This course offers a comprehensive and practice-oriented introduction to advanced credit analysis and fixed income risk management. Designed for professionals aiming to deepen their expertise in credit markets, it combines technical rigor with practical application across key areas such as bond pricing, credit derivatives, regulatory frameworks, and portfolio-level risk mitigation. Learners will explore how tools like yield curve analysis, CDS contracts, and Basel guidelines are used to build effective credit strategies and assess risk in real-world financial environments.

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Credit Analysis: Portfolio Management & Regulations
This course is part of Credit Analyst Academy Specialization


Instructors: Michael McDonald
Included with
Recommended experience
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.
Skills you'll gain
- Analysis
- Financial Market
- Compliance Management
- Credit Risk
- Capital Markets
- Risk Analysis
- Investments
- Bank Regulations
- Microsoft Excel
- Financial Regulation
- Business Valuation
- Derivatives
- Financial Analysis
- Financial Services
- Risk Management
- Financial Regulations
- Regulatory Requirements
- Risk Mitigation
- Portfolio Management
Details to know

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September 2025
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There are 4 modules in this course
In this module, you’ll learn how to evaluate fixed income investments by mastering bond pricing, yield analysis, and credit spread interpretation. You’ll 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’ll 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’ll explore the structure, mechanics, and applications of credit derivatives, with a focus on Credit Default Swaps (CDS). You’ll learn how CDS contracts are priced, how they’re 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’ll 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’ll demystify Basel I–III and their impact on credit risk management. You’ll translate capital rules into practical steps: calculating risk-weighted assets (RWA), comparing Standardized vs. Internal Ratings-Based (IRB) approaches, and linking Pillars 1–3 to real lending decisions. A case study and a hands-on compliance review, you’ll connect regulatory ratios and buffers to pricing, limits, and portfolio strategy, while scanning the horizon for “Basel III endgame” updates.
What's included
6 videos1 reading1 assignment1 peer review1 discussion prompt
In this module, you’ll manage credit exposure at the portfolio level. You’ll 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—rebalancing, hedging, and capital allocation.
What's included
6 videos1 reading1 assignment2 peer reviews1 discussion prompt
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