Course Methodology

This course utilizes Excel models for credit analysis, individual calculation exercises, team activities and plenary discussion.

Course Objectives

By the end of the course, participants will be able to:

• Identify the key elements of credit risk
• Analyze the micro-financial drivers of credit risk and macro-economic factors which impact system-wide credit risk
• Explain modelling techniques for assessing credit risk
• Demonstrate proficiency with different methods and tools for credit scoring
• Demonstrate the usage and risks of credit derivatives
• Apply collateral management techniques to credit derivatives exposures

Target Audience

This course is beneficial for banking personnel in all areas of credit risk.  Others who will benefit include, but are not limited to, asset allocators, portfolio strategists, sovereign wealth fund managers and research staff, risk managers/controllers, private investors and senior back office personnel.

The course is also valuable for those interested in credit modelling and those engaged in compliance with all applicable regulations regarding credit risk in financial institutions.

Target Competencies

• Credit risk modelling
• Assessment of credit requests
• Assessment of funding loans and credit facilities
• Compliance with all regulations regarding credit
• Management of a credit committee and risk committee