Standard & Poor's Conference Center
55 Water Street
37th floor
New York, NY, United States 10041
Description
Course Overview
Building a credible credit risk management system requires the consistent and defensible
categorization of risks within a portfolio. Starting with compiling relevant data and formalizing
assessment methodologies, financial institutions and investment managers worldwide are
developing a variety of analytical approaches –both qualitative and, increasingly, quantitative—
to rationalize credit rating decisions, predict probabilities of default [PD], measure and control of
exposure to Loss-Given-Default [LGD], inform portfolio management decisions, and comply with
proposed regulatory regimes.
This three-day, instructor-led course will provide participants with an in-depth examination of
prevailing credit scoring methodologies, including employment of quantitative models,
benchmarking, mapping practices, transition matrices, and overall system validation procedures.
In addition, the course will offer attendees an in-depth view of the recent developments surrounding
effective LGD analysis, including the challenges attached to compiling useful data, loss
modeling, and the building of facility rating structures, as well as applications within capital
allocation systems.
Course Objectives
Learn how to implement your own Basel II internal ratings based (IRB) systems using some of
the most advanced industry standard methodologies;
Demonstrate how scoring models can be used and applied within the broader bank-wide credit risk
management process;
Understanding the most important data manipulation management processes in building scoring models;
Ascertain a clear and up-to-date understanding of the components of Loss-Given Default and
how they fit into an Internal Rating System and a capital management process;
Acquire the necessary skill sets to develop your own framework of analysis; and
Acquire valuable insights into key current credit-related issues.
Who Should Attend:
This course is designed to bring valuable insights to all practitioners involved in credit risk, in
particular, credit risk officers, credit portfolio managers, securitization structurers, and fund
managers.
More information:
To view the complete course brochure, please click here.
For directions to Standard & Poor's Conference Center, as well as a select list of hotels in Manhattan, many of whom offer a special rate for Credit & Risk Training registrants,, please click here
Course Level: Intermediate
Prerequisite: Basic knowledge of financial and business analysis
CPE Credits: 21
