Introduction | Introduction | TW3421x Courseware | edX

DelftX: TW3421x Credit Risk Management

Courseware

Course
Info

Syllabus

Discussion

cluis

Progress

Acronyms

An Introduction to
R

Welcome
Week 1:Introduction
Week 2: Approaching
CreditRisk

Help

Topic Week 7:
YourPreference
Introduction
Your Preference

due May 12, 2014 at

18:00UTC

Hi there,
as said during ourWelcome Week, in this Mooc you have the possibility to vote
for the topic of Week 7, the last one.
You can choose between:
1. Stress Tests and Scenario Analysis,
2. Counterparty Credit Risk.
Let us see in more detail.

Week 3: TheValueat-Risk

Stress Tests and Scenario Analysis:

After the 2007-2008 crisis, the revisions of Basel II and the introduction of Basel

Week 4: Default
Probabilities - Part1

III, stress testing has become a rather hot topic in (credit) risk management.
In a stress test, banks analyze the impact of extreme but plausible scenarios on
risk. Each scenario is nothing more than a given configuration of market/risk
conditions, includingmacroeconomic factors.
If you choose this topic we will discuss:
The way in which scenarios are generated,
The regulations behind stress testing,
The way in which a stress test is performed,
How results are interpreted,
A simple example.
Counterparty Credit Risk:
This is a complex subject, which requires some previous knowledge

ofderivatives.For those who are not familiar with financial products, there will
be extra readings.
If you choose this topic, we will discuss:
Basics of credit exposure on derivatives,
Clearing,
CVA and CVA Risk,
DVA,

https://courses.edx.org/courses/DelftX/TW3421x/1T2014/courseware/a78c1be84e684facb3a7c5aca787c78d/15c21b7217124828a43db3e48d8db1b7/[5/6/2014 4:27:22 PM]

Introduction | Introduction | TW3421x Courseware | edX

Practical examples.

About Jobs Press FAQ Contact

EdX is a non-profit created by founding partners Harvard and MIT
whose mission is to bring the best of higher education to students of

2014 edX, some rights reserved.

Terms of Service and Honor Code -

Privacy Policy

all ages anywhere in the world, wherever there is Internet access.

EdX's free online MOOCs are interactive and subjects include computer
science, public health, and artificial intelligence.

https://courses.edx.org/courses/DelftX/TW3421x/1T2014/courseware/a78c1be84e684facb3a7c5aca787c78d/15c21b7217124828a43db3e48d8db1b7/[5/6/2014 4:27:22 PM]