Managing Banks
Module 1: Bank Capital
Module 2: Gap Management
Module 3: Managing Leverage
Credit Risk
Module 1: Introduction to Credit Risk
Module 2: Valuing Credit Risk
Module 3: Credit Risk Models
Module 4: Modern Credit Risk Management
Module 5: Measuring Credit Risk of Derivatives
Credit Derivatives/Indices
Module 1: Credit Derivatives I (Products)
Module 2: Credit Derivatives II (ISDA)
Module 3: Credit Derivatives III (Pricing)
Module 4: Credit Derivatives IV (nth to default)
Module 5: Trading Credit Indices
Securitization
Module 1: Collateralized Debt Obligations (CDOs)
Module 2: Synthetic CDOs
Module 3: Single Tranche (Bespoke) CDO
Module 4: MBS Collateral Analysis
Module 5: Mortgage Backed Securities
Module 6: Mortgage Backed Securities (Math)
Module 7: Collateralized Loan Obligations (CLOs)
Module 8: Loss Distribution for Correlated Defaults
Module 9: Tranche Spread & Sensitivities
BIS Compliance
Module 1: Credit Risk - Standardised Approach
Module 2: Credit Risk - IRB Approach
Module 3: Operational Risk
nach oben