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Credit Risk Modelling Training Course

This training course covers the key theoretical aspects of credit risk and credit derivatives along with practical application and modelling techniques.

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Course Overview

The objective of this workshop is to cover the key theoretical aspects of credit risk and credit derivatives along with practical application and modelling techniques.

Not only will you gain a deeper understanding of the principles of a range of credit risk models and major credit derivatives but also their pricing structure, methodologies and implementation.

Delegates are assumed to have a working knowledge of credit risk markets as well as some basic mathematical finance.

The workshop will be very hands-on and intensive building on the basics through to some advanced credit modelling, simulation and implementation techniques with a degree of in-depth mathematical analysis.

Hence, it should be useful for the bright quantitative junior newcomer to the financial markets as well as the more experienced professionals who want to update their knowledge.

Have a question? Email us at:

or call us at: (+852) 2273-4393

Course Agenda Highlights

DAY ONE

ANALYSING CREDIT SCORES WITH LOGIT MODELS
TRANSITION MATRICES AND CREDIT RATINGS
CREDIT RISK MODELS

DAY TWO

RISK-NEUTRAL DEFAULT PROBABILITIES
CREDIT DEFAULT SWAPS
STRUCTURED CREDIT AND COLLATERALISED DEBT OBLIGATIONS

Who should attend?

Credit risk traders
Credit risk managers
Quantitative analysts
Credit derivatives research
Product development
IT managers

Have a question? Email us at:

or call us at: (+852) 2273-4393

What do you get from Ethan Hathaway courses?

Practical. Learn from experienced and active industry practitioners and what's being practiced by your peers.
Applicable. Apply what you learn in your job and your career
Specially designed courses by industry active experts for industry practitioners
Valuable. Earn more revenue or save your organisation from monetary loss. You and your organisation will quickly earn back your investment on the course fee and more
Enjoyable. Speakers who have a passion for their topic
Clear. Turning complex concepts into easy to understand concepts
You gain knowledge and skills that make you valuable to your company and your career
Instruction by industry experts
Course notes and reference materials package
Daily lunch, snacks and refreshments
Certificate of completion
Meeting your industry peers
Ask questions relevant to your job
Limited seats - each session is limited to between 18-25 seats
Much, much more
Download the course brochure to learn more

Your course instructor

Paul Darbyshire: Paul began his career in the City working on the implementation of market models, stress testing and shock analysis for interest rate risk management. He then moved into quantitative trading in currency exotic options and structured finance.

He has designed, developed and implemented a variety of derivatives pricing engines, trading analysis and risk management systems across a broad range of asset classes.

Paul has provided major banks and financial institutions with consultancy on many aspects of quantitative finance, including new product innovations, risk management and financial engineering.

Dates & Locations & Fees

Sorry, there are presently no public dates for this course, however, this course is available on an in-house basis.

Date	Location	Venue	Course Fee	Early Bird Fee	Register

Early Bird Savings Early Birds Save Up To 30% Off the Regular Fee, download the brochure to learn more

Limited seats - Email us: for availability.

* Venue, dates, course fees, promotions, course content, course instructor are all subject to change

Can't find a session in a city near you?

If there's no session scheduled in a city near you, you have the following options:

In-house training: If you have a group of 8 or more, consider having us run this course in-house for you
Co-sponsored training: Between 5-7 people, consider a co-sponsored course - you agree to send this set number of people to the course if we run it in a city near you and Ethan Hathaway sells the remaining seats to other companies
Distance learning: Less than 5 people, consider distance training format: live trainer presents over phone lines/web at pre-scheduled times (available only for select courses)
Just tell us where you want the course: Let us know which city you'd like us to run this course in - we'll plan it if there's enough demand

Email us at: for more information regarding the above options.

Register for the course

You may book your place on the course by any of these methods:

Online booking - simply click on the "Register Me" button next to the course date you wish to register and it will take you through our quick online registration procedure.
Email us at: - please include your full contact details.
Fax us the booking form (included in the brochure) to: +852 3014-0721
Or call: +852 2273-4393 during normal office hours

Related Courses

Learn more about this course

Inside the course information booklet you'll find:

Detailed course agenda of what you'll learn
Eligible discounts
Our course quality guarantee
Course expert biography
Course venue details
Cancellation & refund policies
Course registration form
Printer-friendly PDF
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