Training in Derivatives

  • Financial Introduction: Products and valorization.
  • Derivatives Demand.
  • Derivatives products.
  • Recovery of derived products.
  • Structures of rates and curves.
  • Risks and controls on derivatives.
  • Valorization and risk-option.
  • Structural products.

Credit Risk

  • Predictive models in payment behavior ( people and business segment).
  • Initiation and behavior scoring model construction methodologies for mass segments.
  • Methodology model construction supplies down approach Basel.
  • Methodology for validation of a scoring model.
  • Sufficiency of supplies Backtest.

Credit risk advanced

  • Database construction.
  • Selection variables.
  • Probability of default in year v/s lifetime.
  • Calculation of LGD.
  • Calculation of EAD.
  • Design of origination policies.

Market risk

  • Introduction to the market risk administration.
  • Preliminary statistics.
  • Financial concepts.
  • Financial risk identifications
  • Risk measurement and value management
  • VaR implementation.
  • Regulations ( Basel and local).
  • Risk management redesign.

Market risk advanced

  • VaR methodological bases.
  • Parametric VaR.
  • Measurement alternatives
  • VaR Plugins
  • Beyond the VaR.

Introduction to the counterparty risk

  • Introduction and definitions.
  • Calculation methodology.
  • Exposure simulation.
  • Role of Clearing house.
  • Local market challenges.

Counterparty risk advanced

  • Introduction.
  • Generation of opportunity cost curves (Bootstrapping, Dual stripping).
  • Valoración de métricas de riesgo de contraparte.
  • Mitigation measures and their differences in counterparty risk metrics.

Evaluation of credit risk models

  • Basic statistics concepts.
  • Introduction to the Risk credit.
  • Stage development in a scoring model.
  • Credit risk management and internal models method.
  • Pattern evaluation of Credit Risk Models.


Phone: (562) 22369655
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