Participants will be equipped to:
- Identify the key elements of credit risk: probability of default, loss given default and exposure at default
- Evaluate the inter-action of credit risk within a portfolio exposures (especially default correlation), and how these can be measured and quantified
- Review how the main drivers of credit risk are modelled and sensitised
- Understand how credit portfolio modelling is used within firm-wide risk management and regulatory and economic capital process
Bankers, regulators and analysts who wish to gain insight into the credit portfolio management process, without being modellers themselves. The course is targeted at an intermediate level. Related workshops include: Credit Risk: Introduction to Key Concepts, which provides an introduction to the topic, and Risk Management in Banks & the Capital Implications which provides a broader overview of all risk management areas.
In each course day the price includes:
Morning Coffee 08:30 to 09:00
Training 09:00 to 10:30
Morning Coffee-Break 10:30 to 10:45
Training 10:45 to 12:30
Executive Lunch 12:30 to 13:30
Training 13:30 to 15:30
Afternoon Coffee-Break 15:30 to 15:45
Training 15:45 to 17:30
Complementary Water and Soft drinks during the whole day.
Courses are delivered in English language. Delivery in Portuguese or Spanish is possible if there is a minimum of 8 participants (at request).