Credit risk—the oldest and most fundamental form of financial risk—continues to pose significant challenges for banks and financial institutions, as evidenced by recurring high-profile losses across global markets. Despite its long-standing presence, the need for robust, modern approaches to credit risk management has never been greater.

This course provides participants with a comprehensive understanding of credit risk, its sources, and the key principles and methodologies used to manage it effectively in today's banking environment. Topics include credit risk assessment, risk rating systems, portfolio management, regulatory frameworks (such as Basel III), and the use of quantitative and qualitative tools for credit decision-making.

Designed for credit analysts, risk managers, bankers, and finance professionals, this program equips attendees with the practical knowledge and strategies needed to identify, evaluate, and mitigate credit risk while supporting sound lending and investment decisions.

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