5 DAYS CREDIT RISK MANAGEMENT TRAINING

Service Description

Day 1: Introduction to Credit Risk Management 1. Overview of Credit Risk in the Financial Industry 2. Types of Credit Risk (Default, Credit Spread, Concentration) 3. Importance of Credit Risk Management in Financial Operations 4. Regulatory Framework (Basel Accord Standards) and its Significance 5. Role of Credit Risk in Regulatory Compliance 6. Credit Risk Measurement Models (PD, LGD, ED) 7. Credit Scoring and Credit Rating Systems 8. Credit Risk Data and Data Sources 9. Credit Risk Mitigation Techniques (Collateral, Guarantees, Netting) 10. Case Studies and Practical Examples Day 2: Regulatory Capital Requirements (Basel III) 1. Basel III Overview and Objectives 2. Credit Risk Capital Requirements (Standardised Approach, IRB Approach) 3. Credit Risk Mitigation Techniques under Basel III 4. Capital Adequacy and Regulatory Compliance 5. Basel III Reporting and Documentation 6. Risk-Weighted Assets (RWAs) Calculation 7. Credit Risk Capital Charge Calculation 8. Capital Buffers and Stress Testing 9. Case Studies and Hands-on Exercises Day 3: Economic Capital and Credit Risk Modeling 1. Understanding Economic Capital 2. Economic Capital vs. Regulatory Capital 3. Estimating Economic Capital for Credit Risk 4. Portfolio Management and Economic Capital Allocation 5. Risk Appetite and Capital Allocation 6. Credit Portfolio Models (CreditMetrics, KMV, CreditRisk+) 7. Stress Testing and Scenario Analysis 8. Credit Risk Model Validation 9. Backtesting and Model Performance Evaluation 10. Practical Applications and Case Studies Day 4: Credit Risk Management in Practice 1. Credit Risk Policy and Governance 2. Credit Risk Limits and Exposure Management 3. Credit Risk Monitoring and Early Warning Systems 4. Credit Risk Reporting and Documentation 5. Case Studies on Credit Risk Management Best Practice 6. Reporting Credit Risk in Financial Statements 7. IFRS 9 and Its Impact on Credit Risk Reporting 8. CECL (Current Expected Credit Loss) Methodology 9. Disclosure Requirements for Credit Risk 10. Practical Examples Day 5: Credit Risk and Regulatory Compliance 1. Role of Regulatory Authorities in Credit Risk Oversight 2. Key Compliance Requirements (Capital Adequacy, Liquidity, Reporting) 3. Compliance Risk and Credit Risk Interplay 4. Internal and External Audits 5. Case Studies on Regulatory Compliance 7. Big Data and AI in Credit Risk Management 8. Machine Learning for Credit Scoring and Default Prediction 9. Future Trends and Challenges in Credit Risk Management

Contact Details

• Ability House, 121 Brooker Road, Waltham Abbey, UK

  +442081453355

  info@implementbaselaccord.com