MATLAB and Simulink Training

Credit Risk Management with MATLAB

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:

  • Creating and evaluating classifications of credit
  • Modeling consumer credit
  • Performing ad-hoc concentration analysis
  • Fitting discrete interest rate models
  • Implementing reduced-form, structural and historical probability of default models
  • Determining capital requirements with the Asymptotic Single Risk Factor model
  • Assessing credit transition probabilities

See detailed course outline.

Course Schedule

Results 1 - 10 of 10
Dates Location Language Price Register
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 Online
9:00 a.m. - 5:00 p.m. US Eastern Daylight Time
English USD 750
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
15 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 600
Results 1 - 10 of 10

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