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Week Two: Financial Risk Management Fundamentals II: Credit Risk

Description

During the second week of this learning series, you will cover exercises that include:

  • Credit analysis for fixed asset finance
  • Loss Given Default calculation for interest rate and currency swap and option counterparties
  • Expected loss calculation for portfolio of loans,bonds and swaps
During this live session, Professor Steve Lindo (Columbia University and Ohio State University Fisher College of Business) will guide you through the intricacies of Credit Risk. In virtual breakout groups, you'll discuss and tackle three exercises with your financial risk peers.

Contributors

  • Steve Lindo

    Steve Lindo designed and teaches a  Master’s Class in Financial Risk Management at Columbia University. His professional career spans more than 30 years managing risks in global corporations, both financial and non-financial. Prior to his current role as Principal of SRL Advisory Services, an independent consulting firm specializing in risk governance, education, regulation and data risk management, he held senior risk positions at Fifth Third Bancorp, GMAC (now Ally Financial), Cargill Financial Services, Lloyds Bank and First National Bank of Chicago (now part of JPMorgan Chase). In 2010, Mr. Lindo completed a two-year engagement as Executive Director of PRMIA – The Professional Risk Managers’ International Association, a non‐profit member organization with over 75,000 members in 198 countries. Mr. Lindo is a regular presenter at conferences, author of risk management articles and case studies. He has a BA and MA from Oxford University and speaks fluent French, German, Spanish and Portuguese.

October 8, 2019
Tue 12:00 PM EDT

Duration 1H 15M

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