rating class
Program Info
Level: basic
Preliminary conditions: not the case
Delivery method: online or in person
Prices
At your own pace:
professional:
professional:
Default price modeling
Overview
The program is part of the category advanced risk management trainings
The content focuses on understanding the effect of the Darea in Plata law. The law grants clients a right equivalent to an American call option on the amount of the loan
The course presents a price estimation model for this option
Objective
After completing the program, students will be able:
To understand the characteristics of the “Darea in Plata” law
To model an American-style call option on the value of the loan
To understand interest rate models
To understand discrete models based on trinomial trees
To implement a mathematical model for calculating the price of American options
To calculate the price of the “Darea in Plata” option for mortgage loans
Program Info
Level: Intermediate
Preliminary conditions
Delivery method: online or in person
Prices
At your own pace:
professional:
professional:
Machine learning and artificial intelligence
Overview
sorry, the course is being updated
WIP
WIP
Objective
After completing the program, you will be able:
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Program Info
Level: basic
Preliminary conditions: not the case
Delivery method: online or in person
Prices
At your own pace:
professional:
professional:
Risk management
Overview
The program is part of the category of introductory risk trainings
The program was created to present the minimum required notions and principles related to risk topic that corporate risk managers need in carrying out their daily activities
Objective
After completing the program, you will be able:
To understand the credit risk profile and the appetite risk of the company
To identify the credit risk objectives assumed by a company and how to cascade them at the operational level
To understand the concept of asset class and rating method
To understand the way of managing clients vs risk, especially credit risk
To understand how to measure the credit risk and cover it
to get familiar with the general architecture of corporate rating models
To understand the role of collaterals in covering the credit risk
To know the components of early warning signals and how to act if this happens
Program Info
Level: basic
Preliminary conditions: not the case
Delivery method: online or in person
Prices
At your own pace:
professional:
professional:
Environment, social and governance (ESG)
Overview
sorry, the course is being updated
WIP
WIP
Objective
After completing the program, you will be able:
Ø wip
Ø wip
Ø wip
Ø wip
Ø wip
Program Info
Level: basic
Preliminary conditions: not the case
Delivery method: online or in person
Prices
At your own pace:
professional:
professional:
Time series
Overview
sorry, the course is being updated
WIP
WIP
Objective
After completing the program, you will be able:
Ø wip
Ø wip
Ø wip
Ø wip
Ø wip
Program Info
Level: basic
Preliminary conditions: not the case
Delivery method: online or in person
Prices
At your own pace:
professional:
professional:
Problems loans
Overview
The program is part of the category of intermediate programs and will focus on the causes that lead to a problem loan,
recognizing of early warning signals and how a bank manages credit restructuring
Objective
After completing the program, you will be able to:
To understand what are the main causes that lead to problem loan and to recognize the early warning signals
To understand who and how should they react in case of a problem loan
To understand how and when a bank creditor makes the decision to restructure a loan granted to a company
To identify the parties involved in a restructuring process and their interests
To know the steps and rules used by a bank in the restructuring process
To draw up a credible restructuring plan
Program Info
Level: Intermediate
Preliminary conditions: risk management basic requirements
Delivery method: online or in person
Prices
At your own pace:
professional:
professional:
Basic financial analysis
Overview
The program is part of the category of introductory programs and will focus on the notions of minimum financial risk needed by a person who wants to analyze a company from an economic-financial point
Objective
After completing the program, you will be able:
To understand the fundamentals of financial analysis
To identify the financing needs of businesses
To evaluate the growth/decrease rate of a company’s activity
To understand how the profitability of a company is measured
To understand what the propensity to invest is and how to evaluate the indebtedness of a company
To evaluate the liquidity of the company
To understand the concept and method of evaluating the efficiency of a company’s activity
Program Info
Level: basic
Preliminary conditions: not the case
Delivery method: online or in person
Prices
At your own pace:
professional:
professional:
Intermediate financial analysis
Overview
The program is part of the category of intermediate programs and will focus on the analysis of cash-flow as well as other approximate measures for evaluating the liquidity of a company
Objective
After completing the program, you will be able:
To understand the concept of cash-flow and liquidity
To identify the main formats / types of cash-flows
To evaluate a cash-flow as well as other approximate measures of liquidity
To understand the methodology for making a cash- flow forecast
Program Info
Level: Intermediate
Preliminary conditions: basic financial analysis requirements
Delivery method: online or in person
Prices
At your own pace:
professional:
professional:
Programming in R
Overview
The program is an intermediate training
The content focuses on calibrating the probability of default to the relevant risk level for each rating model
The calibrations are presented according to the type of rating model: Point in Time or Through the Cycle
Objective
After completing the program, you will be able:
To understand the calibration of a rating model
To adjust the central tendency of a rating model
To estimate the relevant risk level for each rating model
To explain the changes in the distribution of ratings related to the calibration process
To estimate the default probabilities related to each rating class
To implement in the R program the technical knowledge accumulated during the course
Program Info
Level: Intermediate
Preliminary conditions: basic math applied in risk requirements
Delivery method: online or in person
Prices
At your own pace:
professional:
professional:
Programming in SAS
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Programming in Python
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