Credit Risk analysis and Management
Course Overview
Taking into consideration the impact of the global credit crisis, this credit risk course is essential for risk management professionals in the bank.
Starting with an analysis of the credit risk of a single counterparty and transaction-based models, this course moves on to describe the models for evaluating a portfolio of counterparties.
During the second part of the course, credit rating systems are explained, followed by the models used in the context of portfolios of counterparties and portfolio optimization and performance. The course also provides an in-depth insight into the credit risk mitigation tools and the implementation of Basel II and III. A practical guide to the latest developments within credit risk, this course will also include couple of major case studies.
Course Content
- Banks - Risk management overview
- Global credit crisis
- Single party and Portfolio risk evaluation
- Credit systems
- Risk modeling
- Risk mitigation tools
- BASEL II and III
- Latest developments
Who should attend?
Middle and Senior Management
Benefits of Attending
- Enhanced insight into credit risk, and its applications and models
- Better ability to apply the new tools in practice to own institution
- Better understanding of risk as an overarching phenomenon
Credit Risk Modeling
Course Overview
Quantitative and qualitative credit risk modeling is generating more and more interest, and relevance in these times, with an emphasis on apt measurement techniques, thus enabling the credit risk mangers with the skills set necessary. This course also covers best practice for modeling and measuring credit loss distributions, individual and dependent default probabilities and intensities, recovery rates, credit migration transition matrices, recovery rates and credit spreads. VAR (Value-added risk) extension is also elaborated for assessing credit risks and for standalone and portfolio credit risk.
Course Content:
- Credit Risk, Credit Exposure, Credit Rating Applications and information
- Credit quality assessment techniques, Scorecard, techniques, management reports and collections management
- Credit exposures, default likelihoods and dependent defaults, recovery rates, credit spreads, credit rating migration and portfolio credit risk exposures.
Who should attend?
Professionals connected to seeking commercial and personal credit and credit lines, those making commercial and personal credit decisions, lending and credit policy makers, credit scorecard developers, credit risk managers and regulators.
Benefits of Attending:
- Exploring the latest qualitative and quantitative credit measurement and modeling techniques for individual credit facilities, consumer credit, retail, A/R, credit collections and corporate lending, sovereign credits, securitized credit exposures and portfolios of credits as can be applied in the UAE.
- Learning current credit risk modeling best practice for assessment, measuring and structuring credit risk factors.
- Enhancing ability to analyze between the various models to determine which ones are most appropriate for own organization.
Global Risk Framework – ISO 31000
Course Overview
This course will provide practical understanding of evolving global framework for risk management. All five subject areas are covered. Standard’s background, the core principles, framework design and application, along with analysis of its components and applications for designing and maintaining an effective risk management function will be worked on.
Course Content
- Risk Management principles
- ISO 31000 – Value Proposition
- The 11 Core Principles
- The Framework
- Risk Management process
- Attributes of Enhanced Risk Management
- Alignment with Organizational Goals
- Accountability
- Risk Reporting
- Governance Performance
Who should attend?
- Senior Management connected with Risk and Compliance issues
- Risk Managers
- MLROs
- Fraud Managers
- Compliance Officers
- Operations Managers
- AML Project Managers
- Internal control officers
Benefits of Attending
- Obtaining a thorough understanding of ISO 31000 principles of Risk Management
- Complete understanding of the ISO 31000 Risk Framework
- Enhanced ability to apply the 5 core processes for risk management
Operational Risk Management
Course Overview:
The goal of this course is to build an understanding of the importance of operational risk management within the Banking and Finance industry. Specifically, delegates will be equipped to identify the sources of operational risk and how these arise within the context of financial institutions main business activities.
Understand the governance structures, systems, procedures and cultural aspects necessary for an organization to successfully manage operational risk.
Build knowledge of the main techniques for the measurement and quantification of operational risk and their relative merits and drawbacks.
Appreciate the approaches available to a bank under Basel III for the calculation of regulatory capital for operational risk and the supervisory requirements for each approach.
The aim is to is to understand the nature of operational risk, identify typical occurrences of operational risk within a bank’s business model, and to consider external perspectives on the importance of operational risk management in rating and banking supervision.
Course Content
- Risk management sphere
- Operational Risk
- Governance structures, procedures and cultural impact
- Measurement and quantification of operational risk
- BASEL III application tools
- Rating angle
Who should attend?
Senior and middle management
Benefits of Attending
- Better grip and understanding of nature of operational risk
- Better understanding of BASEL III
- Appreciation of risk impact on own organization
- Ability to quantify and measure operational risk
- Appreciation of Operational risk Mitigation tools