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The increase in the risks of credit portfolios, especially in the recent times, requires the development of a more effective management to achieve a greater degree of stability of credit portfolios and control the risks to which they are exposed. This program focuses on various and modern techniques and strategies for managing the credit portfolio and its components, as well as risk management methods and its various measurement tools to contribute to reducing risks related to the credit portfolio and managing it effectively.
The increase in the risks of credit portfolios, especially in the recent times, requires the development of a more effective management to achieve a greater degree of stability of credit portfolios and control the risks to which they are exposed. This program focuses on various and modern techniques and strategies for managing the credit portfolio and its components, as well as risk management methods and its various measurement tools to contribute to reducing risks related to the credit portfolio and managing it effectively.
Banking
Financing
+5
Portfolio/ Fund
Not Exist
Lecture
Case Studies +2
Lecture
Case Studies
Brainstroming
Dialogue Teams
Pre Assessment
Post Assessment
-
- +5
-
-
-
-
-
-
-
This provides you with the opportunity to select the available times that suit you best for participation in our program. These times represent slots during which we are ready to welcome you and provide assistance and guidance.
In Class Training-Online Training
Credit portfolio concept
Credit Risk Concept and risk classifications
Differing approaches under Basel Framework, IFRS, internal models and market practices (e.g. ISDA agreements)
Portfolio management objectives and Risk Management Strategy
Techniques to spread risk: diversification, syndication, sub-participation, whole loan sales
Credit derivatives
Securitization
Swaps and Derivatives
Variants: index and basket products.
Using index tranche products to understand default correlation
uncertainties, liquidity and hedging Credit Valuation Allowance (CVA) on derivatives
Case Study
In Class Training-Online Training
Measuring Credit Portfolio Risk
Credit Risk and Credit Portfolio Risk Models and management
Scenario and sensitivity analysis
Capital Allocation
Regulatory Framework
Economic Capital
Case Study
Understand the concept of the credit portfolio and the risks it faces in order to develop different strategies to manage it.
Measuring the correlations and calculating the different types of risks for the credit portfolio so that it can classify and evaluate the risks.
Appreciate the value at a high level of modelling and sensitization techniques for the main drivers of credit risk which supported active and effectively management for credit portfolio.
View global models and experiences in managing credit portfolios to enhance and raise the efficiency of credit portfolio management.
