Risk Based Pricing Model Development and Validation 2014
Risk-based pricing, in the simplest terms, is alignment of loan pricing with the expected loan risk. Typically, a borrower’s credit risk is used to
determine if a loan application will be accepted or declined. That same risk level may also be used to drive pricing and banks internationally are now
looking at leveraging on a Risk Based Pricing model as a strategy to to seek profitability by driving down costs while charging competitive rates.
KEY BENEFITS & LEARNING OUTCOMES
• Determining & developing the right pricing model for your bank
• Understanding the different types of risk based pricing models that are out there
• Choosing the right risk model to suit your financial organisations it’s business objectives
• Understanding the building blocks for a risk based pricing model and troubleshooting them
• Successfully evaluating the factors involved in the different pricing categories
WHO SHOULD ATTEND:
Presidents, Vice Presidents, Managing Directors, Directors, General Managers, Senior Managers, Head of the Departments & Chiefs of:
• Risk Management
• Credit & Market Risk
• Credit Risk Analysis & Research
• Credit Risk Architecture
• Asset Management
• Portfolio Analytics & Pricing
• Treasury & Financial Risk
• Capital Measurement & Analysis
• Risk Audit & Compliance