Lead Training Services

Advanced Credit Risk Modelling and Management

Starting Date To Be Announced

Dates: Workshop details will be announced soon
Time: 17:00 till 20:00
ECTS credits: 2
Trainer: Dr. Paul Magro

The learner will be able to:

  • Identify and analyse credit risk faced by an entity.
  • Describe in detail the features of a credit loss distribution and its implications on portfolio management.
  • Develop advanced risk models including the Merton Model, Copula Models and Credit VaR.
  • Design and calibrate the Internal Rating Based (IRB) capital allocation model.
  • Calculate the PDs and LGDs in a portfolio.


Tower Training Centre
Lower Ground Floor, Tower Business Centre, Tower Street, Swatar, Malta. (view map)

(Free parking available at level minus 5)


Who We Are

We are a team of specialists passionate about our work and with a common ambition to share learning experiences with people in the business community and civil society.

Under the brand name LEAD Training Services, our team has attracted an impressive pool of professional trainers from different areas of business.

This makes us the only professional training organisation in Malta that can offer cutting edge training programmes across a broad spectrum of topics. We do not believe in one-size-fits-all training programmes and in line with our belief we customise our programmes to our individual customer’s needs.

Let's Keep In Touch

Stay adjourned with our latest courses, news and events by subscribing to our newsletter. We will send you an email newsletter from time to time, and we promise to never sell your details to any third parties!

Our LatestNews

Posted on: Monday, March 23rd, 2020

Due to the COVID-19 Social Distancing Government Directive, LEAD Training Services will be offering the upcoming Spring/Summer 2020 courses online. Instead of traditional face to face classroom lectures, all sessions will be delivered through online live webinars.

LEAD has in the past days developing a professional state of the art online training platform to continue deliver high quality accredited courses even during these upcoming months. We believe that education and professional development cannot halt but to the contrary we believe professionals should turn this temporary crisis as an opportunity to up-skill their skills and competencies by one of our accredited courses. …read more »