Risk Management - Credit Risk for Banks

En collaboration avec
  • Icon 21.10.2020
  • Icon 16 h
  • icon Cours du jour
  • Icon English
  • Icon BQ088CJ
535,00 EUR

*

(+3% TVA)
*Prix d'inscription de base, variable selon options choisies.

Introduction


Credit risk is the oldest form of financial risk. Although credit risk has existed since antiquity, we still have not perfected the way in which we manage it, as witnessed by the high-profile losses that are often reported in the press. This course provides participants with a good understanding of credit risk and the methods for managing it effectively.

Objectives


  • Understand the fundamental concepts of credit risk

  • Evaluate and understand internal and external credit ratings

  • Understand value at risk (VaR) and its use in measuring credit risk

  • Explain the counterparty risk for derivatives, particularly over-the-counter derivatives

  • Describe different credit risk models according to the recommendations of the Basel Committee

Programme


  • Credit Risk

  • Introduction and definitions

    • Typology

    • Counterparty Risk

    • Default Risk

    • Spread Risk

    • Settlement Risk

  • Lending activities

    • Retail loans

    • Wholesale loans

    • Credit analysis

    • Internal credit rating systems

    • External credit ratings

  • Debt instruments

    • Main features of debt instruments

    • Measuring credit risk for bonds

  • Derivatives

    • Credit default swaps

    • Counterparty credit risk

  • Key concepts of credit risk measurement 

    • Key variables

      • Probability of default

      • Exposure at default

      • Loss given default

    • Default and transition matrices

    • Expected Loss (EL) and Unexpected Loss (UL)

    • Credit VaR

    • Credit portfolio models

  • Future trends

Target Audience


This training course has been designed for a broad audience, i.e. for anyone wishing to acquire fundamental knowledge in Risk Management.

Exam


For this training course, an optional exam is available. In case of interest, candidates can choose a date from the list of proposed examination sessions. Registration for the exam must be made at least five days before the chosen exam date. The exam is subject to a registration fee.


The examination consists of true/false and multiple-choice questions. To pass the exam, a candidate must achieve a score of at least 50% of the total points on the exam.

Certificate


This module is part of the Risk Management Certification. To obtain their certificate, candidates must complete 12 days of training in Risk Management and pass the exam for each course. 

More details here: Professional Risk Management Certification

Course material


The training material will be handed out at the beginning of the course.

Lieu

Télécharger le planning PDF

mer. 21.10.2020 à 08h30

icon 8H

Credit Risk for Banks

  • icon Chambre de Commerce Luxembourg

jeu. 22.10.2020 à 08h30

icon 8H

Credit Risk for Banks

  • icon Chambre de Commerce Luxembourg
  • Durée

    icon

    3 h

  • Lieu

    icon

    Chambre de Commerce Luxembourg

Thu 09.07.2020

08h45

Tue 14.07.2020

08h45

Tue 15.09.2020

08h45

Tue 22.09.2020

08h45

Thu 24.09.2020

08h45

Tue 29.09.2020

08h45

Tue 06.10.2020

08h45

Tue 13.10.2020

08h45

Tue 20.10.2020

08h45

Tue 27.10.2020

08h45

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