Credit Risk Modelling Masterclass

Gain insight into the management, challenges and developing areas of credit risk modelling

Risk Training - Hero

Credit Risk Modelling Masterclass

June 21–24, 2021 | Live Virtual | Time zone: EMEA / APAC

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Over this four-day interactive, virtual course, participants will expand their knowledge on effective model risk governance, application of stress testing in credit portfolios and validation frameworks for credit risk modelling.

Expert led course will allow participants to develop their understanding on IFRS 9 modelling and how the pandemic has impacted credit risk modelling. Sessions will explore how to address the challenges that have emerged, changes in policies and mitigate the risks.

Key sessions will deep dive into the application of AI/ML to improve credit risk modelling accuracy and efficiency as well as how to integrate climate change into credit risk assessments. 
 

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What will you learn?

  • Understand the general principles of forecasting models and model design

  • Approaches for building and maintaining a framework to validate credit risk portfolio models

  • Best practises for modelling macroeconomic drivers for IFRS 9

  • Understand the impact of policy updates in credit risk models and capital release

  • Develop effective strategies for managing model performance under stress

  • How to successfully include climate risk in your credit risk assessment 

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Who should attend?

Relevant departments may include but are not limited to:

  • Credit risk

  • Risk modelling

  • Risk management

  • Model risk management

  • Climate risk

  • Machine learning 

  • Stress testing

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Sessions include

  • Model risk management and governance for credit risk

  • Stress testing credit risk portfolios

  • Credit risk model validation 

  • Credit risk modelling post IFRS9

  • Covid-19 impact on credit risk modelling

  • Developments for credit risk modelling

  • Application of AI/ML in credit risk modelling 

  • Integrating climate risk and credit risk 

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Pricing options

We offer flexible pricing options for this course:

  • Early bird rates - save up to $500

  • Group booking rate - save over $1500

  • Subscribe to receive Risk Training updates and avoid missing out on additional savings 

Live Virtual training courses

 

Our live virtual training courses have been designed to engage and inspire you. Much more than a webinar, our approach includes:

  • Technical content compressed into 60-minute interactive sessions and spread out over two, three or four days

  • Facilitated collaboration including Q&A, interactive polling and group workshops

  • Live interaction with subject matter experts – get your questions answered in real time

  • Receive comprehensive course materials and supporting content from Risk.net to reinforce your learning

  • Stay connected with other learners and extend your network by joining our dedicated LinkedIn group for course participants

Hear from participants of our live online courses

No distractions that might come from an in-person setting. I had the luxury of quickly multitasking work in the 15-min break, my questions were addressed because they were documented in the chat, etc. It seemed more inclusive'
The Corporation for Interest Rate Management
The online operational risk training course was great, I really got some inspiration to how the risk management department could develop.
Spar Nord
It is a more relaxed atmosphere when I can attend virtually, and the setup worked very well
Red Winter Capital
Course was passionately led by practitioner's with expert knowledge in the field
Peoples Trust Company
The easiness of it. No need to travel to another country and all the positives that comes with it: time management, environmentally friendly, less expensive (days in a hotel, eating out, etc.), still get to have a full work day before the training'
European Bank
The training was clear with lots of good examples we can work on at home
LMRKTS
It's easy to ask questions via chat, it's easy to see and we can attend from home
American Bank
The courses are tailored to the knowledge level of the audience. This ensures that all attendees get the maximum benefit from the course.
Canada Life
Well organised, on time, actually easy to interact with the lecturer
Risk management company
Not the course for you?

Risk Training offers a great selection of courses providing practical guidance on the latest trends, challenges and regulatory changes that span risk management, regulation and derivatives.

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E-Learning

Risk Training’s self-paced E-Learning platform offers Essentials of Operational Risk programme, plus more topics to come soon.
 

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