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.
Venue
Tower Training Centre
Lower Ground Floor, Tower Business Centre, Tower Street, Swatar, Malta. (view map)
(Free parking available at level minus 5)
Trainers
Dr. Paul Magro
Dr Magro is Co-Founder and Managing Director at RiskCap and is responsible for risk management and quantitative research. He joins RiskCap after recently receiving his PhD in Finance at the University of Bangor in June 2013. His research focused on hedge fund performance and risk, persistence and capital flows and is in the process of being published in top rated international journals. Paul is also a visiting lecturer at the University of Malta’s Banking and Finance department lecturing on hedge fund strategies, alternative investments and financial modelling. Paul is a member of the Malta Association of Risk Management and is a Certified Risk Manager (CIRM).
