(Compliance) Financial Products & Associated Risk Management

Credit Risk - Part 1


This eCourse consists of two modules on Credit Risk. Module 1 outlines how credit risk is generated by the business of financial institutions, as well as the structures these institutions should have in place to manage this risk. It describes in detail the entire credit risk lifecycle, from risk assessment through to ongoing risk reporting and monitoring. The module also explains why it is important for banks to look beyond credit risk and take into account other risks such as market and operational risk when making credit decisions.

Module 2 describes these different risk types and the characteristics that determine whether a particular credit risk falls into one risk type or another. It goes beyond the credit risks that arise in the traditional banking book to examine those that arise in the trading book and the regulatory and risk management implications of this distinction. The module also describes in detail how banks segment different customer types and why this differentiation matters from a credit risk point of view.


On completion of this course, you will be able to:
- Identify how credit risk arises and the key factors that influence the size of credit risk exposures
- Distinguish between the different stages of the credit risk lifecycle for all customer relationships or transactions
- Recognize why credit decisions should be taken after assessing and taking into account relevant non-credit risk
- Distinguish between the different types of credit risk, including the difference between direct and contingent credit risks as well as those that arise from settlement, trading, and underwriting activities
- Recognize the different credit risk customer types and the importance of differentiating between these customer types
- Identify how credit risk arises in both the banking book and the trading book and the significance of this distinction


Module 1: Credit Risk - An Introduction
Topic 1: Basics of Credit Risk
Topic 2: Credit Risk Lifecycle
Topic 3: It’s Not Just About Credit Risk

Module 2: Credit Risk - Types
Topic 1: Types of Credit Risk
Topic 2: Customer Types
Topic 3: Banking vs. Trading Book Risk


第1類 - 證券交易,第2類 - 期貨合約交易,第3類 - 槓桿式外匯交易,第4類 - 就證券提供意見,第5類 - 就期貨合約提供意見,第6類 - 就機構融資提供意見,第7類 - 提供自動化交易服務,第8類 - 提供證券保證金融資,第9類 - 提供資產管理,第10類 - 提供信貸評級服務,第11類 - 場外衍生工具產品交易或就場外衍生工具產品提供意見,第12類 - 為場外衍生工具交易提供客户結算服務
SFC:2.00, PWMA:2.00
所有會員: HKD570
非會員: HKD840
機構會員員工: HKD570