Advanced Credit Risk Management

This course is for ambitious risk professionals, consultants and managers eager to master the most important models of credit risk management, and to understand and discuss the always-changing regulatory framework. You may think you know a lot about the management of risk but could there be more to it than meets the eye? This unique online course takes a deep dive into the subject of credit risk . It helps ambitious risk professionals, consultants and managers stay abreast of the latest developments in this field.

You will gain in-depth knowledge and hands-on experience of:

IFRS9 Basel I, II, III, and III reforms (Basel IV) PD modeling LGD modeling evolutions of the regulatory framework (such as TRIM, CRR, CRD IV, etc.) recent technological advances in this field The course comprises four modules that offer an effective blend of theory and practice to make it challenging and valuable so you can use and apply this knowledge in practice from day one. With the knowledge and experience gained, you will be able to perform your current work tasks more effectively and enhance your future professional development in the field. Join us for an underwater journey to the base of the iceberg. See the full picture and acquire cutting-edge knowledge and skills in a flexible and inspiring way! This course includes video lectures, accompanying learning modules created by Deloitte, readings, exercises and assignments. We also offer you the opportunity to interact with other credit risk professionals worldwide. Take this course at your own pace! With 24/7 access to course material, you can learn at the time and place that suits you. The course consists of 4 modules that are opened gradually so you can also benefit from active moderation and have a successful learning experience. The course can be started at any time, from September 16 until December 16, 2026.

If you start the course in September, you will benefit from active moderation in the course forum for the first 10 weeks of the course (September-November). Overall, the course can be completed in 10 weeks (with an estimated effort of 4-6 hours per week), but you may take additional weeks to finish the course at your own pace until February 24, 2027. Please note that the assessments should be completed before the end date in order to obtain the certificate.

• Gain knowledge about the regulatory requirements, such as IFRS9, Basel I, II, III, and III reforms (Basel IV), CRR, ECB Guide and related EBA RTSs.
• Develop a more solid understanding of the mathematics behind credit risk modeling, which will help you to better understand the foundation of the formulas and models you regularly use.
• Analyze the strengths and weaknesses of important credit risk models.
• Work with model risk and error quantification.
• Keep up with the most recent market developments and frontier techniques applied in credit risk management.
• Explore open questions like small sample corrections and dependence modeling.

Prerequisites Knowledge of basic risk management. Statistics and probability at university level (upper bachelor level). For those needing revisions, links to external resources will be provided. Professional business experience is a plus.

10 Weeks, 4 - 6 Hours per week

The two-level mutual trust-based quality assurance scheme has been adopted:

• at the university level: Technische Universiteit Delft has applied its internal quality assurance procedures and structures to the proposal of Advanced Credit Risk Management it submitted to ENHANCE and to its implementation - the related learning activities,
• at the Alliance level: the body composed of Education Officers has made decisions regarding the inclusion of Advanced Credit Risk Management proposed by Technische Universiteit Delft to the Innovative Learning Campus part of the joint ENHANCE educational offer, based on the compliance with the formal requirements and ENHANCE goals.

Starts anytime / Self-paced

At the beginning of each course, you will have access to the assessment methods and criteria. Most of the assignments are completed throughout the course, but in some cases you might need to do a proctored exam at the end.

Certificates By completing this course you will earn a professional education certificate from TU Delft. With this certificate you are eligible to receive 4.0 Continuing Education Units (CEUs). Chartered Engineering Competences All our online courses and programs have been matched to the competences determined by KIVI’s Competence Structure , a common frame of reference for everyone, across all disciplines, levels and roles. These competences apply to this course: A1: Extend your theoretical knowledge of new and advancing technologies. View sample certificate

Admission information: Prerequisites Knowledge of basic risk management. Statistics and probability at university level (upper bachelor level). For those needing revisions, links to external resources will be provided. Professional business experience is a plus.

Price: € 1.950,-