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Onze examens gaan tot eind september door in de Aarlenstraat 80 1040 Brussel. Al onze andere klassikale activiteiten vinden plaats op onze nieuwe locatie in het Phoenix gebouw op de Koning Albert II-laan 19. Onze nieuwe najaarskalender is beschikbaar via onze website en ons leerplatform. Afhankelijk van het onderwerp zal de opleiding klassikaal of digitaal doorgaan. Een nieuwe inschrijving? Bovenaan de opleidingsfiche staat aangegeven of de opleiding klassikaal of digitaal zal doorgaan. Ben je reeds ingeschreven en wil je te weten komen of jouw opleiding klassikaal of digitaal doorgaat? Log dan in op het leerplatform en raadpleeg “Mijn planning”. Laten we samen veilig leren in de 1,5 meter context. Alvast bedankt om volgende richtlijnen na te leven en tot binnenkort!
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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 opleiding Online, Blended learning

Totale prijs *

Leden: € 530
Niet-leden: € 640
Partner BZB: € 530
Incompany: op maat, prijzen op aanvraag

* Heeft u recht op subsidies?
* Prijs: prestatie in het kader van permanente beroepsopleiding, vrijgesteld van BTW

Beschikbare data

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

Geef ons uw interesse door indien er geen datum beschikbaar is, de geplande datum voor u niet past en/of deze sessie volzet is. Van zodra een vijftal personen ingeschreven zijn op de interesselijst stellen wij u een nieuwe datum voor. Uw inschrijving op de interesselijst is kosteloos en zonder enige verplichting.

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Doelgroep

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

Vereiste voorkennis

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

Programma

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!

Methodologie

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)

Docenten

Ruben Olieslagers
Risk, finance & treasury