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所在平台: Udemy |
课程主页: https://www.udemy.com/course/credit-risk-modeling-beginners/
课程评论：没有评论
本课程《信用风险建模 - 初学者》旨在帮助您理解和掌握信用风险的基本概念、测量方法和建模技术。 **课程概述：** 信用风险是借款人未能按时偿还贷款或履行合同义务的可能性。这不仅影响贷款机构的现金流，还可能增加催收成本。本课程将深入探讨各种类型的信用风险，包括个人贷款、信用卡、公司债券违约以及保险公司赔付风险。我们还将分析信用风险与借贷成本之间的关系，并学习如何通过技术手段来评估和管理这些风险。 **课程内容：** 课程将从信用风险建模的初步介绍开始，让您对信用风险的衡量有一个初步认识。随后，我们将详细介绍传统的信用风险模型，并结合实际案例进行讲解。接着，我们将深入探讨结构化信用风险模型，并通过具体案例进行分析。 之后，课程将重点教授 Altman Z-Score，包括其计算方法及其在航空行业的应用，并涉及航空公司的信用评级描述。 在信用分析部分，我们将学习信用建模、评估指标以及早期预警清单。此外，课程还将讲解 UFCE 和 WC 信用建模技术。 最后，我们将详细分析财务报表（损益表、资产负债表、现金流量表），并探讨“出路分析”（Ways Out Analysis）和内部评级体系。课程结束时，还将提供参考资料以供进一步学习。 **请注意：** 掌握本课程内容的关键在于积极实践课程中的练习和案例。 **课程安排（大纲）：** 1. 引言 2. 传统信用模型 3. 传统信用模型示例 4. 结构化信用风险模型示例 5. Altman Z-Score 6. 信用分析 7. UFCE 和 WC 信用建模 8. 财务报表分析 9. 出路分析与内部评级
Credit risk infers the possibility of a loss emerging from a borrower's downfall to pay back a loan or meet contractual commitments. Conventionally, it pertains to the risk arising from lenders' inability to return the owed interest and principal, impacting the cash flows and increasing assemblage costs.When any lender extends loans such as mortgages, credit cards, or other similar loans, there is an avoidable risk that the borrower will not repay the loan amounts. Furthermore, if a company offers such credit to the customer, there's the same risk that the customer will not pay back. It also incorporates other related risks, such as that the bond issuer may not make payment at the time of maturity and the risk occurring out of the incapacity of the insurance company to compensate for the claim. A higher level of credit risk in a profitable market will correlate with the elevated borrowing cost. Because of this, it is evaluated technically to mitigate such risk to a certain level.We will start with a brief introduction to measures of credit risk modeling. Understanding the credit risk and how it is being measured is important before we into the meat of the module. Then, we will talk about traditional credit models in length. And in the next section, we will give you practical examples of traditional credit models. In the same section, we will also talk about the structural model of credit risk. Since understanding the theory isn't enough, we will also take an example of the structural model of credit risk. Next, we will teach you Altman Z-score. In this section, you will learn about Altman Z-score and how you can calculate the Z-score. Then, we will talk about the Z-score of the airline industry. And then, we will also take a practical example of the US airline industry and discuss the airline industry Z-score. Then, under the same section, we will talk about the credit rating description of the airlines. Now, we will directly go into credit analysis. Under credit analysis, you will learn credit modeling, the evaluation metric in credit modeling, and also the early warning checklist in credit modeling. Then, we will teach you UFCE and WC Credit Modeling. Next, we will look at the financial statement analysis (the income statement, the balance sheet, the cash flow statement) in detail. Finally, we will talk about ways out analysis and internal ratings. In the end, we will show you the reference files to end the module. You need to keep in mind that this training will work if you do the work.Curriculum1. Introduction2. Traditional Credit Models3. Example of Traditional Credit Model4. Example of Structural Model of Credit Risk5. Altman Z-Score6. Credit Analysis7. UFCE and WC Credit Modelling8. Financial Statement9. Ways Out Analysis and Internal Ratings
