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Credit Risk Measurement and Management
Credit Risk Measurement and Management
Training Activity Rate
Trainer/s
بشار الشاعر
Training activity Hours
15
Training activity Date
-
Training Activity Days
Monday
Tuesday
Wednesday
Thursday
Start and End Time
16:30 - 20:15
Training Activity Classification
Risk
Course Language
English
Methodology
In class
City
Amman
Type of Training
short courses
Deadline for registration
Price For Jordanian
120 JOD
Price For Non Jordanian
225 US$
Outcomes

By the end of this training course, trainees will be able to :
-    Describe and understand the credit instruments types and characteristics.
-    Describe the entire credit life cycle from origination to repayment.
-    Analyze and describe the credit risk drivers.
-    Understand the difference between Credit risk and Counterparty risk.
-    Analyze and compare credit risk evaluation methodologies and concepts.
-    Describe external rating scales, the rating process, and the link between ratings and default.
-    Compare external and internal ratings approaches.
-    Identify and describe important factors used to calculate economic capital for credit risk: probability of default, exposure, and loss rate.
-    Define and calculate expected loss (EL) and unexpected loss (UL).
-    Describe challenges to quantifying credit risk.
-    Interpret the main approaches used to model credit risk in a portfolio context and understand the pros and cons of each approach.
-    Describe the tools and methodologies used to mitigate credit risk.
-    Understand the Credit Risk Stress testing methodologies.

Target Group

-  Professionals working in:
-    Credit .
-    Risk .
-    Capital Management.
-    Regulatory Compliance.
-    Audit.

General Goal

This area focuses on credit risk measurement and management techniques to acquire a comprehensive and practical understanding of credit risk management.  The broad knowledge points covered in Credit Risk Measurement and Management include the following:
-    Credit analysis.
-    RWA – Risk Weighted Assets for Credit Risk  .
-    Drivers of Credit Risk: Probability of Default, Exposure at Default, Loss Given Default.
-    Probability of Default: Individual and Collective methodologies.
-    Expected and unexpected loss.
-    Credit Risk rating agencies .
-    Credit Risk Models - Risk Rating (quantitative & qualitative) and Credit Scoring (Scorecards).  
-    Credit Risk Governance in banks.

Contents

-    Introduction to Credit Risk :
-    Lenders and borrowers.
-    Types and Characteristics of Credit Products .
-    The Credit Process .
-    The Credit Analysis Process .
-    Drivers of Credit Risk:
-    Probability of Default.
-    Exposure at Default .
-    Loss Given Default.
-    Settlement risk and pre-settlement risk.
-    Credit Risk and Counterparty Risk.
-    Case study: Role of securitization in the 2007-08 financial crisis. 
-    Measurement of Credit Risk :
-    Measurement Tools Progression:
-    Notional amount.
-    Risk-weighted amounts .
-    Notional amounts combined with credit ratings .
-    Internal portfolio credit models.
-    Default Risk .
-    Recovery rates.
-    Credit Conversion Factors.
-    Credit Risk Mitigation.
-    Practical exercises of credit risk exposures.
-    Default and Credit Migration:
-    Credit rating and credit spread.
-    Agency ratings.
-    Credit Scoring and internal models.
-    Portfolio Credit Risk Models
-    Case Study.
-    Managing Credit Risk:
-    IFRS9/NPL Classification and Provisioning.
-    Expected and unexpected risk (RAROC).
-    Measuring the Distribution of Credit Losses .
-    Measuring Expected Credit Loss .
-    Measuring Credit VaR.
-    Default probabilities and term structures of default rates.
-    Credit Risk Stress Testing .

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