Credit Risk Models

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Overview

This 4-day course reviews credit models as implemented in major financial institutions while pointing to significant improvements made in light of the financial crisis.

The course covers four building blocks of credit modelling:

  • Internal credit scoring (rating) models
  • Pricing models for credit derivatives and structured credit products
  • Counterparty risk assessment models based on potential future exposure at default
  • Capital allocation models for credit risk, also known as credit portfolio models
  • For each building block, the course dedicates one full training day.

Each block starts with a concept review of the models applied and an assessment on how they fared during the crisis of 2007-2009. Key potential areas of model improvements as well as back / stress testing mechanisms are being discussed in an interactive way.

Course participants will be challenged via live case studies to apply their experiences for improving models. The trainer will moderate the discussions while soliciting creative solutions from the participants and will draw conclusions ? which will be compared against industry best practices.

Credited by GARP - Global Association of Risk Professionals (GARP)

Who should attend

 

  • Financial Risk Managers
  • Credit Managers
  • Financial Engineers
  • Financial Industry Regulators
  • Auditors
  • Credit Portfolio Managers
  • Asset Managers

Related Courses

Inhouse


 

Do you have five or more people interested in attending this course? Do you want to tailor it to meet your company's exact requirements? If you'd like to do either of these, we can bring this course to your company's office. You could even save up to 50% on the cost of sending delegates to a public course.

To find out more about running this course in-house:





Our Tailored Learning Offering

If you want to run this course at a location convenient to you or if you want a completely customised learning solution, we can help.

We produce learning solutions that are completely unique to your business. We'll guide you through the whole process, from the initial consultancy to evaluating the success of the full learning experience. Our learning specialists ensure you get the maximum return on your training investment.



We can offer any of our public courses delivered at your office or we can devise completely tailored solutions:


Read more about our offering or complete a call back request to speak to a learning specialist.

 

Why us


We have a combined experience of over 60 years providing learning solutions to the world’s major organisations and are privileged to have contributed to their success. We view our clients as partners and focus on understanding the needs of each organisation we work with to tailor learning solutions to specific requirements.

We are proud of our record of customer satisfaction. Here is why you should choose us to help you achieve your goals and accelerate your career:

  • Quality – our clients consistently rate our performance ‘excellent’ or ‘outstanding’. Our average overall score awarded to us by our clients is nine out of ten.
  • Track record – we have delivered training solutions for 95% of worlds’ top 100 banks and have trained over 250,000 professionals.
  • Knowledge – our 150 strong team of industry specialist trainers are world leading financial leaders and commentators, ensuring our knowledge base is second to none.
  • Reliability – if we promise it, we deliver it. We have delivered over 20,000 events both in person and online, using simultaneous translation to delegates from over 180 countries.
  • Recognition – we are accredited by the British Accreditation Council and the CPD Certification Service. In an independent review by Feefo we scored 96% on service and 95% on product