Risk management in banks

Risk management in banks

Type of event Block lecture

Course overview
This block course provides a detailed introduction to the most important aspects of modern credit risk management. For many banks, credit risks are the most important risk category. The focus of the seminar is on modelling procedures for individual credit risks, portfolio credit risks and credit derivatives. In addition, credit rating procedures and the reformed regulatory environment (Basel II) will be discussed. Each day includes a practical block with exercises that are solved independently and then discussed in the group.

Recommended reading

  • Servigny/Renault: Measuring and managing credit risk, McGraw-Hill, 2004.
  • Meissner: Credit derivatives, Blackwell, 2005.
  • Cossin/Pirotte: Advanced credit risk analysis, Wiley, 2007.
  • Basel Committee on Banking Supervision: International Convergence of Capital Measurement and Capital Standards: A Revised Framework, Comprehensive Version, Basel, 2006. (www.bis.org).

Download

Lecture materials will be made available for download here in due course. They will be protected by a password which will be announced during the course. Please understand that we will not answer telephone or email enquiries about the password.

Lecturer Dr Hergen Frerichs works as General Manager Acquisition Finance Portfolio for the Belgian group KBC Bank NV. KBC Bank is one of the top 20 banks in Europe with a strong market position in Belgium and Eastern Europe. Hergen Frerichs studied economics at the University of Witten/Herdecke and completed his doctorate in finance at the J.W. Goethe University Frankfurt on the topic: "Evaluation of credit risk models".


(Changed: 11 Feb 2026)  Kurz-URL:Shortlink: https://uol.de/p20238en
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