This workshop will provide an in-depth analysis of
state-of-the-art Credit Portfolio Models and will
focus in particular on integrated credit risk
management and risk capital management. The presenter
will lead you through the various applications and
enable you to put your freshly acquired knowledge
into practice. This workshop will include references
to the new regulations according to Basel II and
also to the recent successful book of the presenter.
Credit Portfolios, Integrated Risk Management, Value
at Risk, Basel II.