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Additional RiskCalc Training:
RiskCalc/Private Firm EDF Training - Online Tutorials
RiskCalc/Private Firm EDF Training - Online |
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Overview
This training seminar provides a thorough and practical understanding of Moody's KMV RiskCalc®, the industry-leading model and product for estimating default probability for private firms. Participants learn to use RiskCalc to measure, manage, and analyze default risk of private firms through hands-on exercises. Basic through advanced concepts are explained in an intuitive and interactive format, encouraging participants to ask questions and discuss product-related issues and concepts.
This course, lasting up to a day, is available at client sites only and may be customized to fit client needs. Request Client-Site Customized Training
Who Should Attend
This seminar is targeted to credit professionals who wish to better understand the RiskCalc methodology so that they can fully utilize it to estimate and analyze credit risk of private firms.
Objectives
On completion of the seminar, participants will:
- Understand the RiskCalc methodology along with its implementation and application
- Understand how various ratios (inputs) are selected and how financial and default data are used to build default probability models for each region
- Know how to use RiskCalc to quantify the relative effect of each ratio (input) and the changes to each ratio on the firm's default probability
- Know how to use RiskCalc to do what-if and pro-forma analysis
- Be able to explain to colleagues the material and concepts covered during training
Topics
- Overcoming challenges to estimating default probability for private firms
- Building the model: Ratio selection, combining the effect of ratios, econometrically fitting to data
- Credit Cycle Adjustment
- Model Validation
- Hands-On Exercises: Entering inputs to estimate and analyze a firm's default probability
- Hands-On Exercises: Analyzing each ratio's relative contribution to the firm's default probability
- Hands-On Exercises: Quantifying how changes to each ratio affect the firm's default probability
- Hands-On Exercises: What-if Analysis, Pro-forma Analysis
- Q&A
Materials
Participants will receive a training package with presentation material and reference documents for use during and after the seminar.
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