Trainings

Trainings are one centerpiece of Quantsolutions' services. All trainings include extensive case studies to illustrate the formal concepts. Furthermore, mini-workshops are included in the trainings drawing on real-world data and utilizing training software developed by Quantsolutions to maximize the learning effect.

In recent years numerous trainings have been held across Asia and Europe which can be distinguished by three broad areas:

General Risk Management Trainings

  • Financial risk management and banking regulation (Basel II / Basel III)
  • Credit risk management: Overview of risk measurement techniques, regulatory rules, and their impact on lending business
  • Market risk management: Pricing models, hedging, and risk management
  • Quantitative methods in risk management with practical applications

Specialized Credit Risk Management Trainings

  • Construction and validation of rating models and scorecards
  • Estimation and validation of the Basel II risk parameters (PD, LGD, EAD)
  • Credit portfolio management: Risk-adjusted pricing, performance measurement, and portfolio optimization
  • Credit portfolio modeling and capital allocation
  • Stress testing credit risk

Implementation-Oriented Risk Management Trainings

  • Financial risk management using Excel and VBA
  • Credit risk modelling using the open-source software package R
  • Object-oriented programming in C++ with applications to risk management