Credit Risk Modelling
$24,950.00
Credit Departments within banks have become increasingly complex driven by the demands of regulation and business practice. The current crisis has put all modelling approaches under high levels of scrutiny. This has resulted in greater concern over attributes and approaches as well as changes to validation approaches adopted. Generally, there has been an increased used of modelling credit risk as a risk as a result of the implementation of the Basel Accord, IFRS 9 and also the developments in the global credit markets. This course looks at the key modelling techniques that are applied and highlights these to meet the demands of these requirements.
The course is tailored for both the student and practitioner, and the objectives are to make the participant completely understand the credit risk modeling process. This includes creditworthiness assessments, early warning indicators, variables in the model selection process, key risk indicators like credit value at risk (CV@R) and expected shortfall (ES). There will be hands-on exercises on variables selection, understanding correlations between credit and market risk factors, probabilities of default, loss given default, and the entire credit risk cycle.
The course is aimed at participants keen to know more about Credit risk, Model risk, Risk modelling, credit Risk specialisation, credit stress testing, the role of Internal auditors, and indeed any others with interest in credit risk modelling, and is Suitable for all participants who wants to understand credit risk modelling.
The participant will completely understand the credit risk modeling process. Including creditworthiness assessments, early warning indicators, variables in the model selection process, key risk indicators like credit value at risk (CV@R) and expected shortfall
Program details:
Dates:
Start date: Monday, August 29, 2022.
End date: Wednesday, September 21, 2022
From 17:00 to 19:300 hrs. (Mexico City Time)
Duration of the Program: 20 hours / 8 sessions
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Fechas
Fecha de inicio: Lunes 25 de Julio, 2022
Fecha de fin: Miércoles 10 de Agosto, 2022
Horario.
De 19:00 a 21:00 hrs. (Hora de la Ciudad de México)
Duración del Programa: 16 horas / 8 sesiones
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35 Participantes*
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SURESH SANKARAN
HEAD RISK GOVERNANCE
METRO BANK (UK)With over 30 years of banking experience and career, Suresh Sankaran has been part of some of the world’s most reputed organizations in the financial system, including the World Bank Group, HSBC, ABN-AMRO, KPMG and Fiserv.
Suresh recently joined Metro Bank (UK) as head Risk Governance and prior to that he retired from Kamakura Corporation where he was the Chief Risk Officer. Suresh has extensive knowledge and a broad perspective on different aspects of risk and in his various roles has advised heads of government, wholesale, commercial and investment banks, corporate treasuries, insurers and fund managers. His specialty is liquidity risk, and he is the author of several papers on liquidity-adjusted risk. His work and contributions on liquidity and its impact on market and credit risks have been recognized by industry professionals and peers.
Suresh ran a very successful campaign called “Another One Bites the Dust”, in which he analyzed data from over 40 countries and attempted to predict the next major default crisis, in which he identified the default path of two organizations prior to the actual event in a series of well-documented posts on his blog. Suresh has distinguished himself as an internationally respected speaker on risk-related issues and has provided training workshops to regulators around the world, including with the Bank for International Settlements’ Financial Stability Institute, where he is a featured speaker.
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Program details:
Dates:
Start: Monday, July 18, 2022
July: 18, 20, 25, 27
August: August 1, 3, 8 and 10
End: August 10th
Schedule: 17:00 to 19:30 Hours, Mexico City Time.
Duration: 8 days, 20 Hours. -
$18,950.00 +IVAAñadir al carrito Comprar vía WhatssAppLas ciber amenazas evolucionan y se vuelven más complejas, siguen avanzando a grandes ritmos, al igual que la tecnología, lo que significa que las defensas de una compañía se acaban viendo afectadas, por ello la Ciber inteligencia aborda la forma de convertir los datos en inteligencia sobre amenazas informáticas para prevenir ataques.
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Fechas:
Fecha de inicio: Lunes 25 de Julio, 2022
Fecha de fin: Lunes 15 de Agosto, 2022
Horario.
De 18:00 a 20:00 hrs. (Hora de la Ciudad de México)
Cupo Limitado:
35 Participantes*
*Todos nuestros programas cuentan con un cupo limitado para asegurar un aprendizaje personalizado y de alto impacto.
En caso de que requerir un mayor número de participantes, ¡Contáctanos y con gusto podemos realizar este programa totalmente a tus necesidades!
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