Credit Risk Analytics, Modelling & Scorecards
The ICAP Risk Training Institute in collaboration with "Academics University of London Worldwide", for the 4th consecutive year conduct the ‘Mastering Corporate Credit’, a comprehensive professional training program of 190 live online hours for credit risk management executives. It consists of 12 modules and contains A to Z knowledge of corporate credit risk (from financial statement analysis, credit policy planning and liquidity forecasting, portfolio monitoring & management, analytics, credit insurance, collection policy, cash flow management, legal analysis credit framework and compliance with GDPR regulations).
Description
The aim of the seminar is to analyze the development methodology of credit models, identify and address problems in their performance, and interpret the results of adequacy controls
Target Audience
- Financial Management and Credit Control Executives
- Credit Rating Analysts
- Sales and Marketing Executives
- Supply Chain Executives
- Business loan managers
- Investment Bankers
- Economic Analysts
- Risk Officers of Banking and Credit Institutions
- Banking Finance Analysts, Lecturers, etc.
Subject Areas
- Credit Risk Analytics, Modeling & Scorecards
- PD, LGD, EL modeling methodologies
- Application, Behaviour, Collections scoring/development and monitoring
- Scorecards in the Credit & Collection process
- Account centric vs. Customer centric models
- Individuals, Small Businesses, Corporates: credit methods and approaches
- The macroeconomic factor in credit risk modeling
- Scores and Ratings/Qualitative factors
- Models implementation/Tools & Systems
- Data, Big Data and alternative data sources
- Addressing the problem of insufficient historical data
- Modeling for IFRS9 requirements
What you will learn
- You will learn the development methodology of credit models and you will be able to identify strengths and weaknesses
- You will become familiar with the development methodology of models according to the IFRS9 standard
- You will be able to identify problems in the performance of models, and interpret the results of adequacy controls
- You will become familiar with credit risk evaluation methodologies for businesses
- You will learn more about the methodology of data management and problem solving
- You will be able to recommend action and make credit policy decisions based on the results of the models
Seminar Timetable
Date | 1st & 2nd Teaching Hour | Break | 3rd & 4th Teaching Hour |
|---|---|---|---|
8th of December | 18.30 - 20.00 | 20:00 - 20:15 | 20.15 - 21.45 |
10th of December | 18.30 - 20.00 | 20:00 - 20:15 | 20.15 - 21.45 |
14th of December | 18.30 - 20.00 | 20:00 - 20:15 | 20:15 - 21:45 |
10th of January | 18.30 - 20.00 | 20:00 - 20:15 | 20:15 - 21:45 |
14th of January | 18:30 - 20:00 | 20:00 - 20:15 | 20:15 - 21:45 |
Course Start Date
8 of December 2021
Cost of Attendance
€1000
- 20 Hours
- Synchronous e-Learning
- Attendance Certificate
- Subsidized by LAEK
