e-learning and reference solutions for the global finance professional

Credit Risk Modeling
A comprehensive e-learning product covering four best-known credit risk models


Library of 6 Courses

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The themes of this product are:

  • Conceptual approaches to credit risk models
  • Comparative analysis of famous credit risk models
For information about our other e-learning solutions see Course Catalog

This product deals with credit risk models and management of credit risk. Credit risk models provide a framework for quantifying credit risk in portfolios of traditional credit products (loans, commitments to lend, financial letters of credit), fixed income instruments, and market-driven instruments subject to counterparty default (swaps, forwards, etc.). This product focuses on: Conceptual Approach to Credit Risk Modeling, most widely accepted credit model developed by reputed agencies such as JP Morgan, Credit Suisse First Boston, McKinsey and KMV. Managing credit risk on a portfolio level with special emphasis on active credit portfolio management approach

After completing this course you will be able to:

  • Build loss distribution and measure expected and unexpected losses
  • Select appropriate credit risk model as per organization’s requirements
  • Understand various techniques for portfolio credit risk management

Target Audience
Every professional involved in the global financial services industry (as a provider, user, regulator or advisor of product/services, marketplace/exchange) would benefit from KESDEE’s innovative solutions.

  • Supervisory Agencies

  • Central Banks

  • Financial Institutions

  • Commercial Banks

  • Investment Banks

  • Housing Societies/Thrifts

  • Mutual Funds

  • Brokerage Houses

  • Stock Exchanges

  • Derivatives Exchanges

  • Insurance Companies

  • Multinational Corporations

  • Accountancy Firms

  • Consultancy Firms

  • Law Firms

  • Rating Agencies

  • Multi-lateral Financial Institutions

  • Others

  • Course Level and Number of Courses
    Intermediate Level. Library of 6 Courses

    Instructional Method
    Dynamic, Interactive e-learning

    Recommended Background
    Familiarity with basic financial concepts

    To purchase this course online, visit: Link

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      Library of 6 Courses

    Credit Risk Modeling

    Time taken to complete each Course: Two - Three hours

    1 Conceptual Approach to Credit Risk Modeling

    • Objectives
    • Introduction
    • Distribution of credit losses
    • Conditional Vs. Unconditional models
    • Approaches to credit risk aggregation
    • Correlation between credit events

    2. JP Morgan’s Credit Metrics

    • Objectives
    • Introduction
    • CreditMetrics
    • Outputs
    • Applications

    3. CSFB’s CreditRisk+

    • Objectives
    • Introduction
    • Modeling CreditRisk+
    • Application

    4. KMV Portfolio Manager

    • Objectives
    • Introduction
    • KMV model
    • Distance to default

    5. Credit Portfolio View

    • Objectives
    • Introduction
    • Default prediction model
    • Conditional transition matrix

    6. Credit Portfolio Management

    • Objectives
    • Introduction
    • Credit Portfolio Management Approach
    • Credit Risk Management Tools
    • Credit derivatives and asset securitization


    • Regulations
    • References
      Available Products
      Upcoming Products
      Reply Form
    For more information about our e-learning products and services
    visit us at www.kesdee.com