Credit Risk Measurement and Management
About this course
Master advanced credit risk measurement, counterparty risk, CVA, securitization, and credit derivatives used in modern banking and financial institutions. Build practical FRM-aligned risk management skills through structured lessons on default probability, collateral frameworks, CCPs, credit exposure, portfolio credit risk, and stress testing. This course provides a comprehensive understanding of credit risk analysis using both qualitative and quantitative approaches. Learners will explore borrower evaluation, expected and unexpected loss, credit spreads, CDS pricing, securitization structures, Merton Models, credit transfer markets, and retail credit risk frameworks. Designed for FRM candidates, banking professionals, treasury teams, and risk analysts, the course simplifies complex concepts into practical and application-focused learning. By the end of the course, learners will be able to analyze credit exposure, evaluate counterparty risk, interpret structured credit products, and apply modern credit risk management techniques used across the financial industry.
75/100
CourseAsk score
- What the provider tells you
- 39/45
- Who stands behind it
- 20/35
- How complete the listing is
- 16/20
Scores how much the provider publishes and who stands behind it — not how well it is taught.
What you'll learn
- Measure credit exposure and calculate default probability using quantitative models
- Analyze counterparty credit risk and apply collateral management frameworks
- Price credit default swaps (CDS) and interpret credit spreads
- Evaluate securitization structures and structured credit products
- Apply the Merton model to credit risk assessment
- Conduct portfolio credit risk analysis and stress testing
- Assess expected and unexpected loss in credit portfolios
- Understand the role of central counterparties (CCPs) in credit risk mitigation
Course objectives
- Build FRM-aligned credit risk management skills applicable to modern banking
- Develop both qualitative and quantitative approaches to credit risk analysis
- Apply credit risk measurement techniques used across the financial industry
- Evaluate borrower creditworthiness and retail credit risk frameworks
Price shown by Coursera — confirm on their site.
Enroll on CourseraYou'll be redirected to Coursera to complete enrollment.
- Listed & compared by CourseAsk
- English · 0
More courses like this
edX
Coursera
Udemy
Compared on these lists
Where this course ranks against the alternatives.