Credit Risk Portfolio Modeling in Excel 2012
This course focuses on credit portfolio risk management techniques, examining several of the models and approaches that have developed in the
marketplace. It considers how credit derivatives and other risk mitigation methods can be used in the implementation of a credit portfolio risk
management programme. There is a discussion of the relationship of credit risk to other risks faced by financial institutions including market risk,
operational risk and liquidity risk. The course examines these risks and the associated management tools and techniques within the broader context of
the Value at Risk (VaR) approach to integrated risk management. VaR is important because it has the support of the banking regulators as an acceptable
basis for the development of internal models of risk analysis, the return on capital and capital adequacy. Finally, the course addresses the policy, practice
and process issues that need to be part of an integrated risk management programme within a financia
Why this training is crucial for your organisation:
This training is specifically designed to meet market participant's demands to understand the current practices in the industry. The purpose of this highly practical and customisable training is to discuss the inside-out of Credit Risk Portfolio Modeling in Excel 2012 in the industry and allows our Client to design an in-house credit portfolio risk
management Model in Excel with the assistance of our consultant. This training brings together a good comprehension of the different risk models and management that can be tailored to the Client’s needs. This training discusses the current opportunities, challenges and new practices in the industry. Our Consultant will then take a closer look by studying relevant cases in the industry to further illustrate the materials discussed. By attending this course, your organisation will not only benefit on the different skills of managing your credit portfolios but further take your business up to par with world-class bank institutions. This training will also allows you to design/revamp your in-house credit portfolio risk model.
After attending this three days course, participants will be able to:
• Define market environment and risk management lessons
• Explain risk management and the role of the Regulators
• Define and discuss the integrated view of risk management
• Discuss “measuring risk” in relation to the Value-at-Risk (VaR) approach
• Explain and apply modern portfolio management techniques
• Define credit risk management in relation to the VaR approach
• Discuss the Options Theoretic Model of credit risk