CREDIT RISK MANAGEMENT

Duration: 3 days

CREDIT RISK MANAGEMENT

CONTENT

COURSE OUTLINE

Topic 1 - Classic Credit Products
• Important Credit Instruments
• Building Blocks
• Instruments
Topic 2 - Classic Credit Life Cycle
• Introduction to Credit Risk and Credit Risk Basics
• Origination Phase
• Credit Risk Assessment
• Monitoring Phase
• Workout Phase
• Other Considerations
Topic 3 - Classic Credit Risk Methodology
• Introduction And Setting The Scene
• Fundamental Credit Analysis
• Analysing Wholesale Credit
• Analysing Retail Credit
• Conclusion: Classic Vs. Modern Credit Analysis Methodologies

Topic 4 - Credit Derivatives And Securitization
• Structured Credit As A Funding Tool
• Linear Credit Risk Transfer
• Structured Credit As A Risk Management Tool
• Bespoke Structured Credit
Topic 5 - Modern Credit Risk Modeling
• Credit Risk Parameters
• Credit VaR Models
• Implementation
• Modelling Credit Risk Mitigation
• Risk Allocation and Performance Management
Topic 6 - Credit Portfolio Management (CPM)
• CPM Goals and Philosophy
• CPM Instruments
• CPM Analytics
• CPM In Practice

BENEFIT

• Understand credit risk management methods and procedures
• Know how to analyze the credit profile of different customer type
• Application of credit risk mitigation techniques
• Know how to manage credit risk portfolio as a modern method
• Measure and quantify credit risk

WHO SHOULD ATTEND

• Credit Risk Management team
• Credit policy team
• Credit product development team
• Basel project team
• Internal auditors

TESTIMONIALS

"The Courses at ARFQuant vary in many topics which reward for those who work in the financial sector. The pursuit of these specialized courses is a very arduous process, but the results are well worth the effort. The courses go from theoretical to practical, thus helping to better understand the nature of the problem, as well as how to apply it in practice. Overall, ARFQuant course leaders are very good at teaching and dedicated. Participation in ARFQuant courses helps to increase the systematic and effective learning compared to self-study and self-study." Phương Phùng- OCB

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"A survey on the main issues that the trainees are interested in has been conducted to make sure that the course’s content is fit the needs of the trainees. The training environment was open which encourage the participation of all attendants. Instructors are enthusiastic, supportive and willing to share their knowledge and experience" Phượng Phan - FeCredit

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"The course leader has deep knowledge in risk management, he is enthusiastic and open to the students. Teaching methods attract the attention of students. He usually use stories mixed with humor as examples for the whole class and to create a dynamic atmosphere. The course was organized professionally" Hien Phan - BIDV

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"From the beginning of 2017, I have been experiencing 02 courses at ARFQuant - Statistics - modeling risk, internal credit rating model.

Even the duration of the courses were quite short but the knowledge I obtained from the course is huge, thanks to the special way that ARFQuant’s teachers deliver the course: simple, understandable and valuable. During the course I felt quite comfortable and easy to grasp knowledge. In addition to the mandatory content in the curriculum, teachers share more experiences in learning and research (eg, Mr. Hoang shared his experiences in reading and reviewing FRM and Mr.Fred taught how to handle data when it is bias, etc.).
Materials and lectures are well designed and focused. At the end of the course, I can take advanced knowledge gained in these materials to study and work. However, it would be more complete if the material introduces some other sources of reference so that I can read more after the courses.

If I have the opportunity to attend other courses, I would like to experience at ARFQuant again. " Thảo Nguyễn - OCB

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