Credit Risk Modelling
Date: 3 – 4 October 2022
Virtual Instructor-Led Training (VILT).
Key Benefits of Attending
- UNDERSTAND the differences in regulatory requirements on credit risk modelling
- IDENTIFY the different modelling philosophies of credit risk parameters (Point-in-Time, Through-the-Cycle and stressed)
- EXPLORE how credit risk parameters of different nature can be estimated in a single comprehensive framework
- LEARN how to fulfil the full spectrum of regulatory requirements in a simple framework that can be built and maintained with relatively small effort
- DISCOVER how the framework works by using real data
- REVIEW the Covid-19 impact on credit risk models and get some ideas on model adjustments to IMPROVE model performance under the impact of central banks and government measures