All Course Topics

Developing techniques to identify, measure, and mitigate credit risks, ensuring informed lending decisions and maintaining financial stability.

Understanding the basic components and operational mechanics of credit default swaps, including how they transfer credit risk between parties.

Learning the methods and models used to price credit default swaps accurately, including factors influencing pricing such as credit spreads and interest rates.

Studying the behavior of the CDS market, including trading practices, liquidity, and the interaction between CDS and underlying credit markets.

Exploring the laws and regulations governing credit default swaps to ensure compliance and mitigate systemic risk.

Analyzing how CDS are used for hedging credit risk, the potential risks involved, and their impact on financial stability and market behavior.

Understanding various credit derivatives such as credit default swaps (CDS), total return swaps, and credit-linked notes, and their specific functions.

Learning the methods and models used to price credit derivatives accurately, including factors that influence their valuation.

Studying the operational mechanics and structures of credit derivatives, including how they transfer and manage credit risk.

Exploring the legal and regulatory frameworks governing credit derivatives to ensure compliance and mitigate systemic risk.

Analyzing how credit derivatives are used in risk management and investment strategies to hedge against credit risk and enhance portfolio performance.

Understanding the methods to evaluate the creditworthiness of individual assets within a portfolio and measure the overall risk.