Advanced Credit Risk Modelling

This course looks at the key modelling techniques that are applied and highlights these to meet the demands of these requirements.

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Advanced Credit Risk Modelling
October 29–30, 2020 | 9am–2pm (HKT/SGT)

Book before October 1, 2020 – Save USD 200

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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.

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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
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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
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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
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Download Asia Risk Training Calendar 2020

Asia Risk Training Calendar 2020