Subjects

Advanced Credit Risk Masterclass

'Advanced Credit Risk Masterclass' is designed for bankers, credit and product specialists and other professionals responsible for maintaining top quality loan portfolios, identifying risk management opportunities and designing financial solutions for clients in a new and evolving international credit environment. This means bankers should employ stochastic credit structures and risk management methodology conspicuously absent in days prior to the recent international banking crisis.


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Course dates

Dates Location Price Add dates to my diary Brochure Register
19-22 Oct 2010 Singapore, Singapore $5,750.00 Add dates Download Register now

Course overview

'Advanced Credit Risk Masterclass' is designed for bankers, credit and product specialists and other professionals responsible for maintaining top quality loan portfolios, identifying risk management opportunities and designing financial solutions for clients in a new and evolving international credit environment. This means  bankers should employ stochastic credit structures and risk management methodology conspicuously
absent in days prior to the recent international banking crisis.

Summary of course content

  • Develop a critical analytical decision making processes
  • Apply state-of-the art cash flow techniques to uncover 'create' accounting shenanigans
  • Run optimisations on continuous portfolio decision variables
  • Refresh your analytical skills and consolidate your knowledge into a framework and toolkit for credit analysis
  • Apply advanced analytical tools to better understand changes in economic, industry and company conditions
  • Create an optimal portfolio mix given allocation of loan exposures across multiple industries
  • Analyse credit risk exposures under stochastic stressful conditions
  • Master migration risk and learn how to use risk matrices to price and value loans
  • Learn how to build and use interactive and local corporate and specialised lending risk rating systems.
  • Analyse workout situations and develop short term/long term turnaround strategies
  • Develop stochastic valuations utilising state-of-the-art valuation software to determine and evaluate "value gaps", probability of default, and correlation matrices

Methodology

This programme is highly intensive, interactive and encourages delegate participation. Hands-on exercises, deal analysis, examples and case studies reinforce concepts and help deliver solutions.

Computer-based exercises

All delegates should bring their laptops to facilitate in-class studies and exercises. Laptops should have recent versions of Microsoft Excel and Risk Simulator 5.4. Trial copies of the simulation software are available free of charge from the Web site: http://www.realoptionsvaluation.com/download.html 

Who should attend this training course?

  • Credit managers and analysts
  • Accountants
  • Treasury managers
  • Risk and financial analysts
  • Corporate and investment bankers
  • Research and ratings personnel
  • Portfolio managers
  • Bank regulators
  • Management, strategy and venture capital executives
  • Consultants

Supporting publications:

  


Course dates

Dates Location Price Add dates to my diary Brochure Register
19-22 Oct 2010 Singapore, Singapore $5,750.00 Add dates Download Register now

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