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Credit Risk Modeling for Financial Institutions

By: Budding Heights Development Company

Lagos State, Nigeria

04 - 17 May, 2016  14 days

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NGN 300,000

Credit risk has only recently in history translated into modeling for a complete view of credit risk on a portfolio basis. Before new post-2007-crisis regulations emerged, new modeling techniques have been devised, not all of them successful, to ensure that the overall credit-risky positions were well understood and made more conform to what a financial institution thinks of itself and of its mission.

In this course, we provides an overview of credit risk and a review of the modern techniques to model and quantify credit risk components such as probability of default and loss given default, in all areas of lending. There are no formal prerequisites.

Course Objective

  • Understand practical insights of what it takes for a bank to set up a sensible and compliant Framework for modeling credit risk
  • Analyze individual credit risks
  • Understand and put a critical view on existing modeling frameworks

Course Outline

  • Prerequisites to credit risk modeling
  • Credit risk and Basel Accords
  • Modeling and capital requirement in Basel III
  • Pillars 2 and 3 in Basel, for credit risk
  • Traditional credit risk modeling
  • Altman Z score
  • Portfolio-based credit risk models
  • Validating credit risk models
Best Western Starfire Hotel, 128 Joel Ogunnaike Street, GRA Ikeja, Lagos May 04 - 17 May, 2016
NGN 300,000.00
(Convert Currency)

+234 810 495 1079, +234 701 881 7970