Credit Risk Analytics, Modelling & Scorecards
"Credit Risk Analytics, Modelling & Scorecards" Module is part of the "Certified Credit Risk Officer (C-CRRO)" and the "Certified Credit Risk Analyst (C-CRA)" training programs.
Description
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
Course Start Date
TBA
Cost of Attendance
- 20 Hours
- Live on Online
- Attendance Certificate
Lecturer
Oikonomou BSc, MScSenior Manager, Analytics, Credit Risk Services, ICAP CRIF
Senior Manager, Analytics, Credit Risk Services, ICAP CRIF
George Oikonomou holds a BSc in Economics and an MSc in Business & Financial Economics from the University of Greenwich (UK). He has been head of the Analytics groups of the division of Credit Risk Services of ICAP since 2016, and is in charge of Analytics project development. He has extensive experience in Data Analytics projects, with specialist knowledge in the area of credit risk management, leading a team of analysts in designing and developing models for credit risk assessment for Businesses and Individuals. Before ICAP, he worked as a credit risk analysis at Statistical Decisions Hellas and was involved in the evaluation of Retail Banking credit portfolios. Holds a BSc in Economics and an MSc in Business & Financial Economics from the University of Greenwich (UK).
