This one-day course provides a comprehensive introduction to modeling credit risk using MATLAB® and computational finance toolboxes. The course is intended for risk practitioners with prior experience of MATLAB developing credit risk models using common modeling practices and the Basel II/III Advanced Internal Ratings Based approach. High-level course themes include:
|Day 1 of 1|
|Classification of Credit Ratings||
Objective: Create and validate classification models for credit ratings and credit scores based on historical data.
|Reduced Form Models||
Objective: Evaluate and assess market implied risk and the Basel granularity assumptions on a bond portfolio
|Structural Credit Risk Models||
Objective: Calculate capital requirements under Basel for a bond portfolio using the ASRF model and structural models of default probability.
|Historical Credit Migration models||
Objective: Calculate expected loss, value-at-risk and conditional value-at-risk on a portfolio of bonds by incorporating copula correlated transitions events.
See if you are eligible for discounted pricing for academic users.
When you register for one of these courses, you can rely on the fact that it won't be canceled or rescheduled for any reason.
|16 Feb 2018||Canada, Toronto||English||USD 750|
|09 Mar 2018||US, New York, New York||English||USD 750|
|06 Apr 2018||Canada, Montreal||English||USD 750|
|09 May 2018||
9:00 a.m. - 5:00 p.m. US Eastern Daylight Time
|15 Jun 2018||US, California, San Francisco||English||USD 750|
|05 Jul 2018||Switzerland, Zurich (Regensdorf)||English||CHF 850|
|27 Jul 2018||US, Illinois, Chicago||English||USD 750|
|08 Oct 2018||Germany, München (Ismaning)||English||EUR 700|
|12 Dec 2018||US, California, San Francisco||English||USD 750|
|13 Dec 2018||United Kingdom, London||English||GBP 550|
The pricing applies for purchase and use in United States, For pricing in other regions Contact Sales. The product price does not include sales, use, excise, value-added, or other taxes. Any applicable taxes, duties, levies, assessments and governmental charges payable in connection with this purchase will be assessed on the order. Refer to Training Policies for more information
You are eligible for discounted academic pricing when you use MATLAB and Simulink for teaching, academic research, or for meeting course requirements at a degree granting institution.
You are not eligible for academic pricing when you use MATLAB and Simulink at a commercial or government lab, or for other commercial or industrial purposes.
You can also select a location from the following list: