Comprehensive Economic Capital and Credit Risk Modelling Masterclass
We provide platform for Public training, In-house, to all clients and individual who seek to learn and educate.
Course Overview
For banks and financial institutions a sea of changes has occurred in the past few years as a response to the credit crisis. A new capital adequacy framework, strengthened and specific credit risk regulations under Basel II / III, and recent innovations in the credit derivative arena are all highlighting the increasing scrutiny on credit issues. More than ever before, financial institutions and large corporates will therefore have to be able to assess, calculate and model the embedded credit risk of assets as well as the risk generated by the use of counterparties for hedging or trading purposes.
The need to determine economical capital for risk-return calculations according to Basel capital requirements has highlighted the importance of robust methodology to estimate key risk parameters (probability of default, exposure at default and loss given default) for both wholesale and retail portfolios. In this course, the implications of meeting economic objectives within regulatory constraints are explored in hands-on team exercises that will allow attendees to manage regulatory objectives whilst retaining their competitive edge. By the end of this intensive 2-day course bankers will be equipped with a ready-to-use framework that they can use and apply in their own firms.
BENEFITS OF ATTENDING
- Learn about various approaches of credit risk modelling
- Recognise the data requirement for credit risk modelling
- Know how to design various credit risk models
- Learn about the regulatory requirement for credit risk modelling
- Integrate credit risk modelling with pricing
- Design simple models using spreadsheet
- Comprehensive knowledge of Economic Capital (EC)
- Capital is Context development
- EC Measured by “Stress Testing” The economic Balance Sheet
- Calculation of Economic Capital
- Six Key methodological elements
- EC model design considerations – Risk Horizon
WHO SHOULD ATTEND
- Credit Portfolio and Asset Heads and Managers
- Auditors Heads and Managers
- Risk Analysts
- Credit Heads and Managers
- Financial Industry Regulators
- Financial Risk Managers
IN-HOUSE
Our Tailored Learning Offering
Do you have five or more people interested in attending this course? Do you want to tailor it to meet your company’s exact requirements? If you’d like to do either of these, we can bring this course to your company’s office by offering our classroom program or LIVE Online. You could even save up to 50% on the cost of sending delegates to a public course and dramatically increase your ROI.
Top Quality
From the Boardroom to the front line, we can deliver engaging, multi-faceted learning programmes that will nurture the skills needed to fast-track development and enable teams to flourish.
Best Way
We combine the right blend of formal, informal, online and classroom techniques to increase your employees’ knowledge retention, drive collaboration, and create social learning communities.