We share the knowledge that underpins our own work. A structured, practitioner-led programme covering instruments, valuation, credit, risk, structuring and market conduct.
Credit Foncier International provides courses about financial markets to those willing to take them. We ask only for genuine interest and commitment from every participant, and we hold the material to the same standard we apply to our own analysis.
Sessions are led by members of our investment, structuring and risk teams. They cover the disciplines we use internally: rigorous evaluation, documented reasoning, conservative risk management and long-term stewardship of capital. Participants are taught how a decision is reached and recorded, not merely what the conclusion was.
The programme is educational in nature. It does not constitute investment advice, does not recommend any instrument, and is not an offer of any financial product or service.
Enquire about a placeFour principles govern every module, whatever the level of the participant.
Every session is delivered by members of our investment, structuring and risk teams, drawing on live analytical practice rather than textbook abstraction.
Participants are taught to source, verify and cite before forming a view. A conclusion that cannot be evidenced is treated as incomplete work.
Downside is examined before return in every module. Capital preservation is presented as the discipline that makes long-term participation possible.
The programme teaches method and vocabulary. It does not recommend instruments, forecast prices or constitute an offer of any financial product.
Eight modules across three levels. Modules may be taken as part of a pathway or, where a participant already has the relevant grounding, individually.
How capital markets are organised: participants, primary and secondary issuance, exchanges and over-the-counter venues, clearing, settlement cycles and the role of regulation.
Equities, fixed income, commodities and derivatives — the cash flows each instrument represents, how those cash flows are discounted, and where value is genuinely created rather than transferred.
Reading a set of accounts the way a credit analyst reads them: reconciling earnings to cash, identifying accounting choices and locating the obligations that sit outside the balance sheet.
How lending decisions are actually taken: capacity, collateral, covenants and conduct, and how a counterparty file is assembled, challenged and documented before capital is committed.
Diversification, correlation, position sizing and drawdown control — the conservative frameworks we apply to our own capital, including what those frameworks fail to capture.
How transactions are structured, secured, disbursed and monitored, from feasibility study through milestone drawdown to repayment or exit.
Physical markets and the financing that supports them: pricing conventions, quality and delivery terms, storage and logistics, and the specific risks of asset-backed lending.
Know-your-counterparty procedures, sanctions and anti-money-laundering screening, market abuse rules, and the professional conduct expected of anyone handling client information.
Four routes through the curriculum, each with its own pace, module selection and intended outcome.
Modules 01 and 02, delivered at an introductory pace with no prior finance background assumed. Suitable for students, career changers and first-time investors.
Outcome: Read a market report, understand an instrument's cash flows and follow a valuation discussion.
Modules 01 to 05, with written exercises after each session and a reviewed analytical note at the end. The closest equivalent to our internal induction.
Outcome: Build a defensible financial model and write a structured recommendation.
Modules 04, 06 and 07 for participants with existing finance experience who want depth on transaction structuring and asset-backed lending.
Outcome: Structure a milestone-based facility and articulate its security package.
Module 08 delivered as a standalone pathway for operations, legal and administrative professionals working alongside investment teams.
Outcome: Apply KYC, sanctions and confidentiality standards to everyday casework.
How sessions are run, what is expected of participants and what they receive at the end.
Sessions are discussion-led rather than lectured. Participants are expected to arrive prepared and to defend a position when challenged.
Anonymised transaction structures, real market data and published accounts are used in place of invented examples.
Each module carries a short written task. Work is read, annotated and returned individually rather than scored anonymously.
Groups are kept deliberately small so that every participant speaks in every session and receives direct feedback.
Sessions are delivered remotely by default, with occasional in-person cohorts. Materials are circulated in advance of each session.
Participants who complete a pathway and its written work receive a statement of completion. It records attendance and coursework, and is not a regulated qualification.
Places are allocated on a rolling basis throughout the year.
Write to us with a short note on your background, the pathway that interests you and what you intend to do with the material.
We assess fit against the pathway rather than against academic credentials. There is no entrance examination.
You are placed in the next cohort with a confirmed schedule, reading list and session materials circulated in advance.
Attendance and completion of written exercises are expected. Places are limited and are reallocated where commitment lapses.
If your question is not addressed here, write to us directly and we will answer it in full.
Write to us with a short note about your background, the pathway that interests you and what you would like to learn. Places are allocated on a rolling basis throughout the year.