Credit Risk Measurement - Part 2

Credit Risk Measurement - Part 2

概要

Exposure at default (EAD) and loss given default (LGD) are core components of the credit risk measures used to determine bank capital requirements (risk-weighted assets) and to manage credit risk (expected loss). This tutorial describes the fundamentals of EAD as a measure of credit risk, the calculation of EAD values, and the issues to be considered when calculating EAD. The tutorial also explains the role of loss given default (LGD) in measuring credit risk, the steps involved in calculating LGD rates, and the key factors that influence LGD values.

宗旨

On completion of this tutorial, you will be able to:
- Calculate EAD for credit facilities and outline the key issues associated with EAD as a measure of credit risk
- Calculate LGD and describe the key drivers behind LGD values

內容

Topic 1: Exposure at Default (EAD)
Topic 2: Loss Given Default (LGD)

詳情

活動編號
TERFR17005801
地點
網上平台
語言
英文
級別
Intermediate
課程時數
SFC:1.00, PWMA:1.00
費用
機構會員員工: HK$290
非會員: HK$410
所有會員: HK$290