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所在平台: Udemy |
课程主页: https://www.udemy.com/course/frm-part-2-book-2-credit-risk-part-22/
课程评论：没有评论
This Coursera course, FRM Part 2 - Book 2 - Credit Risk (Part 2/2), taught by the experienced Professor James Forjan, PhD, provides a comprehensive summary of key concepts from chapters 10 through 20 of the Credit Risk book, essential for FRM Part 2 exam preparation. The course covers a range of crucial topics in credit risk management, including: * **Risk Mitigation Techniques:** Netting, compression, resets, and termination features are explored to understand how financial agreements can be structured to reduce credit risk. * **Collateral Management:** The role and importance of collateral in mitigating credit exposure are discussed. * **Credit Exposure and Funding:** The course delves into understanding and managing credit exposure and its relationship with funding. * **Counterparty Risk Management:** This includes intermediation strategies for managing counterparty risk, as well as a detailed look at Credit and Debt Value Adjustment (CVA/DVA). * **Specific Risk Factors:** Wrong-way risk and the evolution of stress testing for counterparty exposures are examined. * **Credit Scoring and Retail Risk:** The course covers credit scoring methodologies and the management of retail credit risk. * **Credit Transfer Markets:** The dynamics and implications of credit transfer markets are analyzed. * **Securitization:** A significant portion of the course is dedicated to understanding securitization, including an introduction and a specific focus on the securitization of subprime mortgage credit. Professor Forjan's extensive background in finance, including his CFA charter and decades of teaching experience at the graduate and post-graduate levels, ensures a high-quality and insightful learning experience for students aiming to master credit risk for their FRM certification.
James Forjan has taught graduate and post-graduate finance classes for over 25 years and has also co-authored college-level investment books. His resume includes:BS in AccountingMaster of Science in FinancePhD in Finance (minor in Economics, two PhD level courses in Econometrics)Completed the CFA Program in 2004 and earned the CFA charter later that yearCollege professor who taught at six institutions since classes such as Corporate Finance, Investments, Derivatives Securities, International FinanceIn this course, Prof. James Forgan, PhD, summarizes the first 9 chapters from the Credit Risk book so you can learn or review all of the important concepts for your FRM part 2 exam.This course includes the following chapters:10. Netting, Compression, Resets, and Termination Features11. Collateral12. Credit Exposure and Funding13. Counterparty Risk Intermediation14. Credit and Debt Value Adjustment15. Wrong-Way Risk16. The Evolution of Stress Testing Counterparty Exposures17. Credit Scoring and Retail Credit Risk Management18. The Credit Transfer Markets - And Their Implications19. An Introduction to Securitisation20. Understanding the Securitization of Subprime Mortgage Credit
