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Credit risk: loan by loan management

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Understanding credit risk is key for any finance practitioner. It is a significant part of the business model and a financial institutions’ portfolio.
This course is designed to give you the essential insights to be able to identify, quantify and manage credit risk effectively.
After an introduction of what credit risk is and how it fits in the risk taxonomy of a financial institution, some real-world cases will be discussed as illustration.
The assessment of credit risk is examined with a focus on more specialised topics such as credit ratings, credit analysis, internal and external credit risk models for both single counterparties and portfolios. The course looks also at the management and optimisation of credit risk.
No such analysis would be complete without making the link with the latest regulatory and innovative developments.

Niveau Expert
Type de formation En ligne, Blended learning

Prix total *

Membres: € 530
Non-membres: € 640
Partenaire BZB: € 530
Incompany: sur mesure, prix à la demande

* Avez-vous droit à des subventions?
* Prix : prestation dans le cadre du recyclage régulier, exonérée de TVA

Dates disponibles

25/09/2020 - Credit risk: loan by loan management

Manifestez votre intérêt lorsqu’aucune date n’est disponible, la date planifiée ne convient pas et/ou la session existante est complète. Dès que 5 personnes sont inscrites sur la liste d'intérêt, nous vous proposons une nouvelle date. Votre inscription sur la liste d'intérêt est gratuite et n'induit aucune obligation.

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Groupe cible

This training is intended for various target groups active in business, credit risk, ALM, finance and capital markets

Connaissances préalables

Expert level: Subjects will be treated thouroughly. You should have knowledge of macro-economical concepts.

Programme

1. Credit Risk – Definition & main types

  •    Default, spread, counterparty, settlement
  •    Retail (mortgage, credit card, consumer), SME and wholesale exposure
  •    Importance of credit risk in the financial world

2. Credit Default Risk – Assessment

  •    Internal & external credit risk analysis (bank level + rating agencies)
  •    Internal & external credit rating models

3. Managing Credit Risk – Credit Risk Mitigation

  •    Reducing exposure and increasing recoveries: Netting, Collateral, Guarantee, Covenants
  •    Risk transfer to external investors: Credit Derivatives, Securitization, Loans Sales

4. Credit Risk in the Basel Accord:

  •    Credit risk parameters
  •    Standardised, IRB Foundation and Advanced
  •    RWA Calculation (high level)
  •    Differences between accounting (IFRS9) and regulatory approaches
  •    Main changes expected in the upcoming Basel 4 review

5. Credit Process for loan-by-loan management (end-to-end):

  •    Origination, analysis, pricing, loan approval
  •    Risk (surveillance,) monitoring, work out (recovery)
  •    Tools to support the process

6. Data governance and data quality

7. Recent developments: business cases of Fintech, AI and Machine Learning

8. Appendices

  •    Definition of default
  •    Example of credit scoring mode
  •    PD model development (different steps and validation)
  •    RWA calculation

PRACTICAL INFORMATION

Duration: 1 day training

Hours: 9am - 5pm

Adress: This training will be given online

Extra information: This training will be given in English!

Méthodologie

Type of course: Online, blended learning

During our theoretical training courses we offer a combination of theory and practical exercises. The cases, examples and exercises are taken from everyday situations or are contributed by you and then solved under the guidance of the trainer.

Teaching Material: Powerpoint presantation (slides)

Formateurs

Ruben Olieslagers
Risk, finance & treasury