Credit Risk Modelling and IFRS9 Masterclass

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

Credit Risk Modelling and IFRS9 Masterclass

September 19–22, 2022

Time zone: EMEA / APAC

 

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Key reasons to attend

  • Understand the implications of various credit risk models and capital adequacy requirements 

  • Explain the importance of connecting credit risk portfolio and loss given default (LGD) modelling 

  • Apply the principles of forecasting models and model designs 

View agenda

Customised solutions

Does your team require a tailored learning solution on this or any other topic?

Working with the portfolio of expert tutors and Risk.net’s editorial team, we can develop and deliver a customised learning to make the most impact for your team, from initial assessment to final review. 

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Join us for this 4-day virtual course where participants will learn the best practices of various credit risk models and capital adequacy requirements, the importance of connecting credit risk portfolio and loss given default modelling, and how to best apply the principles of forecasting models and designs. 

Participants will learn the best approaches for model validation techniques, monitor and reporting requirements, and how to interpret the changes of frameworks. Discussion with our subject matter experts will also include the importance of connecting credit risk portfolio and LGD modelling, and how to successfully implement climate risk in your credit assessment. 

Key sessions will narrow in on requirements for model input characteristics and the importance of model transparency and explainability, as well as the existence of bias. This course will consider how to approach credit risk modelling from current regulatory expectations to developing requirements.  

Learn how to
  • Identify the implications of various credit risk models and capital adequacy requirements 
  • Explain the importance of connecting credit risk portfolio and loss given default (LGD) modelling 
  • Apply the principles of forecasting models and model designs 
  • Identify developments for credit risk modelling and how to interpret the changes of frameworks 
  • Successfully include climate risk in your credit risk assessment 
  • Apply natural language processing (NLP) in traditional model approaches 
Who should attend?

Employees whose job responsibilities may include but are not limited to: 

  • Credit models 
  • Credit risk 
  • Model risk 
  • Risk management 
  • Stress testing
  • Climate risk
  • Artificial intelligence (AI)
  • Machine learning (ML) 
Pricing options

We offer flexible pricing options for this course:

  • Early bird rates 

  • Group rate

  • Enterprise rates

  • Visit registration page for further information

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

Content support

For this course we have collated a selection of articles from Risk.net to supplement your learning.

Risk Training is a part of Risk.net - the world’s leading source of in-depth news and analysis on risk management, derivatives and complex finance.

View articles here

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CPD Accreditation

This course is CPD (Continued Professional Development) accredited and will allow you to earn up to 8 credits. One credit is awarded for every hour of learning at the event.
 

 
The online operational risk training course was great. It gave me inspiration on how to develop my risk management department
Spar Nord
A very professional and serious virtual training course
KommuneKredit Denmark
Leading experts with comprehensive material covering important topics in a very concrete and useful manner
Banco Santander Mexico
Having complex material presented by people with both a sound theoretical base, combined with actual real life experience, is the best means for us to get useful knowledge to deal with the challenges we face in today's financial environment
Cidel Bank & Trust
It was my pleasure to share my thoughts and experience and I enjoyed the feedback and questions. Outstanding virtual event. Thank you Risk Training
Northern Trust Corporation

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

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