Custom Courses Accounting and Finance

Credit Risk Management Training

SAQA US AATICD-0187 | NQF 5 | Credits 10 | Duration 5 Days
From $913 per delegate

Description

This course equips learners with the principles and practices of credit risk management, enabling them to assess, monitor, and mitigate credit risk within an organisation. It covers credit risk frameworks, measurement techniques, and regulatory compliance, ensuring participants can make informed lending decisions and protect the financial health of their institution.

Learning Outcomes

  • Apply credit risk management frameworks to identify and classify credit risk exposures.
  • Analyze financial statements and credit data to assess borrower creditworthiness.
  • Evaluate credit risk mitigation techniques, including collateral and guarantees.
  • Implement credit risk measurement models such as probability of default and loss given default.
  • Design credit risk policies and procedures aligned with regulatory requirements.
  • Demonstrate the ability to monitor and report on credit risk exposures effectively.

Target Audience

This course is designed for credit analysts, risk managers, loan officers, and finance professionals who are responsible for managing credit exposure and need to enhance their skills in credit risk assessment and mitigation.

Prerequisites

None — open enrollment

Course Outline

Day 1: Foundations of Credit Risk Management

Objectives:
• Define credit risk and its importance in financial institutions
• Identify key sources and types of credit risk
• Understand the regulatory environment (Basel III/IV)
• Explain the credit risk management framework
• Describe the role of credit risk in banking operations

Topics:
• Introduction to credit risk: definition, types (default, concentration, counterparty)
• Importance of credit risk management for financial stability
• Regulatory landscape: Basel III/IV, IFRS 9, and SA regulations
• Credit risk management framework: policies, processes, and governance
• Key stakeholders: risk managers, credit officers, regulators
• Overview of credit risk lifecycle

Day 2: Credit Risk Assessment and Measurement

Objectives:
• Analyse borrower creditworthiness using quantitative and qualitative methods
• Apply credit scoring models and rating systems
• Calculate probability of default (PD), loss given default (LGD), and exposure at default (EAD)
• Understand risk-weighted assets (RWA) and capital adequacy
• Evaluate financial statements for credit risk indicators

Topics:
• Credit assessment process: 5 Cs of credit (Character, Capacity, Capital, Collateral, Conditions)
• Quantitative analysis: financial ratios, cash flow analysis
• Qualitative factors: industry, management, business model
• Credit scoring models: logistic regression, machine learning basics
• Internal and external credit ratings
• PD, LGD, EAD estimation methods
• Risk-weighted assets (RWA) calculation under standardised and IRB approaches

Day 3: Credit Risk Mitigation and Portfolio Management

Objectives:
• Identify credit risk mitigation techniques (collateral, guarantees, netting)
• Understand credit derivatives (CDS, CLNs) and securitisation
• Apply portfolio diversification and concentration limits
• Measure portfolio credit risk using VaR and stress testing
• Manage credit risk in trade finance and project finance

Topics:
• Collateral management: types, valuation, and legal considerations
• Guarantees and letters of credit
• Netting agreements and master agreements
• Credit derivatives: credit default swaps (CDS), credit-linked notes (CLNs)
• Securitisation: structure, risks, and benefits
• Portfolio diversification: Herfindahl-Hirschman Index, concentration limits
• Credit VaR models: CreditMetrics, CreditRisk+
• Stress testing and scenario analysis

Day 4: Credit Risk Monitoring, Reporting, and Regulatory Compliance

Objectives:
• Develop early warning systems and watchlists
• Prepare credit risk reports for management and regulators
• Implement loan loss provisioning under IFRS 9 (expected credit loss model)
• Understand capital adequacy requirements (Pillar 1, 2, 3)
• Conduct internal credit risk audits and reviews

Topics:
• Early warning indicators: financial covenants, payment delays, market signals
• Watchlist management and corrective actions
• Credit risk reporting: dashboards, risk appetite statements, limit breaches
• IFRS 9 provisioning: stage allocation, ECL calculation
• Regulatory capital: Basel III/IV capital buffers, leverage ratio
• Pillar 2: ICAAP, stress testing
• Pillar 3: disclosure requirements
• Internal audit and credit risk review processes

Day 5: Advanced Topics and Practical Application

Objectives:
• Analyse credit risk in specialised lending (SME, agricultural, sovereign)
• Integrate credit risk with other risk types (market, operational)
• Use credit risk models for decision-making and pricing
• Evaluate emerging trends: fintech, climate risk, ESG
• Apply learning to a comprehensive case study

Topics:
• Specialised lending: SME credit scoring, agricultural risk, sovereign risk
• Integrated risk management: credit risk interaction with market and operational risk
• Risk-based pricing: RAROC, cost of credit
• Fintech innovations: peer-to-peer lending, alternative data, blockchain
• Climate risk and ESG in credit assessment
• Emerging trends: AI, machine learning, big data analytics
• Comprehensive case study: credit risk assessment and management for a corporate borrower

Practicals

No practicals for this training.

This course is made up of exercises and case studies delivered alongside the theory — no separate practical sessions are required to complete it.

Summatives

Each delegate is assessed continuously throughout the course and a final summative test at the end.

Daily Exercises — 30%

Every training day ends with a multiple-choice exercise scored out of 100%. The scores from each daily exercise are averaged across the duration of the course to produce a Daily Average mark, which contributes 30% to the final total.

Final Test — 70%

On the last day a final summative test is written. It is a multiple-choice paper with multiple-answer questions: each question may have more than one correct option, and a single wrong selection on a question marks the entire question wrong — no partial credit. The final test is scored out of 100% and contributes 70% to the overall mark.

Final Total
Component Out of Weight
Daily Average (multiple choice) 100% 30%
Final Test (multi-answer multiple choice) 100% 70%
Final Total 100%

All marks are recorded on the AATICD LMS and visible to each learner under their account.

Certificate

Certificate of Completion

Awarded to delegates who achieve an overall mark of 50% or higher on the Final Total (Daily Average 30% + Final Test 70%).

How it works
  • Certificates are auto-generated on the AATICD LMS as soon as the marks pass the 50% threshold.
  • Each certificate is a branded PDF with the delegate's name, the course title, the unit standard ID, NQF level, credits, and the date of issue.
  • You can download or print your certificate from your LMS dashboard at any time after issue — there's no reissue fee and no expiry date.
  • If you scored under 50% you can sit the final test again at the next scheduled session at no extra cost.
Where to find it

Sign in to the LMS, open your dashboard, and your certificates appear under My Certificates. Each entry has a View / Download button and a print option.

Training Discounts

Group discounts apply automatically — the more delegates you enrol, the greater the saving. Discounts are calculated at 3% per 5 delegates, scaling up to 40% off for 100+ delegates.

Delegates Discount
5 3% off
10 6% off
15 9% off
20 12% off
25 15% off
30 18% off
50 30% off
75 35% off
100 40% off

3% discount per 5 delegates, up to 40% off for 100+ delegates. Contact us for a custom group quote.

Upcoming Training Sessions
Online training — attend live sessions from anywhere via our virtual classroom.
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Mon 07 Sep 2026 Fri 11 Sep 2026 Virtual Spring 2026 $913 Register
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Training Discounts
Delegates Discount
5 3% off
10 6% off
15 9% off
20 12% off
25 15% off
30 18% off
50 30% off
75 35% off
100 40% off

3% off per 5 delegates, up to 40% for 100+

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