Credit Risk Management and Measurement Inhouse Course

This course will provide participants with an introduction to credit risk management, its major features as well as its monitoring and management strategies under the Basel II Accord.

• An explanation of credit risk and the type of products which generate this type of risk
• The Basel Accord and the regulation for credit risk measurement, management, supervision and disclosure
• A description of the approaches for calculating credit risk capital
• An explanation of securitization, credit derivatives and collateralisation and their Basel regulations
• An overview of credit risk supervision and disclosure

• The nature of credit risk and how this applies to financial products
• The factors involved, the information used and the methods employed in assessing credit risk
• What techniques are used in managing credit risk
• The regulatory framework within which credit risk management operates and Basel II
• The methods for calculating credit risk Capital

Who Should Attend

This course is intended for those working in risk management, credit operations, or who wish to gain an understanding of risk-based regulation and how they are applied to credit risk. It will be of use to:

• Risk managers and analysts, business managers and team leaders
• Middle and back office personnel
• Internal and external auditors
• IT and operations professionals
• Regulators and supervisory professionals
• Anyone new to or working in credit risk management within financial services
• New entrants to the finance industry who wish to gain a more in depth understanding of credit risk
• Suppliers and consultants to banks and the risk management industry

Teaching Method

This is a very interactive course with many exercises, classroom discussions and case studies.

You will benefit from comprehensive take away course documentation.

In order to help us establish your individual and business concerns, you will be asked to fill pre-course questionnaire.

Because of the nature of the course the number of places is limited and will be filled on first come, first accepted basis. We advise to book in advance in order to avoid disappointment.