Credit Risk Modelling Masterclass

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

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 also the developments in the global credit markets. This course looks at the key modelling techniques that are applied and highlights these to meet the demands of these requirements.

Howard P. Haughton

Quantitative Financial Risk Expert

Risk Reward

Dr Haughton is an international recognized quantitative financial risk expert, industry consultant and senior research fellow specialising in computational finance for more than 30 years.

Following completion of this PhD in Mathematical Computer Science (1989), he has held a series of senior positions in risk and capital markets within large financial institutions including those related to mathematical modelling (Lloyd’s Register), model validation ( JP Morgan Chase),  which lead to global directorships at Deutsche Bank (money markets and derivatives risk), Merrill Lynch (establishing the quantitative credit risk function),  and at Dresdner Bank AG (mathematical methods and software implementation, pricing derivatives and structured products).

A career shift resulted in taking on the role of Chief Risk Officer and co-Head of Treasury at a Building Society while serving as an Adjunct Professor of Finance at the University of Technology, Kingston.

He subsequently took on the role as Quantitative and Economic Advisor to the Commonwealth Secretariat, UK (2015-2018).

His most recent work in the field of sustainable development has enhanced awareness as to how sovereign contingent liabilities and financing for development can be better achieved.  He has provided policy advice to sovereign states globally related to sovereign wealth funds, infrastructure development, debt and capital management and project financing. 

Dr Haughton’s advisory services and research extends to that of leadership, corporate governance, diversity and inclusion. In this respect he has developed a framework for achieving inclusive leadership primarily in financial institutions.

He has published widely across a number of subject areas including the recent The Woken Leader (2020).

Dr Haughton holds advanced degrees including  a PhD in Mathematical Computer Science (Wolverhampton University) an MBA in Financial Strategy from Oxford University Said Business School,  and a  Master’s degree in Mathematical Finance (University of York, with distinction).

His professional qualifications include Chartered Risk analyst (AAM), Chartered Wealth Manager (AAM, Chartered Asset Manager (AAM), Chartered Portfolio Manager (AAM) and Certified Treasury Professional (AFP).

For more than  six years, Dr Haughton has been a visiting senior research fellow at King’s College London specialising in computational finance where he is responsible for the coordination of the core module of the MSc in Computational Finance and teaching industry leaders within financial institutions. 

Risk Reward Ltd is delighted to have Dr Haughton join the C-Suite Innovation and Leadership Executive Debriefs, risk management suite and  and quantitative experts team in 2011.

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What will you learn?
  • Detailed overview of modelling in credit analysis
     
  • Credit risk model validation, model governance and regulatory expectation
     
  • Methodological example of credit risk model and calculations
     
  • Retail and corporate credit models
     
  • Applying the Basel Accord for credit modelling
     
  • Addressing the modelling challenges and uncertainties under the current crisis
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Who should attend?
  • Credit risk
     
  • Model risk
     
  • Risk modelling
     
  • Risk specialists
     
  • Stress testing
     
  • Internal auditors
     
  • Others with interest in credit risk modelling

*Suitable for all participants who wants to understand credit risk modelling

Sessions include
  • 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

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

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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