Credit investments have long been existing in the financial markets for over centuries. However, modern credit risk management techniques have only achieved significant breakthroughs after 2000 primarily due to the implementation of the global bank regulatory standards set out in the Basel III Framework which mandates internationally active banks to strengthen their institutional credit risk management framework and match their credit risk with sufficient regulatory capital. These initiatives motivate banks to spend huge resources to enhance their credit risk management systems with qualified risk management skills. 

This course aims at introducing the credit risk management techniques under the latest Basel III Framework and discussing a wide range of methodologies that enable banks to measure their credit risk with contemporary financial technologies. The course is particularly beneficial to those working in the following areas: risk management, compliance, bank audit, corporate banking, retail banking and private banking.

Students are required to pass both coursework and examination components in order to pass the course.