Further education Default risk and rating // University of Oldenburg

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Modelling and accounting for credit risks

The course provides a detailed introduction to key aspects of default risk and credit risk management for banks and insurance companies. Modelling methods for individual and portfolio credit risks are presented and the construction and use of credit derivatives are discussed. The accounting treatment of credit risks, which has an important influence on risk management, is also presented and discussed. In addition, rating procedures and the regulatory environment (Basel II/III, Solvency II) are discussed in detail.

Lecturer

Prof Dr Giles-A. Nzouankeu Nana

Creditplus Bank AG

Your gain in expertise

The participants can ...

Quantitatively assess the default and credit risks of financial instruments or contract partners.

assess the role and informative value of ratings.

Critically assess current regulatory developments.

Further education at a glance

Certificate

University certificate

Dates

The module begins on 23 March
and ends on 13 September 2026

On-site workshop
8/9 May

Online workshops
5/6 June, 3-4 July and 31 July/1 August

Time required and scope

5-7 hours per week, 6 credit points

Teaching format

Part-time, internet-based. Compact workshops at the weekend

Prerequisites

None

Costs

900 Euro plus university fee

Target group

The module is aimed at professionals and interested parties who want to expand their statistical knowledge and apply statistical methods in practice.

The module can be taken as certified further education or as part of the part-time degree programme Risk Management and Financial Analysis. The university certificate is fully recognised for the degree course. So you can start your studies without enrolment!