Since 2014, I have been teaching two successful online courses, the first is a MOOC, open and free on edX.org, while the second is a paid course for Delft Extension School, aiming at professionals.
The CR MOOC
What is credit risk? Why is it so important, in modern economies, to correctly deal with it? This self-paced course combines theory with practice to answer these questions.
Week 1: Definition of credit risk, Basel II and Basel III.
Week 2: Standardized and IRB approaches to credit risk, an introduction to R.
Week 3: Value-at-Risk, expected shortfall and coherence.
Week 4: Internal and external credit ratings.
Week 5: Merton’s model, KMV model.
Week 6: CreditMetrics, Credit Risk Plus and more about F-IRB.
Week 7: CDS and stress-testing.
You can visit the webpage of the CR Mooc here. In Fall 2017 the course will experience a major update to cope with all the novelties in regulations.
What is a MOOC?
A MOOC is an online course aiming at large-scale interactive participation and open access via the web. In addition to traditional course materials such as videos, readings, and problem sets, MOOCs provide interactive user forums that help build a community for the students, professors, and teaching assistants.
Advanced Credit Risk Management for Professionals
This course covers cutting-edge topics of credit risk management in a rigorous yet inspiring way. The Advanced Credit Risk Management course from TU Delft, a course designed specifically for risk professionals, provides a unique opportunity to take the next step in credit risk management and helps you in contributing to the stability and economic sustainability of lending institutions. This course is for anyone who wants or needs a deeper understanding of credit risk topics in order to advance current work tasks or support future professional development. For more info, click here. The new edition will start in late 2017, with many many many novelties, including special live sessions.