Credit Portfolio Strategy And Regulatory Compliance

Advanced credit analysis course covering bond pricing, CDS, Basel regulations, and credit portfolio management.

What you'll learn

Evaluate bond pricing, yields, and credit spreads for investment decision-making

Implement credit derivatives and structured products for risk management

Apply Basel regulatory frameworks and stress testing methodologies

Execute comprehensive credit portfolio management strategies

Requirements

A basic understanding of finance, bonds, and Excel is recommended, but beginners can join and learn progressively through practical examples and case studies.

Description

In today’s complex financial environment, managing credit risk and ensuring regulatory compliance are critical skills for any finance professional. This course, Portfolio Management and Regulatory Frameworks in Credit Analysis, is designed to equip learners with advanced tools and strategies used in professional credit risk and portfolio management roles.Over the span of four hours, you will gain a deep understanding of key topics such as bond pricing, yield analysis, credit spreads, and the use of credit derivatives like Credit Default Swaps (CDS) for risk mitigation. The course offers a balanced mix of theoretical foundations and hands-on applications, including case studies, real-world contract reviews, and Excel-based exercises.You’ll also explore the Basel I, II, and III regulatory frameworks, understanding how financial institutions calculate and manage credit risk capital, implement stress testing, and respond to changing compliance requirements. The course concludes with comprehensive coverage of credit portfolio management techniques, including diversification, hedging, and credit risk transfer mechanisms.This course is ideal for credit analysts, risk professionals, finance students, and banking executives looking to advance their expertise in managing credit portfolios and navigating regulatory landscapes. Whether you're preparing for a role in credit risk or enhancing your strategic decision-making capabilities, this course will give you the knowledge and tools to succeed.

Overview

Section 1: Bond Pricing, Yields, and Spreads

Lecture 1 Introduction to Bond Pricing

Lecture 2 Yield to Maturity (YTM) Analysis

Lecture 3 Credit Spreads and Market Perception

Lecture 4 The Yield Curve and Credit Risk

Lecture 5 Case Study: Bond Pricing in Different Economic Conditions

Lecture 6 Common Mistakes in Bond Valuation

Lecture 7 Hands-On-Learning: Calculating Bond Prices and Yields

Section 2: Probability of Default (PD) and Expected Loss Calculations

Lecture 8 Understanding Probability of Default

Lecture 9 Expected Loss and Recovery Rates

Lecture 10 Credit Scoring Models and Default Prediction

Lecture 11 Stress Testing and Sensitivity Analysis

Lecture 12 Case Study: Applying Default Probability Models

Lecture 13 Limitations and Challenges in PD Estimation

Lecture 14 Hands-On-Learning: Calculating Probability of Default (PD)

Section 3: Structural vs. Reduced-Form Credit Risk Models

Lecture 15 Introduction to Credit Risk Modeling

Lecture 16 Structural Credit Risk Models Explained

Lecture 17 Reduced-Form Models and Market Pricing

Lecture 18 Comparing Structural vs. Reduced-Form Models

Lecture 19 Case Study: Using Credit Models in Practice

Lecture 20 Limitations of Credit Risk Models

Lecture 21 Hands-On-Learning: Applying a Credit Risk Model Using Financial Data

Section 4: Credit Derivatives and Credit Default Swaps (CDS)

Lecture 22 Introduction to Credit Derivatives

Lecture 23 Mechanics of Credit Default Swaps (CDS)

Lecture 24 The Role of CDS in Risk Management

Lecture 25 Market Dynamics of Credit Derivatives

Lecture 26 Case Study: The Role of CDS in Financial Crises

Lecture 27 Regulatory and Ethical Considerations

Lecture 28 Hands-On-Learning: Analyzing a CDS Contract

Lecture 29 Project: Credit Derivatives, Loan Structures, and Stress Testing Mini-Challenge

This course is for finance professionals, credit analysts, and aspiring risk managers seeking to master portfolio-level credit analysis, regulatory frameworks, and risk mitigation strategies.