This course offers a comprehensive and practice-oriented introduction to advanced credit analysis and fixed income risk management. Designed for professionals aiming to deepen their expertise in credit markets, it combines technical rigor with practical application across key areas such as bond pricing, credit derivatives, regulatory frameworks, and portfolio-level risk mitigation. Learners will explore how tools like yield curve analysis, CDS contracts, and Basel guidelines are used to build effective credit strategies and assess risk in real-world financial environments.


Credit Analysis: Portfolio Management & Regulations
本课程是 Credit Analyst Academy 专项课程 的一部分


位教师: Michael McDonald
包含在 中
您将学到什么
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.
您将获得的技能
- Microsoft Excel
- Financial Regulation
- Investments
- Derivatives
- Portfolio Management
- Financial Market
- Risk Management
- Bank Regulations
- Credit Risk
- Compliance Management
- Risk Analysis
- Lending and Underwriting
- Risk Mitigation
- Capital Markets
- Market Dynamics
- Business Valuation
- Regulatory Compliance
- Analysis
- Financial Analysis
要了解的详细信息
了解顶级公司的员工如何掌握热门技能

积累特定领域的专业知识
- 向行业专家学习新概念
- 获得对主题或工具的基础理解
- 通过实践项目培养工作相关技能
- 获得可共享的职业证书

该课程共有4个模块
In this module, you’ll learn how to evaluate fixed income investments by mastering bond pricing, yield analysis, and credit spread interpretation. You’ll explore how market conditions, credit risk, and interest rate changes impact bond valuation through yield curves and spread dynamics. With expert-led videos, real-world case studies, Excel-based exercises, and interactive assessments, you’ll build the skills to accurately price bonds, identify mispricing risks, and make sound investment decisions in credit markets.
涵盖的内容
6个视频2篇阅读材料1个作业1次同伴评审1个讨论话题
In this module, you’ll explore the structure, mechanics, and applications of credit derivatives, with a focus on Credit Default Swaps (CDS). You’ll learn how CDS contracts are priced, how they’re used for hedging and speculation, and how their market dynamics impact credit spreads and systemic risk. Through real-world case studies, regulatory insights, and hands-on analysis of CDS contracts, you’ll develop the ability to assess the strategic and ethical implications of using credit derivatives in modern credit risk management.
涵盖的内容
6个视频1篇阅读材料1个作业1次同伴评审1个讨论话题
In this module, you’ll demystify Basel I–III and their impact on credit risk management. You’ll translate capital rules into practical steps: calculating risk-weighted assets (RWA), comparing Standardized vs. Internal Ratings-Based (IRB) approaches, and linking Pillars 1–3 to real lending decisions. A case study and a hands-on compliance review, you’ll connect regulatory ratios and buffers to pricing, limits, and portfolio strategy, while scanning the horizon for “Basel III endgame” updates.
涵盖的内容
6个视频1篇阅读材料1个作业1次同伴评审1个讨论话题
In this module, you’ll manage credit exposure at the portfolio level. You’ll design diversification and limit frameworks, quantify concentration and correlation risk, and deploy hedges (e.g., single-name CDS, index CDS, insurance, and structured transfers). A case study and an Excel-based exercise connect risk metrics (EL/UL, VaR, RAROC, tracking error) to practical actions—rebalancing, hedging, and capital allocation.
涵盖的内容
6个视频1篇阅读材料1个作业2次同伴评审1个讨论话题
获得职业证书
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