Bespoke Credit Risk and Market Risk Training

27 April 2022
This training case focused on Corporate Credit Analysis' basics, covering valuation techniques to derive earnings, & Market Risk Course to measure risks, etc.

The client and the requirement:

A multinational investment bank and financial services company reached out to Redcliffe Training with a requirement for training on Corporate Credit Analysis. Training was needed for their credit risk and corporate credit teams on different levels starting from analysts and associates to senior colleagues. Therefore, Redcliffe Training produced a bespoke Fundamentals of Corporate Credit Analysis course with three different advancement levels based on experience level of the participants. The first session piloted in August of 2020 resulting in excellent feedback and multiple repeat sessions booked.

Since 2020, we have trained hundreds of their employees on topics such as Credit Risk in Derivatives Products, Risk Control for Credit Risk Professionals, Derivative Products, Credit Risk Modelling, Market Risk and Treasury Risk.

The training:

Redcliffe Training designed a series of courses covering a variety of topics around corporate, credit risk and risk management. The courses that were repeated the most are;

Fundamentals of Corporate Credit Analysis

  • analytical techniques that can be applied across a wide range of industries
  • quantitative risk analysis of a group’s historic and forecast results
  • deriving underlying earnings and calculating and interpreting key credit ratios
  • balance sheet and the focus on asset valuations, leverage, liquidity, net working capital and capital intensity and calculate key credit ratios
  • structural, subordination, ownership and security factors
  • qualitative factors, including sovereign, industry and firm specific

To view the technical content of our Fundamentals of Corporate Credit Analysis course or to book places on the next course date, click here.

Market Risk Course

  • marketrisk measurement basics
  • understanding the maths (standard deviations, variance and co-variance, normal distributions, Z score, calculating the Exposure
  • value at risk (Historical VaR, Monte Carlo VaR, advantages and Disadvantages of VaR)
  • non-linear returns (overview of the Black Scholes Formula, binomial pricing, Monte Carlo Simultion)
  • options pricing
  • settlement risk
  • credit counterparty risk
  • Liquidity risk (how illiquid markets can create huge market risk)

This bespoke Market Risk Course course was put together based on the specific training requirements of our #BusinessSector firm client. If you would like to speak with us regarding your specific training needs please submit a contact form or give us a call on +44 (0)20 7387 4484 today.

It is important to mention that in addition to the above two courses, we have developed and presented a wide range of other credit and risk related courses for this world-renowned investment bank during the last three years and giving overall excellent feedback, we still remain their key supplier for risk and credit functions across the globe.

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