This Credit Risk Assessment course gives participants a comprehensive overview of the key concepts and methodologies in understanding the drivers of credit risk, modeling tools used for the measurement of credit risk, and current best practice in credit risk management techniques.

The course focuses on the actual practice of credit risk assessment within financial institutions as well as on the quantitative and methodological tools and procedures that are at the cutting edge of measuring, mitigating and managing credit risk.

The treatment of credit risk has shifted greatly since the global financial crisis of 2008. Prior to then, it was considered almost inconceivable that major investment banks and global insurers could default and create a systemic credit and liquidity crisis.  Since the crisis, there has been a universal re-thinking of most aspects of legacy risk management techniques.  Financial regulators and the Basel Committee on Banking Supervision have placed significant emphasis on the need for innovative and more robust methods of modeling financial stress and the kinds of credit market deterioration that was witnessed during the crisis.

Course Methodology

This course utilizes Excel models for credit analysis, individual calculation exercises, team activities, and plenary discussion.

Course Objectives

By the end of the course, participants will be able to:

Target Audience

This course is beneficial for banking personnel in all areas of credit risk.  Others who will benefit include, but are not limited to, asset allocators, portfolio strategists, sovereign wealth fund managers, and research staff, risk managers/controllers, private investors, and senior back-office personnel.

The course is also valuable for those interested in credit modeling and those engaged in compliance with all applicable regulations regarding credit risk in financial institutions.

Target Competencies

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This course is designed as an intermediate level in-depth look at the key provisions of the Basel III regulatory framework, the ongoing risk assessment practice within banks, and the vital role of stress testing.

Upon completion, participants will have a comprehensive understanding of internal risk assessment as required under Basel III and especially with reference to the ICAAP process.

There will be an in-depth analysis of why stress testing is vitally important to financial institutions, how to conduct stress testing, and why financial regulators are so preoccupied with stress testing in the post-2008 financial environment.

In particular, there will be an analytical examination of the kinds of scenarios that can lead to extraordinary credit losses, operational losses, and liquidity stress and can even threaten the survival of financial institutions.

Course Methodology

This course will cover a wide range of learning methods including explanatory slides, case studies, a detailed examination of Excel models in an interactive workshop-style environment.

Course Objectives

By the end of the course, participants will be able to:

Target Audience

This course is suitable for all those working in the banking industry, including wealth managers, auditors, and treasury and product control professionals.

Target Competencies

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NB: Details include Training Dates, Course Fees, Course Outline and Targeted Audience, Training Venue etc.

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