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Additional RiskCalc Training:
RiskCalc/Private Firm EDF Training - Online
RiskCalc/Private Firm EDF Training - Client-Site Customized |
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Overview
A pair of pre-recorded online tutorials provide a 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. Basic through advanced concepts are explained in an intuitive and interactive format. The tutorials can be accessed at any time, at support.mkmv.com.
Who Should Attend
These tutorials are 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 tutorials, 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
Part 1: Understanding the RiskCalc model (23 minutes)
- Overcoming challenges to estimating default probability for private firms
- Building the model: Ratio selection, combining the effect of ratios, econometrically fitting to data
- Incorporating an Industry/Sector Effect
- Incorporating a Credit Cycle Adjustment
Part 2: Interpreting RiskCalc® Outputs and Reports (21 minutes)
- Entering Data
- Analyzing EDF
- Examining Ratios
- Identifying EDF Drivers
- Performing What-if Analysis
- Using the Batch File
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