Name: Advanced Credit Risk Modelling
Start: 2020-10-29T09:00:00+00:00
End: 2020-10-30T16:00:00+00:00
Location: Online Training

An event hosted by:

October 29-30, 2020

Online Training

Credit Departments within banks have become increasingly complex driven by the demands of regulation and business practise. The current crisis has put all modelling approaches under high levels of scrutiny. This has resulted in greater concern over attributes and approaches as well as changes to validation approaches adopted.

Generally, there has been an increased used of modelling credit risk as a risk as a result of the implementation of the Basel Accord, IFRS 9 and US GAAP and also the developments in the global credit markets. This course will explore the key modelling techniques that are applied and highlights these to meet the demands of these requirements.

What will you learn?

To ensure the attendees understanding what are the main techniques currently employed and key approaches to this developing subject
Participants will be taken through the key approaches and will learn lessons to be applied within their own organisations.
They will also consider the problems of model validation within the current crisis

Who should attend?

Relevant departments may include but are not limited to:

Risk specialists
Internal auditors
Credit risk
Others with interest in credit risk modelling

Course highlights

The role of Modelling in Credit Analysis
Model Governance
Retail Credit Models
Corporate Credit Models
Regulatory Modelling Requirements
Validating the Model
Modelling Uncertainty
Modelling the future