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Credit Analysis: Portfolio Management & Regulations

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Credit Analysis: Portfolio Management & Regulations

 Michael McDonald
Starweaver

Instructors: Michael McDonald

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Gain insight into a topic and learn the fundamentals.
Intermediate level

Recommended experience

6 hours to complete
Flexible schedule
Learn at your own pace
Gain insight into a topic and learn the fundamentals.
Intermediate level

Recommended experience

6 hours to complete
Flexible schedule
Learn at your own pace

What you'll learn

  • Evaluate bond pricing, yields, and credit spreads for investment decision-making.

  • Implement credit derivatives and structured products for risk management.

  • Apply Basel regulatory frameworks and stress testing methodologies.

  • Execute comprehensive credit portfolio management strategies.

Details to know

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Recently updated!

September 2025

Assessments

4 assignments鹿

AI Graded see disclaimer
Taught in English

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This course is part of the Credit Analyst Academy Specialization
When you enroll in this course, you'll also be enrolled in this Specialization.
  • Learn new concepts from industry experts
  • Gain a foundational understanding of a subject or tool
  • Develop job-relevant skills with hands-on projects
  • Earn a shareable career certificate

There are 4 modules in this course

In this module, you鈥檒l learn how to evaluate fixed income investments by mastering bond pricing, yield analysis, and credit spread interpretation. You鈥檒l explore how market conditions, credit risk, and interest rate changes impact bond valuation through yield curves and spread dynamics. With expert-led videos, real-world case studies, Excel-based exercises, and interactive assessments, you鈥檒l build the skills to accurately price bonds, identify mispricing risks, and make sound investment decisions in credit markets.

What's included

6 videos2 readings1 assignment1 peer review1 discussion prompt

In this module, you鈥檒l explore the structure, mechanics, and applications of credit derivatives, with a focus on Credit Default Swaps (CDS). You鈥檒l learn how CDS contracts are priced, how they鈥檙e used for hedging and speculation, and how their market dynamics impact credit spreads and systemic risk. Through real-world case studies, regulatory insights, and hands-on analysis of CDS contracts, you鈥檒l develop the ability to assess the strategic and ethical implications of using credit derivatives in modern credit risk management.

What's included

6 videos1 reading1 assignment1 peer review1 discussion prompt

In this module, you鈥檒l demystify Basel I鈥揑II and their impact on credit risk management. You鈥檒l translate capital rules into practical steps: calculating risk-weighted assets (RWA), comparing Standardized vs. Internal Ratings-Based (IRB) approaches, and linking Pillars 1鈥3 to real lending decisions. A case study and a hands-on compliance review, you鈥檒l connect regulatory ratios and buffers to pricing, limits, and portfolio strategy, while scanning the horizon for 鈥淏asel III endgame鈥 updates.

What's included

6 videos1 reading1 assignment1 peer review1 discussion prompt

In this module, you鈥檒l manage credit exposure at the portfolio level. You鈥檒l design diversification and limit frameworks, quantify concentration and correlation risk, and deploy hedges (e.g., single-name CDS, index CDS, insurance, and structured transfers). A case study and an Excel-based exercise connect risk metrics (EL/UL, VaR, RAROC, tracking error) to practical actions鈥攔ebalancing, hedging, and capital allocation.

What's included

6 videos1 reading1 assignment2 peer reviews1 discussion prompt

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Instructors

 Michael McDonald
Starweaver
4 Courses603 learners

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Starweaver

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